Concentration in unbounded metric spaces and algorithmic stability
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Abstract (arXiv)
We prove an extension of McDiarmid's inequality for metric spaces with unbounded diameter. To this end, we introduce the notion of the em subgaussian diameter, which is a distribution-dependent refinement of the metric diameter. Our technique provides an alternative approach to that of Kutin and Niyogi's method of weakly difference-bounded functions, and yields nontrivial, dimension-free results in some interesting cases where the former does not. As an application, we give apparently the first generalization bound in the algorithmic stability setting that holds for unbounded loss functions. We furthermore extend our concentration inequality to strongly mixing processes.
Key facts. Cited by 21 papers in the map (data through 7 Oct 2026). First posted on arXiv 4 Sep 2013.
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Citing papers per year: 2021: 8; 2022: 4; 2023: 2; 2024: 1; 2025: 3; 2026: 3.
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- 2021Transfer Learning under High-dimensional Generalized Linear Modelscited by 69
- 2024Towards Theoretical Understandings of Self-Consuming Generative Modelscited by 28
- 2022Scaling ResNets in the Large-depth Regimecited by 18
- 2022Lifting Weak Supervision To Structured Predictioncited by 10
- 2021The computational asymptotics of Gaussian variational inference and the Laplace approximationcited by 8
- 2022Shedding a PAC-Bayesian Light on Adaptive Sliced-Wasserstein Distancescited by 7
- 2022A Mathematical Framework for Learning Probability Distributionscited by 7
- 2021Matrix Completion with Model-free Weightingcited by 6
- 2021Regret Analysis of Learning-Based MPC with Partially-Unknown Cost Functioncited by 5
- 2021Topologically penalized regression on manifoldscited by 5
- 2021Binary classification with corrupted labelscited by 4
- 2023Stability of Random Forests and Coverage of Random-Forest Prediction Intervalscited by 4
9 more
- 2025Distribution-dependent Generalization Bounds for Tuning Linear Regression Across Taskscited by 2
- 2021Some Hoeffding- and Bernstein-type Concentration Inequalitiescited by 1
- 2023Tight Non-asymptotic Inference via Sub-Gaussian Intrinsic Moment Normcited by 1
- 2025A Mathematical Framework for AI-Human Integration in Workcited by 1
- 2026Generalization Guarantees on Data-Driven Tuning of Gradient Descent with Langevin Updatescited by 1
- 2026Stability beyond Bounded Differences: Sharp Generalization Bounds under Finite Lp Momentscited by 1
- 2026Logarithmic-Free Moment and Generalization Bounds for Uniformly Stable Algorithmscited by 1
- 2021Making the most of your day: online learning for optimal allocation of timecited by 0
- 2025Concentration Inequalities for Stochastic Optimization of Unbounded Objective Functions with Application to Denoising Score Matchingcited by 0
- 2026Logarithmic-Free Moment and Generalization Bounds for Uniformly Stable Algorithms10 Aug 2026
- 2026Stability beyond Bounded Differences: Sharp Generalization Bounds under Finite Lp Moments5 Jun 2026
- 2026Generalization Guarantees on Data-Driven Tuning of Gradient Descent with Langevin Updates13 Apr 2026
- 2025Distribution-dependent Generalization Bounds for Tuning Linear Regression Across Tasks7 Jul 2025
- 2025A Mathematical Framework for AI-Human Integration in Work29 May 2025
- 2025Concentration Inequalities for Stochastic Optimization of Unbounded Objective Functions with Application to Denoising Score Matching12 Feb 2025
- 2024Towards Theoretical Understandings of Self-Consuming Generative Models19 Feb 2024
- 2023Stability of Random Forests and Coverage of Random-Forest Prediction Intervals28 Oct 2023
- 2023Tight Non-asymptotic Inference via Sub-Gaussian Intrinsic Moment Norm13 Mar 2023
- 2022A Mathematical Framework for Learning Probability Distributions22 Dec 2022
- 2022Lifting Weak Supervision To Structured Prediction24 Nov 2022
- 2022Scaling ResNets in the Large-depth Regime14 Jun 2022
9 more
- 2022Shedding a PAC-Bayesian Light on Adaptive Sliced-Wasserstein Distances7 Jun 2022
- 2021Topologically penalized regression on manifolds26 Oct 2021
- 2021Regret Analysis of Learning-Based MPC with Partially-Unknown Cost Function4 Aug 2021
- 2021Binary classification with corrupted labels16 Jun 2021
- 2021Matrix Completion with Model-free Weighting9 Jun 2021
- 2021Transfer Learning under High-dimensional Generalized Linear Models29 May 2021
- 2021The computational asymptotics of Gaussian variational inference and the Laplace approximation13 Apr 2021
- 2021Making the most of your day: online learning for optimal allocation of time16 Feb 2021
- 2021Some Hoeffding- and Bernstein-type Concentration Inequalities11 Feb 2021
- 2021Transfer Learning under High-dimensional Generalized Linear Modelscited by 69
- 2024Towards Theoretical Understandings of Self-Consuming Generative Modelscited by 28
- 2022Scaling ResNets in the Large-depth Regimecited by 18
- 2022Lifting Weak Supervision To Structured Predictioncited by 10
- 2021The computational asymptotics of Gaussian variational inference and the Laplace approximationcited by 8
- 2022Shedding a PAC-Bayesian Light on Adaptive Sliced-Wasserstein Distancescited by 7
- 2022A Mathematical Framework for Learning Probability Distributionscited by 7
- 2021Matrix Completion with Model-free Weightingcited by 6
- 2021Regret Analysis of Learning-Based MPC with Partially-Unknown Cost Functioncited by 5
- 2021Topologically penalized regression on manifoldscited by 5
- 2021Binary classification with corrupted labelscited by 4
- 2023Stability of Random Forests and Coverage of Random-Forest Prediction Intervalscited by 4
12 most cited of 21 All 21 (JSON)
- 2026Logarithmic-Free Moment and Generalization Bounds for Uniformly Stable Algorithms10 Aug 2026
- 2026Stability beyond Bounded Differences: Sharp Generalization Bounds under Finite Lp Moments5 Jun 2026
- 2026Generalization Guarantees on Data-Driven Tuning of Gradient Descent with Langevin Updates13 Apr 2026
- 2025Distribution-dependent Generalization Bounds for Tuning Linear Regression Across Tasks7 Jul 2025
- 2025A Mathematical Framework for AI-Human Integration in Work29 May 2025
- 2025Concentration Inequalities for Stochastic Optimization of Unbounded Objective Functions with Application to Denoising Score Matching12 Feb 2025
- 2024Towards Theoretical Understandings of Self-Consuming Generative Models19 Feb 2024
- 2023Stability of Random Forests and Coverage of Random-Forest Prediction Intervals28 Oct 2023
- 2023Tight Non-asymptotic Inference via Sub-Gaussian Intrinsic Moment Norm13 Mar 2023
- 2022A Mathematical Framework for Learning Probability Distributions22 Dec 2022
- 2022Lifting Weak Supervision To Structured Prediction24 Nov 2022
- 2022Scaling ResNets in the Large-depth Regime14 Jun 2022
12 newest of 21 All 21 (JSON)