AI & ML
Tight Generalization Bounds for Noiseless Inverse Optimization
arXiv stat.ML0 views
arXiv:2605.08866v2 Announce Type: replace Abstract: Inverse optimization (IO) seeks to infer the parameters of a decision-maker's objective from observed context--action data. We study noiseless IO, where demonstrations are generated by a ground-truth objective. We provide a high-probability ${O}(\frac{d}{T})$ generalization bound for the induced action set, where $d$ is the number of unknown parameters and $T$ is the size of the training dataset. We strengthen this guarantee under additional conditions that ensure uniqueness of the chosen action, bringing our IO guarantees in line with best-arm identification results in the bandit literature. We further show that the ${O}(\frac{d}{T})$ rate is tight over all consistent estimators considered here, and extend the result to both instantaneous and cumulative regret. Notably, the resulting regret lower bound matches the corresponding upper bounds in the adversarial setting, indicating that the stochastic IO setting is effectively adversarial for the class of estimators studied here. Finally, we propose a parameter-free algorithm with lower per-iteration complexity than generic solvers. Experiments validate the predicted rates and illustrate the tightness of our bounds.
Source:https://arxiv.org/abs/2605.08866PreviousOnline Conformal Prediction via Universal Portfolio AlgorithmsNextRecursively Trained Diffusion Models: Limiting Collapse Distribution and Spectral Characterization
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