arXiv:2608.26877cs.LGstat.ML2026-08

揭示了体积采样下最小二乘法协方差的紧致边界条件。

When Is the Sharp Covariance Envelope Tight? Feature-Only Geometry for Volume-Sampled Least Squares

  • 基于特征仅有的几何分析,给出协方差上界紧致性判定准则。
  • 在非退化条件下,零特征边际等价于谱边界可达到。
  • 适用于高维线性模型中样本选择的严格性验证与决策支持。

Derezinski 和 Warmuth 之前的工作建立了所有规模的采样恒等式、选中 OLS 的无偏性以及普通体积采样的逆矩,但其精确任意固定响应的损失和预测协方差公式仅在秩大小端点 s=d 时成立。本文在普通索引固定规模体积采样后接选中未加权最小二乘的前提下,为每一类满秩固定池、响应和合法预算 d ≤ s ≤ m 建立了中心系数协方差的 Loewner 上包络;其系数在整个满秩类上全局紧致。全局紧致性不保证在特定池中可实现。在正损失、严格内部预算且无共环条件下,特征仅有的边界 ν_A 给出精确固定设计谱相位:ν_A > 0 当且仅当对每个兼容残差,归一化谱包络严格;ν_A = 0 当且仅当存在某个兼容残差在谱上紧致;该零边界残差在所有严格内部预算下均紧致。残差增强的测度变换提供响应感知机制与单侧定量松弛界,支撑饱和证明可达方向。临界等杠杆几何解释边界,稳健下界证书支持保守同原基基数决策。冻结特征示例表明证书非平凡,并量化授权缩减的固定池成本。所有结论针对条件中心、全格拉姆白化系数协方差,而非总体泛化性能。

原文摘要 · Abstract (English)

Prior analyses by Derezinski and Warmuth established all-size sampling identities, selected-OLS unbiasedness, and inverse moments for ordinary volume sampling, while their exact arbitrary-fixed-response loss and prediction-covariance formulas are at the rank-size endpoint s=d. We establish a Loewner envelope for centered coefficient covariance for every full-rank fixed pool, response, and legal budget d <= s <= m under ordinary indexed fixed-size volume sampling followed by selected unweighted least squares; its coefficient is globally sharp over the full-rank class. Global sharpness does not determine attainability on the pool in hand. Under positive loss, strict-interior budgets, and no coloops, a feature-only margin nu_A gives the exact fixed-design spectral phase: nu_A > 0 if and only if the normalized spectral envelope is strict for every compatible residual, whereas nu_A = 0 if and only if some compatible residual is spectrally tight; the same zero-margin residual is tight at every strict-interior budget. A residual-augmented change of measure supplies the response-aware mechanism and a one-sided quantitative slack bound, while support saturation proves the attainment direction. Critical equal-leverage geometry interprets the boundary, and sound lower certificates yield conservative same-primitive cardinality decisions. Frozen-feature examples show that the certificate is nonvacuous and measure the fixed-pool cost of its authorized reduction. The claims concern conditional centered, full-Gram-whitened coefficient covariance, not population generalization.

线性模型体积采样协方差分析几何约束

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