PAC-Bayesian Generalization Bounds
Overview
PAC-Bayesian generalization bounds control the gap between training and test risk by treating a learned predictor as a distribution over models and charging for how far that distribution moves from a prior. Common approaches use KL-divergence bounds for Gibbs predictors, with tighter variants based on data-dependent priors, compression, parameter sensitivity, flatness, or the geometry of equivalent predictors. The framework is being extended to settings such as deep networks, graph and quantum models, control, and dependent time-series data, where bounds can guide training or provide deployment certificates. A central tension is making guarantees both non-vacuous and computationally useful without relying on restrictive assumptions about the data, prior, or predictor.
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