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PAC-Bayesian Machine Learning: Learning by Optimizing a Performance Guarantee

PAC-Bayesian Machine Learning: Learning by Optimizing a Performance Guarantee

The goal of machine learning algorithms is to produce predictors having the smallest possible risk (expected loss). Since the quantity to optimize (the risk) is defined only with respect to the data-generating distribution, and not with respect to the data itself, we still do not know exactly what should be optimized on the training data […]

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