Variations of the Expectation due to Changes in the Measure: Applications to Generalization and Game Theory
- đ¤ Speaker: Dr Samir Perlaza, INRIA đ Website
- đ Date & Time: Wednesday 26 February 2025, 14:00 - 15:00
- đ Venue: MR5, CMS Pavilion A
Abstract
In this talk, closed-form expressions are presented for the variation of the expectation of a given function due to changes in the probability measure used for the expectation. Two immediate applications are found in statistical machine learning and game theory. The former leads to closed-form expressions for the generalization error of machine learning algorithms. The latter leads to exact characterizations of the gain/loss of players involved in a zero-sum game in which a player allows its opponent to observe its action up to certain distortion. In both cases, these characterizations reveal interesting connections with Gibbs probability measures, mutual information, and lautum information.
Series This talk is part of the Information Theory Seminar series.
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Dr Samir Perlaza, INRIA 
Wednesday 26 February 2025, 14:00-15:00