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Researcher profile

Ragnar Thobaben

Ragnar Thobaben contributes to research discovery and scholarly infrastructure.

ResearcherAffiliation not importedOpen to collaborate
Machine LearningInformation Theorymath.ITmath.OC

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Published work

6 published item(s)

preprint2026arXiv

A Hierarchical Sampling Framework for bounding the Generalization Error of Federated Learning

We study expected generalization bounds for the Hierarchical Federated Learning (HFL) setup using Wasserstein distance. We introduce a generalized framework in which data is sampled hierarchically, and we model it with a multi-layered tree structure that induces dependencies among the clients' datasets. We derive generalization bounds in terms of Wasserstein distance under the Lipschitz assumption on the loss function, by applying a supersample construction that allows us to measure the sensitivity of the algorithm to the change of a single node in the sampling tree. By leveraging the FL structure, we recover and strictly imply existing state-of-the-art conditional mutual information (CMI) bounds in the case of bounded losses. We also show that our bound can be applied together with Differential Privacy assumptions, to recover generalization bounds based on algorithmic privacy. To assess the tightness of our bounds, we study the Gaussian Location Model (GLM) and show that we recover the actual asymptotic rate of the generalization error.

0 citations0 reviewsNo code linkedOpen access
preprint2026arXiv

Density-Ratio Losses for Post-Hoc Learning to Defer

We study post-hoc Learning to Defer (L2D) through the lens of ideal distributions: divergence-regularized reweightings of the data distribution under which a model attains low loss. We define deferral via the density-ratio between a model's and an expert's ideals. Using the reduction from density-ratio estimation to class-probability estimation, we derive the DR CPE losses for post-hoc L2D scorers. Deferral decisions are then made by thresholding the scorer, allowing deferral rates to be adjusted without retraining. For KL-based ideal distributions, our deferral rules recovers Chow's rule under the original distribution and a connection to an expert-tilted Bayes posterior -- which incorporates the expert's performance -- depending on if the ideal distributions are joint or marginal distributions. Experimentally, our approach is competitive compared to common baselines and more robust across dataset settings. More broadly, our results cast post-hoc L2D as density-ratio learning between ideal distributions, bridging Chow-style rules, expert comparison, and elucidating connections to related learning settings including anomaly detection.

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preprint2022arXiv

Tighter expected generalization error bounds via Wasserstein distance

This work presents several expected generalization error bounds based on the Wasserstein distance. More specifically, it introduces full-dataset, single-letter, and random-subset bounds, and their analogues in the randomized subsample setting from Steinke and Zakynthinou [1]. Moreover, when the loss function is bounded and the geometry of the space is ignored by the choice of the metric in the Wasserstein distance, these bounds recover from below (and thus, are tighter than) current bounds based on the relative entropy. In particular, they generate new, non-vacuous bounds based on the relative entropy. Therefore, these results can be seen as a bridge between works that account for the geometry of the hypothesis space and those based on the relative entropy, which is agnostic to such geometry. Furthermore, it is shown how to produce various new bounds based on different information measures (e.g., the lautum information or several $f$-divergences) based on these bounds and how to derive similar bounds with respect to the backward channel using the presented proof techniques.

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preprint2021arXiv

Quadratic Signaling Games with Channel Combining Ratio

In this study, Nash and Stackelberg equilibria of single-stage and multi-stage quadratic signaling games between an encoder and a decoder are investigated. In the considered setup, the objective functions of the encoder and the decoder are misaligned, there is a noisy channel between the encoder and the decoder, the encoder has a soft power constraint, and the decoder has also noisy observation of the source to be estimated. We show that there exist only linear encoding and decoding strategies at the Stackelberg equilibrium, and derive the equilibrium strategies and costs. Regarding the Nash equilibrium, we explicitly characterize affine equilibria for the single-stage setup and show that the optimal encoder (resp. decoder) is affine for an affine decoder (resp. encoder) for the multi-stage setup. For the decoder side, between the information coming from the encoder and noisy observation of the source, our results describe what should be the combining ratio of these two channels. Regarding the encoder, we derive the conditions under which it is meaningful to transmit a message.

0 citations0 reviewsNo code linkedOpen access
preprint2020arXiv

Region-based Energy Neural Network for Approximate Inference

Region-based free energy was originally proposed for generalized belief propagation (GBP) to improve loopy belief propagation (loopy BP). In this paper, we propose a neural network based energy model for inference in general Markov random fields (MRFs), which directly minimizes the region-based free energy defined on region graphs. We term our model Region-based Energy Neural Network (RENN). Unlike message-passing algorithms, RENN avoids iterative message propagation and is faster. Also different from recent deep neural network based models, inference by RENN does not require sampling, and RENN works on general MRFs. RENN can also be employed for MRF learning. Our experiments on marginal distribution estimation, partition function estimation, and learning of MRFs show that RENN outperforms the mean field method, loopy BP, GBP, and the state-of-the-art neural network based model.

0 citations0 reviewsNo code linkedOpen access
preprint2020arXiv

The Convex Information Bottleneck Lagrangian

The information bottleneck (IB) problem tackles the issue of obtaining relevant compressed representations $T$ of some random variable $X$ for the task of predicting $Y$. It is defined as a constrained optimization problem which maximizes the information the representation has about the task, $I(T;Y)$, while ensuring that a certain level of compression $r$ is achieved (i.e., $ I(X;T) \leq r$). For practical reasons, the problem is usually solved by maximizing the IB Lagrangian (i.e., $\mathcal{L}_{\text{IB}}(T;β) = I(T;Y) - βI(X;T)$) for many values of $β\in [0,1]$. Then, the curve of maximal $I(T;Y)$ for a given $I(X;T)$ is drawn and a representation with the desired predictability and compression is selected. It is known when $Y$ is a deterministic function of $X$, the IB curve cannot be explored and another Lagrangian has been proposed to tackle this problem: the squared IB Lagrangian: $\mathcal{L}_{\text{sq-IB}}(T;β_{\text{sq}})=I(T;Y)-β_{\text{sq}}I(X;T)^2$. In this paper, we (i) present a general family of Lagrangians which allow for the exploration of the IB curve in all scenarios; (ii) provide the exact one-to-one mapping between the Lagrange multiplier and the desired compression rate $r$ for known IB curve shapes; and (iii) show we can approximately obtain a specific compression level with the convex IB Lagrangian for both known and unknown IB curve shapes. This eliminates the burden of solving the optimization problem for many values of the Lagrange multiplier. That is, we prove that we can solve the original constrained problem with a single optimization.

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