Logarithmic-Free Moment and Generalization Bounds for Uniformly Stable Algorithms
Organizations: VinUniversity
Abstract
Uniform stability is a classical tool for controlling the generalization error of a learning algorithm. Bousquet, Klochkov, and Zhivotovskiy (2020) showed that the problem can be reduced to a moment inequality for a sum of weakly interacting functions of independent random variables. Their bound contains an additional factor , and they asked whether this factor can be removed. We answer this upper-bound question affirmatively. More specifically, let have independent coordinates and let satisfy where denotes all coordinates except . Assume additionally that changing any coordinate , , changes by at most , we prove that, for every , for every , This removes the factor from the previous bound and matches the lower bound of Bousquet, Klochkov, and Zhivotovskiy up to universal constants in the range covered by their construction. Our proof first establishes the required estimate on the Rademacher cube, then transfers it to arbitrary product distributions by a two-copy randomization argument.