Proposes pointwise Riemannian Dimension from feature eigenvalues to derive tighter, representation-aware generalization bounds for deep networks in the nonlinear regime.
Proceedings of the twelfth annual conference on Computational learning theory , pages=
4 Pith papers cite this work. Polarity classification is still indexing.
years
2026 4verdicts
UNVERDICTED 4representative citing papers
The paper establishes the first tilde O(epsilon^{-1}) upper bounds and matching lower bounds for forward-KL-regularized offline contextual bandits under single-policy concentrability in both tabular and general function approximation settings.
S²R² improves robustness of LoRA-tuned LLMs to prompt perturbations by penalizing semantic-segment drift while preserving clean performance and cross-dataset transfer.
PAC-Bayes bounds for Gibbs posteriors are obtained via singular learning theory, producing explicit and tighter posterior-averaged risk bounds that adapt to data structure in overparameterized models.
citing papers explorer
-
Pointwise Generalization in Deep Neural Networks
Proposes pointwise Riemannian Dimension from feature eigenvalues to derive tighter, representation-aware generalization bounds for deep networks in the nonlinear regime.
-
Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability
The paper establishes the first tilde O(epsilon^{-1}) upper bounds and matching lower bounds for forward-KL-regularized offline contextual bandits under single-policy concentrability in both tabular and general function approximation settings.
-
Where Do Prompt Perturbations Break Generation? A Segment-Level View of Robustness in LoRA-Tuned Language Models
S²R² improves robustness of LoRA-tuned LLMs to prompt perturbations by penalizing semantic-segment drift while preserving clean performance and cross-dataset transfer.
-
PAC-Bayes Bounds for Gibbs Posteriors via Singular Learning Theory
PAC-Bayes bounds for Gibbs posteriors are obtained via singular learning theory, producing explicit and tighter posterior-averaged risk bounds that adapt to data structure in overparameterized models.