cs.LGJun 1, 2026

Everywhere Learning: Artificial Intelligence with Pointwise Constraints

Authors: Ignacio BoeroIgnacio HounieLuiz ChamonAlejandro Ribeiro

Abstract

Everywhere learning is a new paradigm whereby Artificial Intelligence (AI) systems are trained to satisfy loss constraints with probability one over the data distribution. This is in contrast to the standard paradigm of training AI systems to minimize average losses. We develop an approximate duality theory to substantiate a generalization analysis that establishes the proximity between solutions of empirical and statistical everywhere learning problems. Our results show that dual variables reweigh the data distribution towards points in which loss constraints are more difficult to satisfy and that generalization is controlled by the mismatch between the concentration of mass of the data distribution and the concentration of mass on points where constraints are more difficult to satisfy. We further show that we can control generalization with a sparse L1 penalty on constraint relaxations. We illustrate the merits of everywhere learning with an experiment in agentic classification for language model tasks.

Explore similar work

Aug 9, 2026cs.LG

Constrained Learning with Universally Learnable Concept Classes

We study constrained statistical learning over infinite-dimensional hypothesis classes in the fully nonconvex setting, and establish universal PACC learnability of the solutions of dual algorithms: Probably Approximately Correct on Constraints, guaranteeing optimality and constraint satisfaction at once. This strengthens near-PACC results, whose feasibility residual no amount of data can remove. Optimality is caught between generalization, governed by Rademacher complexity and favoring small classes, and strong Lagrangian duality, which rests on Lyapunov convexity for vector measures and needs decomposability, a demand pulling the other way. We reconcile the two by posing the population problem over a universal RKHS HK\mathcal{H}_K, dense in a decomposable envelope, and learning over norm balls of growing radius. This yields the Tikhonov complexity Tnε\mathfrak{T}^{\varepsilon}_{n}, the least RKHS norm reaching an ε\varepsilon-optimal Lagrangian level set; we prove it finite, obtain exact learnability of the optimal value, and make the sample threshold explicit and polynomial in 1/ε1/\varepsilon under a source condition. Feasibility is harder: absent convexity the Lagrangian may not attain its infimum, and dual information pins down only an averaged constraint-risk vector, not the risks of any returned predictor. We introduce the closure-realization gap ε\varepsilon^\star_\infty, an index of how well HK\mathcal{H}_K retrieves feasible solutions from dualization; it is a property of the problem, not of a modeling choice. Learnability is exact when ε=0\varepsilon^\star_\infty=0, in particular under dual differentiability, and near-PACC with residual exactly ε\varepsilon^\star_\infty otherwise. Finally, no distribution-free threshold exists already in the unconstrained specialization, so universality is the canonical frame for dual algorithms over large hypothesis classes.
Herlock SeyedAbolfazl Rahimi, Spyridon Pougkakiotis, Dionysis Kalogerias
May 2, 2026cs.LG

Prescriptive Scaling Laws for Data Constrained Training

Training compute is increasingly outpacing the availability of high-quality data. This shifts the central challenge from optimal compute allocation to extracting maximum value from limited data. The widely adopted Chinchilla scaling law assumes every training token is unique. This limits its ability to guide pretraining decisions in data-constrained regimes. We model the excess loss under repetition with a simple additive overfitting penalty and find that it accurately describes model behavior. Our scaling law yields qualitatively new compute-optimal allocation advice. Beyond a point, further repetition is counterproductive and compute is better spent on model capacity. We show that following our law's recommended configuration improves performance in data-constrained regimes. Finally, because our one-parameter form isolates overfitting in a single coefficient, it enables direct comparison across training configurations. As a case study, we show that strong weight decay (λ=1.0λ=1.0) reduces this coefficient by approximately 70%, providing a scaling-law explanation for recent findings that optimal weight decay in data-constrained regimes is an order of magnitude larger than standard practice.
Justin Lovelace, Christian Belardi, Srivatsa Kundurthy +2
Sep 7, 2026math.OC

Mathematical Programming in Machine Learning and Artificial Intelligence: A Unified Taxonomy of Models and Applications

Mathematical programming provides a common language for many decisions embedded in modern machine-learning (ML) and artificial-intelligence (AI) systems: selecting retrieval context, routing tokens, allocating inference compute, fitting structured predictors, protecting against distribution shift, and balancing competing objectives. However, the relevant literature is fragmented across optimization, information retrieval, recommendation, natural-language processing, computer vision, and learning theory. This paper organizes various applications under common mathematical programming paradigms: linear, quadratic, binary and mixed-integer, conic, bilevel, multi-objective, inverse, distributionally robust, submodular, and min--max optimization. We normalize the models with a mostly unified notation and, for every application, identify inputs, decision variables, a principal formulation, structural properties, solution strategies, and limitations. Across paradigms, we compare tractability, relaxation quality, decomposition, approximation guarantees, and scalability bottlenecks. The paper shows that mathematical programming is most useful not as a claim that all learning is LP or MIP, but as a disciplined interface between predictions and constrained decisions.
Chaosheng Dong