mlsanityData to 14 Oct 2026

Cold Posteriors through PAC-Bayes

arXiv 2206.11173 ↗First posted 22 Jun 2022cs.LG cs.AI stat.MLcited by 3

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Abstract (arXiv)

We investigate the cold posterior effect through the lens of PAC-Bayes generalization bounds. We argue that in the non-asymptotic setting, when the number of training samples is (relatively) small, discussions of the cold posterior effect should take into account that approximate Bayesian inference does not readily provide guarantees of performance on out-of-sample data. Instead, out-of-sample error is better described through a generalization bound. In this context, we explore the connections between the ELBO objective from variational inference and the PAC-Bayes objectives. We note that, while the ELBO and PAC-Bayes objectives are similar, the latter objectives naturally contain a temperature parameter λ which is not restricted to be λ=1. For both regression and classification tasks, in the case of isotropic Laplace approximations to the posterior, we show how this PAC-Bayesian interpretation of the temperature parameter captures the cold posterior effect.

Key facts. Cited by 3 papers in the map (data through 14 Oct 2026). Builds on 35 of its 61 references that are in the map. First posted on arXiv 22 Jun 2022.

Builds on

35 of 61 references.

References · 35

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23 more
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3 papers.