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PAC-Bayesian Generalization Bound for Density Estimation with Application to Co-clustering
We derive a PAC-Bayesian generalization bound for density estimation. Similar to the PAC-Bayesian generalization bound for classification, the result has the appealingly simple form of a tradeoff between empirical performance and the KL-divergence of the posterior from the prior. Moreover, the PAC-Bayesian generalization bound for classification can be derived as a special case of the bound for density estimation. To illustrate a possible application of our bound we derive a generalization bound for co-clustering. The bound provides a criterion to evaluate the ability of co-clustering to predict new co-occurrences, thus introducing a supervised flavor to this traditionally unsupervised task.
@inproceedings{6592, title = {PAC-Bayesian Generalization Bound for Density Estimation with Application to Co-clustering}, journal = {In the proceedings of the 12th International Conference on Artificial Intelligence and Statistics (AISTATS 2009)}, booktitle = {JMLR Workshop and Conference Proceedings Volume 5: AISTATS 2009}, abstract = {We derive a PAC-Bayesian generalization bound for density estimation. Similar to the PAC-Bayesian generalization bound for classification, the result has the appealingly simple form of a tradeoff between empirical performance and the KL-divergence of the posterior from the prior. Moreover, the PAC-Bayesian generalization bound for classification can be derived as a special case of the bound for density estimation. To illustrate a possible application of our bound we derive a generalization bound for co-clustering. The bound provides a criterion to evaluate the ability of co-clustering to predict new co-occurrences, thus introducing a supervised flavor to this traditionally unsupervised task.}, pages = {472-479}, publisher = {MIT Press}, organization = {Max-Planck-Gesellschaft}, school = {Biologische Kybernetik}, address = {Cambridge, MA, USA}, month = apr, year = {2009}, slug = {6592}, author = {Seldin, Y. and Tishby, N.}, month_numeric = {4} }