Understanding generalization of randomized learning algorithms remains a central challenge. Mutual-information and total-variation bounds provide complementary ways to quantify data–hypothesis dependence, but they can behave quite differently in high-dimensional regimes. We study a one-parameter family of dependence measures, the vector-valued -norm correlation , and derive generalization bounds whose dependence terms interpolate between total variation (TV) at and variance and related behavior at . For , the Hölder-conjugate loss moment is below two, yielding heavy-tailed specializations that can remain finite even when the loss variance is infinite. A particularly interpretable specialization occurs at , where the bound can be expressed in terms of the variability of the algorithm’s output density across datasets, . We show that the entire family is invariant under smooth bijective reparameterizations of the hypothesis space. We also introduce an adaptive density stability (ADS) condition that implies explicit control of , and we verify it for Gibbs-type posteriors under bounded losses (yielding rates that depend on the inverse temperature and sample size). To address scaling, we extend the framework to a conditional formulation using supersamples, analogous in spirit to conditional mutual information (CMI), and discuss evaluations in the output space as a practical surrogate for estimating dependence. Simulations on Bayesian linear regression illustrate how tuning can change the tightness of the resulting bounds across regimes. Additional supersample experiments on noisy MNIST and on a pretrained ResNet-50 for CIFAR-10 show similar behavior of the projected loss-space bounds beyond the original clean-MNIST setting.

生成讲解博客的中文版本

生成AI智能校验的中文版本