Deterministic Bounds on Accuracy and Stability of Metric-Space Regression and Classification
Authors: Nina Maria Gottschling, Jakob Gawlikowski, Michele Caprio
Organizations: Computing and Computational Sciences, Oak Ridge National Laboratory, Oak Ridge, Tennessee. · German Aerospace Center (DLR), Remote Sensing Technology Institute, Wessling, Germany. · Department of Computer Science, University of Warwick, Coventry, United Kingdom.
Data-driven approaches often face ambiguity in datasets due to sensor or target noise, insufficient information, and noise in the input data. While best-fit machine learning methods can accommodate such noise through uncertainty estimates, they are prone to overfitting and it is challenging to quantify ambiguity of the relation between inputs and targets. We introduce a geometric framework that quantifies this ambiguity through the average kernel size, computed with data-dependent, i.e. model-independent, feasible sets derived from worst-case input and target noise. The framework provides computable, deterministic, non-asymptotic bounds on the best achievable empirical error and accuracy for a finite, constructed dataset, independent of the predictive model class, and applies to regression and classification with pseudo-metric input spaces and metric target spaces. The ambiguity of the input-target relation implies three consequences: an empirical error floor, an accuracy-stability trade-off, and, under standard probabilistic assumptions, a strictly positive distribution-training error gap when training below the accuracy bounds. Under standard Borel assumptions for Euclidean norms, the distributional analogue of the average kernel size is related to Bayes risk as it reduces to the optimal distribution root-mean-squared error times the square root of two. Experiments spanning tabular regression, image regression and classification datasets yield nontrivial bounds on the best achievable empirical error and accuracy on a constructed dataset, alongside descriptive comparisons with model performance on the original datasets. The bounds provide a computable, model-independent reference scale on the constructed dataset and comparisons with model performance on the original dataset are descriptive.
Figures & tables
Figure 1: Accuracy bounds: from data ambiguity to a reference scale on the constructed dataset. For an input x , the thresholds define a feasible set Fx (Definition 1.1 ) of target values lying within the worst-case noise distance. The target values within this set may differ. The average kernel size, K , provides a reference scale for the best achievable empirical error on a finite constructed dataset; the term “average kernel size” is motivated by its namesake in inverse problems Gottschling et al. (2026) , but here we define it directly from the constructed dataset without requiring a forward model. In this schematic, the optimal error on the constructed dataset lies between K/2 and K . Model errors reported on the original dataset are shown for descriptive comparison. Both the finite feasible sets and the value of K depend on the chosen pseudo-metric, metric, and thresholds. For models evaluated only on the original dataset, such comparisons are heuristic unless additional assumptions, such as those in Proposition 2.13 , are invoked.
Quantity
Object
Model-class dependent?
Sampling assumptions
Directly computable from one dataset?
Bayes risk
Distribution decision risk
No
A data-generating law is required
Generally not
Conditional variance
Distribution conditional dispersion
No
Usually i.i.d. sampling plus regularity or replication
Only under additional structure
VC/Rademacher complexity
Model-class complexity
Yes
Usually i.i.d. sampling
Sometimes, bounds a restricted class
Average kernel size (proposed)
Quantity in accuracy bounds
No
None for the deterministic Theorem 2.9
Yes, once metrics and thresholds are fixed
Distributional analogue average kernel size (proposed)
Conditional pairwise dispersion
No
Standard Borel setting and integrability
Not without a sampling or estimation scheme
Table 1: The average kernel size and its distributional analogue play different roles and are distinguished explicitly.
