Leveraging System-Level Observations to Inform Bayesian Learning of Model Parameters for Quantitative Verification

Uncertainty quantification (UQ) is essential for reliable decision-making in safety-critical applications in probabilistic machine learning. For regression problems, dominant scalar UQ approaches - notably, those based on proper scoring rules - measure uncertainty via pointwise predictive risk. This can lead to counterintuitive results when the target statistic is not the conditional expectation. We propose an alternative framework, in which uncertainty is characterised by the volume of the most probable subset of a distribution's support. QUEST (Quantifying Uncertainty via highest dEnSiTy regions) is a novel approach to UQ based on the concentration of Lebesgue measure at a distribution's peak(s), evaluated at one or more values of a robustness parameter $α$. We establish connections between our measures and classical statistics from information theory and economics. We show that, unlike popular alternatives based on proper scoring rules, QUEST measures of epistemic and aleatoric uncertainty satisfy a set of axioms adapted from the UQ literature, including monotonicity under distributional spread and invariance to location shifts. Selective prediction benchmarks confirm that QUEST performs favourably against standard measures such as variance and differential entropy.

Process Reward Models (PRMs) provide step-level verification for Large Language Model (LLM) reasoning, yet their training data acquisition remains a bottleneck: human annotation is costly and Monte Carlo roll-out estimates are noisy. A recent approach, FOVER, trains PRMs on step-level error labels automatically annotated by formal verification tools such as Z3 and Isabelle, and empirically observes cross-task generalization from symbolic tasks to diverse reasoning benchmarks. However, this generalization phenomenon lacks any theoretical explanation, and no formal bounds exist on the generalization error, sample complexity, convergence rate, or downstream Best-of-K performance of such PRMs. We propose VeriBound, a theoretical framework that provides PAC-Bayesian generalization bounds for PRMs trained with formal verification tools. We establish four main results: (i) a PAC-Bayesian generalization bound that relates the empirical verification error on formal-verification-annotated training data to the expected error on unseen reasoning tasks, with the bound depending on the formal verification accuracy and the divergence between training and test task distributions; (ii) a sample complexity result showing that $O(d \log(d/δ) / ε^2)$ formal-verification-annotated examples suffice to achieve generalization error $ε$ with probability $1-δ$, where $d$ is the complexity of the PRM hypothesis class; (iii) a convergence analysis proving that PRM training with formal verification labels converges at a linear rate under $L$-smoothness and bounded variance conditions; and (iv) an error propagation bound that relates step-level verification error to Best-of-K performance degradation.

In practice, various learning scenarios provide access to auxiliary features exclusively during training. Incorporating such data to enhance model performance gave rise to a paradigm known as Learning Using Privileged Information (LUPI). While this extra information is intended to improve the resulting model, establishing a generalized, cohesive understanding of how privileged information (PI) transfers useful knowledge remains a challenge. Vapnik's original theory and subsequent works offer performance guarantees in certain cases, but these results are inherently per-algorithm and rely on setting-specific proof approaches. Consequently, a more general framework explaining how and when PI transfers useful knowledge is still missing. To bridge this gap, we introduce an algorithm-agnostic, information-theoretic approach based on the PAC-Bayes framework. Rather than asking whether a particular algorithm exploits PI, we ask how much value it could offer: comparing the tightest achievable risk bound with and without PI yields its potential - an upper limit on the extractable gain. We introduce a metric that quantifies this potential directly from empirical training risk, bypassing the need for test-time data access, and validate our findings in both supervised and unsupervised settings. The results demonstrate a robust correspondence between our training-time metric and true test-time performance gains. Ultimately, this work takes a necessary step toward an information-theoretic understanding of LUPI, and quantifying the potential of privileged features before committing to a model.