Analyzing Deep PAC-Bayesian Learning with Neural Tangent Kernel: Convergence, Analytic Generalization Bound, and Efficient Hyperparameter Selection

PAC-Bayes is a well-established framework for analyzing generalization performance in machine learning models. This framework provides a bound on the expected population error by considering the sum of training error and the divergence between posterior and prior distributions. In addition to being a successful generalization bound analysis tool, the PAC-Bayesian bound can also be incorporated into an objective function for training probabilistic neural networks, which we refer to simply as {\it Deep PAC-Bayesian Learning}. Deep PAC-Bayesian learning has been shown to achieve competitive expected test set error and provide a tight generalization bound in practice at the same time through gradient descent training. Despite its empirical success, theoretical analysis of deep PAC-Bayesian learning for neural networks is rarely explored. To this end, this paper proposes a theoretical convergence and generalization analysis for Deep PAC-Bayesian learning. For a deep and wide probabilistic neural network, our analysis shows that PAC-Bayesian learning corresponds to solving a kernel ridge regression when the probabilistic neural tangent kernel (PNTK) is used as the kernel. We utilize this outcome in conjunction with the PAC-Bayes $\mathcal{C}$-bound, enabling us to derive an analytical and guaranteed PAC-Bayesian generalization bound for the first time. Finally, drawing insight from our theoretical results, we propose a proxy measure for efficient hyperparameter selection, which is proven to be time-saving on various benchmarks. Our work not only provides a better understanding of the theoretical underpinnings of Deep PAC-Bayesian learning, but also offers practical tools for improving the training and generalization performance of these models.

Authors

• Wei Huang Nanchang University Yichun University
• Chunrui Liu
• Yilan Chen
• Richard Yi Da Xu Hong Kong Baptist University
• Miao Zhang
• Tsui-Wei Weng

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