CORTEXA
← Browse
arxivcs.LGstat.ML2026-07-20

PAC--Bayes Bounds on Quotient Parameter Spaces: Geometry-induced Implicit-Bias Priors

Nicola Aladrah, Fabio Anselmi

Overparameterized models often have continuous parameter symmetries, so different parameters define the same predictor. We show that PAC--Bayesian analysis should be performed on the quotient predictor space: pushing a prior and posterior to the quotient preserves the empirical and population Gibbs risks while removing the nonnegative KL contribution caused solely by how the two distributions differ among parameterizations of the same predictor. Quotienting alone does not determine which prior to use. We construct a canonical choice of one parameterization for each predictor and account for the geometric volume of its equivalent parameterizations. This transforms a neutral reference prior into a data-independent prior that reflects the model's implicit bias. It approximates the ideal but inadmissible posterior-matched prior, which would minimize the KL term by depending on the training data. The resulting certificate is tighter exactly when this geometry-induced prior has smaller KL divergence from the learned quotient posterior than the neutral prior. We test this prediction in Fourier regression with a Hadamard parameterization and in Query-Key attention, using ordinary SGD without an explicit regularizer. The implicit-bias prior reduces the mean quotient-space KL by \(40.69\%\) and the mean PAC--Bayes certificate by \(21.40\%\) in the Fourier-Hadamard experiment. The smaller, prior-scale-dependent improvement in Query-Key attention confirms the predicted conditional nature of the effect.

View free PDFSource page

Related papers

arxivquant-phcs.LGstat.ML2026-07-23

Cautious optimism for deep parameterized quantum circuits

Marie Kempkes, Elies Gil-Fuster, Carlos Bravo-Prieto, Aroosa Ijaz, Alissa Wilms, Jens Eisert, et al.

A central challenge in quantum machine learning is understanding the scaling behavior of parameterized quantum circuits (PQCs). In particular, it remains unclear how their performance on unseen data changes as the number of trainable parameters increases. Prior works have derived…

View free PDFSource page
arxivmath.STcs.LGstat.MEstat.ML2026-07-31

Differentially Private Nonparametric Modal Learning with Applications to Regression and Clustering

Arkajyoti Bhattacharjee, Arnab Auddy

Density modes provide a localized and interpretable summary of multimodal distributions, but their estimation under rigorous differential privacy constraints remains largely unexplored. We study differentially private recovery of density modes for multivariate distributions under…

View free PDFSource page
arxivstat.MLcs.LG2026-07-24

Hopformer: Homogeneity-Pursuit Transformer for Time Series Forecasting

Wan Zhang, Qinjie Lin, Chan Lee, Weijian Li, Han Liu, Kai Zhang

Forecasting multiple time-series with high-dimensional covariates presents a core challenge: unifying common temporal patterns while retaining meaningful series-specific information. We introduce Hopformer (Homogeneity-Pursuit Transformer), a two-stage framework that addresses th…

View free PDFSource page
arxivcs.LGastro-ph.COastro-ph.GAhep-exhep-phstat.ML2026-07-23

An Introduction to Bayesian and Frequentist Simulation-Based Inference with Machine Learning

Maximilian Dax, Theo Heimel, Gilles Louppe

Simulation-based inference (SBI) with machine learning is an increasingly important tool for solving inverse problems in science and engineering, including parameter inference and the inversion of detector effects. We provide an overview of the Bayesian and frequentist statistica…

View free PDFSource page