Tighter Information-Theoretic Generalization Bounds via a Novel Class of Change of Measure Inequalities

Fuente: arXiv
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Auteurs principaux: Liu, Yanxiao, Fan, Yijun, Gündüz, Deniz
Format: Preprint
Publié: 2026
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author Liu, Yanxiao
Fan, Yijun
Gündüz, Deniz
author_facet Liu, Yanxiao
Fan, Yijun
Gündüz, Deniz
contents Change of measure inequalities translate divergences between probability measures into explicit bounds on event probabilities, and play an important role in deriving probabilistic guarantees in learning theory, information theory, and statistics. We propose novel change of measure inequalities via a unified framework based on the data processing inequality, which is surprisingly elementary yet powerful enough to yield novel, tighter inequalities. We provide change of measure inequalities in terms of a broad family of information measures, including $f$-divergences (with Kullback-Leibler divergence and $χ^2$-divergence as special cases), Rényi divergence, and $α$-mutual information (with maximal leakage as a special case). We apply these results to generalization error analysis, PAC-Bayesian theory, differential privacy, and data memorization, obtaining stronger guarantees while recovering best-known results through simplified analyses.
format Preprint
id arxiv_https___arxiv_org_abs_2602_07999
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Tighter Information-Theoretic Generalization Bounds via a Novel Class of Change of Measure Inequalities
Liu, Yanxiao
Fan, Yijun
Gündüz, Deniz
Information Theory
Machine Learning
Change of measure inequalities translate divergences between probability measures into explicit bounds on event probabilities, and play an important role in deriving probabilistic guarantees in learning theory, information theory, and statistics. We propose novel change of measure inequalities via a unified framework based on the data processing inequality, which is surprisingly elementary yet powerful enough to yield novel, tighter inequalities. We provide change of measure inequalities in terms of a broad family of information measures, including $f$-divergences (with Kullback-Leibler divergence and $χ^2$-divergence as special cases), Rényi divergence, and $α$-mutual information (with maximal leakage as a special case). We apply these results to generalization error analysis, PAC-Bayesian theory, differential privacy, and data memorization, obtaining stronger guarantees while recovering best-known results through simplified analyses.
title Tighter Information-Theoretic Generalization Bounds via a Novel Class of Change of Measure Inequalities
topic Information Theory
Machine Learning
url https://arxiv.org/abs/2602.07999