On Pairwise Quantile Regression -- Statistical Guarantees and Applications

Many machine learning problems, including similarity learning, ranking, and clustering, rely on empirical pairwise loss functions whose quadratic computational cost quickly becomes prohibitive at scale. We demonstrate how a frugal approach that retains only a fraction of the available information on pairs can achieve estimation or optimization performance comparable to that obtained by using all pairs, by leveraging survey sampling techniques. A central finding, supported by both theory and experiments, is that such sampling plans must target pairs directly rather than individual observations. In particular, for pairwise losses between high-dimensional vectors such as embeddings in vision or graph learning, assigning higher inclusion probabilities to informative pairs using suitable auxiliary information yields performance close to full pairwise evaluation, providing a principled and theoretically grounded trade-off between accuracy and computational cost.

Quantile regression is a fundamental tool for distributional learning but poses significant optimization challenges for deep models due to the non-smoothness of the pinball loss. We propose ConquerNet, a class of \textbf{con}volution-smoothed \textbf{qu}antil\textbf{e} \textbf{R}eLU neural \textbf{net}works, which yield smooth objectives while preserving the underlying quantile structure. We establish general nonasymptotic risk bounds for ConquerNet under mild conditions, providing minimax guarantees over Besov function classes. In numerical studies, we demonstrate that the proposed approach outperforms standard quantile neural networks at multiple quantile levels, showing improved estimation accuracy and training efficiency across the board, with particularly pronounced advantages at high and low quantiles.

Low-bit quantization can achieve high recall on some vector representations and fail sharply on others, while average distortion and global rank correlation do not explain the difference. We study quantized vector search at the level of the comparisons consumed by ranking and graph-pruning algorithms. Our first result is a distribution-free decomposition: the probability that a comparison flips is bounded by the probability mass of exact margins near zero plus the tail probability of the calibrated residual. We then account for dependence between residuals that share a query or graph node, and derive covariance-aware second-moment identities and tail bounds under a joint MGF proxy. For a frozen candidate permutation, we prove a deterministic coupling theorem for Vamana neighbour selection: the approximate replay returns the exact neighbour list exactly when all candidate-level pruning actions agree on the frozen exact states. We connect these results to representation geometry through an exact Gaussian oracle, establish a strict correlation gain from a deterministic magnitude bit in an aligned bilinear model, and give a rare-contamination construction showing why marginal Gaussian diagnostics do not imply the required residual tails. When analytical assumptions are unavailable, a held-out block certificate bounds the selective failure risk of a frozen quantized rule. Across learned, classical, and synthetic embeddings, standardized exact margins predict held-out ranking and pruning flip rates substantially better than global rank correlation. The framework applies to coordinate binary codes, RaBitQ, Lucene BBQ, and product quantizers through a common decision interface.