Figure 3
Dataset
dX
dY
p
Mtrain
Mtest
Mtest′
Ktrain
Ktest
Nmax
N(k)
q
(τX)train
(τX)test
Synthetic
ℓ2
ℓ2
2
90
810
42.9k
90
810
300
53.1
-
0.014
0.014
Tropical Cyclone ∗
Wavelet- ℓ2
ℓ2
2
70k
44k
153.7k
1k
1k
300
153.7
0.1
284.7
227.7
Energy Efficiency Y1
ℓ2
ℓ2
2
768
-
1.3k
768
-
300
1.75
0.02
0.65
-
Energy Efficiency Y2
ℓ2
ℓ2
2
768
-
1.3k
768
-
300
1.75
0.02
0.65
-
Concrete Strength
ℓ2
ℓ2
2
1030
-
1.1k
1030
-
300
1.10
0.02
0.0
-
Critical Heat Flux
ℓ2
ℓ2
2
651
-
59.2k
651
-
300
90.9
-
0.17
-
Table 2: Parameters for the regression tasks . Here, M denotes the original dataset size, M′ the constructed dataset size generated by Algorithm 1 , K the number of anchors, Nmax the maximum number of nearest neighbors and N(k) the mean size of the feasible sets from the test dataset. ∗ : for tropical cyclone the mean ± the standard deviation of τX across 20 subsets of size 1k are: (τX)train=284.7±11.5 , (τX)test=227.7±8.9 , N(k)=169.4±2.7
Dataset
Interval train
Interval test
ϕ1st , Mtest
Mtest′
ϕ2nd , Mtest
Mtest′
ϕ3rd , Mtest
Mtest′
Synthetic
[0.0102,0.0203]
[0.0113,0.0225]
0.0169
0.0221
0.0161
0.0225
0.0607
0.0720
Tropical Cyclone ∗
[3.83,7.65]
[3.38,6.76]
6.26
-
6.42
-
6.46
-
Energy Efficiency Y1 (1)
[0.28,0.55]
-
0.51
-
0.56
-
0.67
-
Energy Efficiency Y2 (1)
[0.78,1.55]
-
1.28
-
1.64
-
1.79
-
Concrete Strength (1)
[1.41,2.81]
-
1.97
-
2.08
-
2.10
-
Critical Heat Flux (1)
[106.49,212.97]
-
247.76
-
251.46
-
266.98
-
Table 3: Optimal regression accuracy intervals and regressor errors . The theoretical interval from Theorem 2.9 is [1/2Kersize(DM′,p)K,Kersize(DM′,p)K] . All scores for models ϕn with n∈{1,2,3} are RMSE values, L(DM,ϕ,2) , in the units of the target variable reported in the three right columns. (1) : models evaluated on a different test split. ∗ : for tropical cyclone the mean bounds across 20 subsets of size 1k are reported.
Figure 4: Accuracy-stability trade-off. The empirical Lipschitz constant compared against the RMSE of GP and SVR regressors on the train and test dataset. The average kernel size was computed from the reference dataset DMtrain′ . Regression models ϕno satisfy RMSEtrain(ϕno,DMtrain)<21Kersize(DMtrain′,2) , whereas models ϕn satisfy 21Kersize(DMtrain′,2)≤RMSEtrain(ϕn,DMtrain)≤Kersize(DMtrain′,2) . The parameters for computing the average kernel size were Nmax=300 , τX=0.014 and τY=0.03 . The exact numerical values and errors on the constructed test dataset are reported in the Appendix in Table 6 .
Figure 7
Dataset
dX
dY
p
Mtrain
Mtest
Mtest′
Ktrain
Ktest
Nmax
N(k)
q
(τX)train
(τX)test
MNIST
Wavelet- ℓ2
dH
1
50k
10k
25.1k
50k
10k
200
2.51
0.1
4.73
5.38
CIFAR-10
Wavelet- ℓ2
dH
1
40k
10k
13.0k
40k
10k
200
1.30
0.05
27.4
30.8
RESISC45 ∗
Wavelet- ℓ2
dH
1
25.2k
6.3k
4.7k
3k
3k
200
1.58
0.05
31.5
31.8
EUROSAT
Wavelet- ℓ2
dH
1
16.2k
5.4k
15.0k
16.2k
5.4k
200
2.77
0.09
2.44
2.70
Table 4: Parameters for the classification tasks . Here, M denotes the original dataset size, M′ the constructed dataset size generated by Algorithm 1 , K the number of anchors, Nmax the maximum number of nearest neighbors and N(k) the mean size of the feasible sets from the test dataset. ∗ : for RESISC45 the mean ± the standard deviation across 20 subsets of size 3k are: (τX)train=31.5±0.5 , (τX)test=31.8±0.7 , N(k)=1.58±0.08 .
Dataset
Interval train
Interval test
ϕ1st , Mtest
ϕ2nd , Mtest
Mtest′
ϕ3rd , Mtest
Mtest′
MNIST
[100.0,100.0]
[100.0,100.0]
99.53
99.45
99.78
99.43
99.77
CIFAR-10
[85.61,92.81]
[83.76,91.88]
89.61 (1)
91.19
79.30
83.20
73.25
RESISC45 ∗,(1)
[83.85,91.93]
[82.36,91.18]
90.36±0.18
86.02±0.18
-
85.16±0.18
-
EUROSAT
[97.78,98.89]
[96.89,98.44]
98.00 (1)
98.00 (1)
-
97.06
96.63
Table 5: Optimal classification accuracy intervals and classifier accuracies. Theoretical intervals from Corollary 2.11 are reported as percentages; explicitly, the interval is 100×[1−Kersize(DM′,1)K,1−1/2Kersize(DM′,1)K]. Accuracies, Acc(DM,ϕ) , for models ϕn with n∈{1,2,3} are reported on the [0,100] scale in the three right columns. (1) : model(s) evaluated on a different test split. ∗ : for RESISC45 the mean bounds across 20 subsets of size 3k are reported.
