Deterministic Bounds on Accuracy and Stability of Metric-Space Regression and Classification
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.
Abstract
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
| 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 |
| Dataset | q | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Synthetic | - | ||||||||||||
| Tropical Cyclone ∗ | Wavelet- | ||||||||||||
| Energy Efficiency | - | - | - | ||||||||||
| Energy Efficiency | - | - | - | ||||||||||
| Concrete Strength | - | - | - | ||||||||||
| Critical Heat Flux | - | - | - | - |
| Dataset | Interval train | Interval test | , | , | , | |||
|---|---|---|---|---|---|---|---|---|
| Synthetic | ||||||||
| Tropical Cyclone ∗ | - | - | - | |||||
| Energy Efficiency (1) | - | - | - | - | ||||
| Energy Efficiency (1) | - | - | - | - | ||||
| Concrete Strength (1) | - | - | - | - | ||||
| Critical Heat Flux (1) | - | - | - | - |
| Dataset | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MNIST | Wavelet- | ||||||||||||
| CIFAR-10 | Wavelet- | ||||||||||||
| RESISC45 ∗ | Wavelet- | ||||||||||||
| EUROSAT | Wavelet- |
| Dataset | Interval train | Interval test | , | , | , | ||
|---|---|---|---|---|---|---|---|
| MNIST | |||||||
| CIFAR-10 | (1) | ||||||
| RESISC45 ∗,(1) | - | - | |||||
| EUROSAT | (1) | (1) | - |
| Model | RMSE train | RMSE test | RMSE | |
|---|---|---|---|---|
| 0.000297 | 0.150666 | 0.145760 | 2.113529 | |
| 0.014644 | 0.016850 | 0.021984 | 0.930406 | |
| 0.000177 | 0.309775 | 0.304252 | 3.889222 | |
| 0.013384 | 0.016177 | 0.022371 | 0.921996 |
| Model | RMSE train | ||
|---|---|---|---|
| 0.0003 | 2.100 | 2.11 | |
| 0.0146 | 0.051 | 0.930 | |
| 0.0002 | 2.118 | 3.889 | |
| 0.0134 | 0.231 | 0.922 |
Statistical Learning Theory
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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