Estimating optimal PAC-Bayes bounds with Hamiltonian Monte Carlo.
Szilvia UjváryGergely FlamichVincent FortuinJosé Miguel Hernández-LobatoPublished in: CoRR (2023)
Keyphrases
- monte carlo
- pac bayes
- markovian decision
- optimal strategy
- risk bounds
- variance reduction
- markov chain
- monte carlo simulation
- monte carlo tree search
- importance sampling
- generalization bounds
- particle filter
- data dependent
- optimal solution
- worst case
- linear classifiers
- upper bound
- machine learning
- learning algorithm
- stochastic processes
- matrix inversion
- dynamic programming
- np hard
- lower bound