Figure 7: Accuracy of models trained on train datasets of EUROSAT and MNIST with noisy labels with σy=0.2 . The models trained on noisy datasets are evaluated on both the clean and noisy test and train datasets. The lower and upper bounds from Corollary 2.11 , abbreviated as [1−AK,1−1/2AK] , are computed on the noisy, σy=0.2 , and clean, σy=0 , train and test datasets. The number of anchor samples K and the quantiles for computing τX(q) are in Table 4 . The average kernel size is computed with a larger Nmax=200 .
Figure 8: Average kernel size, Kersize(DM′,1)K ( AK ), as a function of the quantile q for the classification datasets. The additional ticks on the x-axis indicate the quantiles for the computation of τX(q) . The number of anchor samples K are in Table 4 .
Figure 9: EUROSAT and MNIST train datasets plots of average kernel size for different label noise levels versus the quantile q used for computing the threshold τX(q) . The number of anchor samples K is the full train set size (cmp. Table 4 ) and the average kernel size is computed with Nmax=200 .
Figure 10: Average kernel size, AK or also Kersize(DM′,2)K , for regression datasets as a function of the maximum number of nearest neighbors Nmax used in the threshold τX and feasible set computation. For synthetic regression the thresholds are chosen based on the worst-case noise and otherwise, the input threshold is chosen as the qth quantile of the nearest-neighbor distances according to ( 9.2 ). The quantile q and number of anchor samples K for train and test splits can be found in Table 2 .
Figure 11: Average kernel size, AK or also Kersize(DM′,2)K , for regression datasets as a function of the maximum number of nearest neighbors Nmax used in the threshold τX and feasible set computation. For CHF the thresholds are chosen based on the worst-case noise and for concrete strength the input threshold is chosen as the qth quantile of the nearest-neighbor distances according to ( 9.2 ). The quantile q and number of anchor samples K for train and test splits can be found in Table 2 .
Model
RMSE train
RMSE test
RMSE D′
L
ϕGPo
0.000297
0.150666
0.145760
2.113529
ϕGP
0.014644
0.016850
0.021984
0.930406
ϕSVRo
0.000177
0.309775
0.304252
3.889222
ϕSVR
0.013384
0.016177
0.022371
0.921996
Table 6: Different regressors errors in RMSE. The average kernel size is computed from the reference dataset DMtrain′ . Models ϕno , the GP and SVR, satisfy RMSEtrain<21Kersize , whereas models ϕn satisfy 21Kersize≤RMSEtrain≤Kersize . The table reports the training RMSE, the test RMSE, the RMSE on the constructed dataset DMtest′ , and the empirical Lipschitz estimate L . Mtrain=90 , Mtest=810 , Mtrain′=650 and Mtest′=42.9k .
Model
RMSE train
1/τX(τY−2η)
L
ϕGPo
0.0003
2.100
2.11
ϕGP
0.0146
0.051
0.930
ϕSVRo
0.0002
2.118
3.889
ϕSVR
0.0134
0.231
0.922
Table 7: We set η=RMSEtrain and compute the quantity 1/τX(τY−2η) which relates to the lower bound in Proposition 2.5 by taking the worst-case distance of similar targets and instead of the pointwise error the average error.
Table 17
Figure 12: Average kernel size, AK or also Kersize(DM′,2)K , and scaled thresholds τX(q) as functions of the quantile parameter q for the regression datasets. Computed on subsets of K=1k samples from the tropical cyclone training and test datasets. The threshold τX(q) is computed for each quantile q . The number of anchor samples K and Nmax are in Table 2 .
Figure 13: Average kernel size, AK or also Kersize(DM′,1)K , for classification datasets as a function of the maximum number of nearest neighbors Nmax used in the threshold τX computation. The threshold is chosen as the qth quantile of the nearest-neighbor distances according to ( 9.2 ). The quantile q and number of anchor samples K for train and test splits can be found in Table 4 .
Figure 14: Average kernel size, AK or also Kersize(DM′,1)K , and τX(q) as a function of the quantile parameter q for the different classification datasets, MNIST (MN), CIFAR-10 (C10), EUROSAT (ES) and RESISC45 (RS). The threshold τX(q) is chosen for each quantile q according to ( 9.2 ). The number of anchor samples K for train and test splits can be found in Table 4 .
Statistical learning theory studies when data-driven algorithms generalize, how many samples they need, and what statistical or computational limits apply.
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Dan Tsir Cohen, Steve Hanneke, Aryeh Kontorovich
1Ben-Gurion University of the Negev · 2Purdue University, USA.