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cs.LG2023★ 4 cited
PAC-Bayes Generalisation Bounds for Dynamical Systems Including Stable RNNs
Deividas Eringis, John Leth, Zheng-Hua Tan +2
In this paper, we derive a PAC-Bayes bound on the generalisation gap, in a supervised time-series setting for a special class of discrete-time non-linear dynamical systems. This cl…
stat.ML2023★ 1 cited
PAC-Bayesian bounds for learning LTI-ss systems with input from empirical loss
Deividas Eringis, John Leth, Zheng-Hua Tan +2
In this paper we derive a Probably Approxilmately Correct(PAC)-Bayesian error bound for linear time-invariant (LTI) stochastic dynamical systems with inputs. Such bounds are widesp…