Coarsening Latent-Class Probabilities: Directional Distortion and Coverage Loss
- URL: http://arxiv.org/abs/2608.11784v1
- Date: Wed, 12 Aug 2026 08:26:33 GMT
- Title: Coarsening Latent-Class Probabilities: Directional Distortion and Coverage Loss
- Abstract summary: We show that outcomes are increasingly regressed on a probability vector for unobserved class membership.<n>Under a constant-coefficient structural mean and conditional calibration, the observed-data problem is a partially linear regression of the outcome on the probability vector.<n>For any coarsening, the plug-in estimator converges to $mathcalA$, where the coarsening operator satisfies $mathcalA$ with $u$ the discarded signal.
- Score: 1.14219428942199
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Outcomes are increasingly regressed on a calibrated probability vector for unobserved class membership, and that vector is often coarsened to a hard label first. Under a constant-coefficient structural mean and conditional calibration, the observed-data problem is a partially linear regression of the outcome on the probability vector; we take this reduction as the starting point and ask what coarsening costs. For any coarsening, the plug-in estimator converges to $\mathcal{A}τ$, where the coarsening operator satisfies $\mathcal{A}=I+D^{-1}\mathbb{E}[a_{h}u^{\top}]$ with $u$ the discarded signal. Coarsening is therefore free exactly when what is discarded is uncorrelated with what is kept, and is otherwise anisotropic: it distorts some contrasts far more than others. The same operator governs inference. The Wald interval built from coarsened labels has limiting coverage $Φ(z-λ)-Φ(-z-λ)$, with $λ$ the ratio of the coarsening bias to the reported standard error; because $\mathcal{A}$ and that standard error depend on observables alone, the coverage implied by the estimated index can be approximated before the interval is reported. Simulations show severe coverage loss after argmax coarsening, and three real-data audits exhibit the direction-specific distortion that hard labels induce.
Related papers
- Constrained Online Learning with Noisy Constraint Values [55.29259818039367]
Under common feasibility, our LEDGER algorithm attains $O(sqrt T)$ expected regret and $O(sqrtTlog(eT))$ expected budget violation.<n>Neither a Slater condition, independence between feedback channels, nor an absolute constraint-value bound is needed.
arXiv Detail & Related papers (2026-09-07T01:38:41Z) - Gauge-Invariant, Parameter-Insensitive Regularization for Potential Recovery from Flow on Directed Graphs [0.0]
A discrete Poisson problem with Dirichlet boundaries is ill-posed on a directed graph.<n>The standard fix backfires: ridge regularization shrinks toward a gauge-meaningless origin, collapsing and reversing the recovered ordering.<n>We prove the reduced solve is SPD and preserves dynamic range exactly where ridge collapses it, and localize absorbing boundaries from flow alone.
arXiv Detail & Related papers (2026-07-15T08:56:57Z) - Demixing Sparse Signals from Nonlinear Observations using Generalized Non-convex Regularization [0.0]
We consider the recovery of a pair of sparse vectors from a limited number of nonlinear observations of their superposition.<n>We propose a regularization-based framework combining a Huberized data fidelity with generalized folded-concave penalties.<n>We derive estimation error bounds of order $sqrtslog(n)/m$ that hold at emphevery localized stationary point.
arXiv Detail & Related papers (2026-07-12T07:29:39Z) - Is Spurious Correlation Removal Always Learnable? [56.28155520961125]
Invariant learning can fail even when the structure is statistically identifiable.<n>We show a conditional computational barrier: under a black-box samplable supervised sparse recovery primitive, there exist emphamplable multi-dimensional environments.<n>Synthetic and real datasets illustrate the predicted gaps and transitions and motivate simple diversity diagnostics.
arXiv Detail & Related papers (2026-06-11T05:49:43Z) - When to Trust Confidence Thresholding: Calibration Diagnostics for Pseudo-Labelled Regression [1.14219428942199]
A standard practice is to threshold the calibrated score at a confidence cutoff and treat the hard label as the truth.<n>We develop a calibration-aware diagnostic apparatus for pseudo-labelling pipelines.<n>We derive a closed-form expression for the attenuation bias that confidence thresholding induces in the downstream regression coefficient.
arXiv Detail & Related papers (2026-05-12T21:49:11Z) - Tight Convergence Rates for Online Distributed Linear Estimation with Adversarial Measurements [66.94250413799232]
We study mean estimation of a random vector $X$ in a distributed parameter-server-worker setup.<n>Key challenges are adversarial measurements and asynchrony.<n>Results provide a unified finite-time characterization of robustness, identifiability, and statistical efficiency in distributed linear estimation with adversarial workers.
arXiv Detail & Related papers (2026-04-07T11:45:55Z) - Optimal Unconstrained Self-Distillation in Ridge Regression: Strict Improvements, Precise Asymptotics, and One-Shot Tuning [61.07540493350384]
Self-distillation (SD) is the process of retraining a student on a mixture of ground-truth and the teacher's own predictions.<n>We show that for any prediction risk, the optimally mixed student improves upon the ridge teacher for every regularization level.<n>We propose a consistent one-shot tuning method to estimate $star$ without grid search, sample splitting, or refitting.
arXiv Detail & Related papers (2026-02-19T17:21:15Z) - How Does Pseudo-Labeling Affect the Generalization Error of the
Semi-Supervised Gibbs Algorithm? [73.80001705134147]
We provide an exact characterization of the expected generalization error (gen-error) for semi-supervised learning (SSL) with pseudo-labeling via the Gibbs algorithm.
The gen-error is expressed in terms of the symmetrized KL information between the output hypothesis, the pseudo-labeled dataset, and the labeled dataset.
arXiv Detail & Related papers (2022-10-15T04:11:56Z) - Robust Linear Regression for General Feature Distribution [21.0709900887309]
We investigate robust linear regression where data may be contaminated by an oblivious adversary.
We do not necessarily assume that the features are centered.
If the features are centered we can obtain a standard convergence rate.
arXiv Detail & Related papers (2022-02-04T11:22:13Z) - Consistent Estimation for PCA and Sparse Regression with Oblivious
Outliers [13.244654316770815]
We develop machinery to design efficiently computable and consistent estimators.
For sparse regression, we achieve consistency for optimal sample size $ngsim (klog d)/alpha2$.
In the context of PCA, we attain optimal error guarantees under broad spikiness assumptions on the parameter matrix.
arXiv Detail & Related papers (2021-11-04T15:59:44Z) - Optimal policy evaluation using kernel-based temporal difference methods [78.83926562536791]
We use kernel Hilbert spaces for estimating the value function of an infinite-horizon discounted Markov reward process.
We derive a non-asymptotic upper bound on the error with explicit dependence on the eigenvalues of the associated kernel operator.
We prove minimax lower bounds over sub-classes of MRPs.
arXiv Detail & Related papers (2021-09-24T14:48:20Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.