mlsanityData to 7 Oct 2026

PAC-Bayes under potentially heavy tails

arXiv 1905.07900 ↗First posted 20 May 2019stat.ML cs.LGcited by 16

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Abstract (arXiv)

We derive PAC-Bayesian learning guarantees for heavy-tailed losses, and obtain a novel optimal Gibbs posterior which enjoys finite-sample excess risk bounds at logarithmic confidence. Our core technique itself makes use of PAC-Bayesian inequalities in order to derive a robust risk estimator, which by design is easy to compute. In particular, only assuming that the first three moments of the loss distribution are bounded, the learning algorithm derived from this estimator achieves nearly sub-Gaussian statistical error, up to the quality of the prior.

Key facts. Cited by 16 papers in the map (data through 7 Oct 2026). First posted on arXiv 20 May 2019.

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Citing papers per year: 2021: 2; 2022: 5; 2023: 5; 2024: 3; 2025: 0; 2026: 1.

16 papers.

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