Amiran Ambroladze, Emilio Parrado-hernández, John Shawe-taylor
This paper proposes a PAC-Bayes bound to measure the performance of Support Vector Machine (SVM) classiﬁers. The bound is based on learning a prior over the distribution of classiﬁers with a part of the training samples. Experimental work shows that this bound is tighter than the original PAC-Bayes, resulting in an enhancement of the predictive capabilities of the PAC-Bayes bound. In addition, it is shown that the use of this bound as a means to estimate the hyperparameters of the classiﬁer compares favourably with cross validation in terms of accuracy of the model, while saving a lot of computational burden.