arXiv — Machine Learning · · 3 min read

Preferent Compression Bounds Are Tight

Mirrored from arXiv — Machine Learning for archival readability. Support the source by reading on the original site.

Computer Science > Machine Learning

arXiv:2609.36030 (cs)
[Submitted on 28 Sep 2026]

Title:Preferent Compression Bounds Are Tight

View a PDF of the paper titled Preferent Compression Bounds Are Tight, by Dario Paccagnan and 1 other authors
View PDF HTML (experimental)
Abstract:The lack of rigorous safety and performance certificates remains a key bottleneck to the deployment of modern learning-based methods. Sample compression has recently emerged as a powerful tool for deriving such certificates, with particularly sharp bounds available for algorithms satisfying a so-called preference property -- also known as stability in the learning theory literature. These bounds find direct application across domains as different as the Scenario Approach, Pick-to-Learn, and Support Vector methods. However, whether they are tight has remained an open problem. In this paper we resolve this question affirmatively and show that the state-of-the-art bound for preferent compressions is provably tight. We establish this by exhibiting an explicit construction based on the uniform distribution and order statistics that attains the bound in the limit. Along the way, we also provide a considerably shorter and more accessible proof of this bound, requiring only elementary counting arguments and no infinite-dimensional duality.
Comments: 14 pages, 6 figures, to appear at the 65th IEEE Conference on Decision and Control (CDC 2026)
Subjects: Machine Learning (cs.LG); Systems and Control (eess.SY); Optimization and Control (math.OC); Probability (math.PR)
Cite as: arXiv:2609.36030 [cs.LG]
  (or arXiv:2609.36030v1 [cs.LG] for this version)
  https://doi.org/10.48550/arXiv.2609.36030
arXiv-issued DOI via DataCite (pending registration)

Submission history

From: Dario Paccagnan [view email]
[v1] Mon, 28 Sep 2026 18:03:02 UTC (24 KB)
Full-text links:

Access Paper:

Current browse context:

cs.LG
< prev   |   next >
Change to browse by:

References & Citations

Loading...

BibTeX formatted citation

loading...
Data provided by:

Bookmark

BibSonomy Reddit
Bibliographic Tools

Bibliographic and Citation Tools

Bibliographic Explorer Toggle
Bibliographic Explorer (What is the Explorer?)
Connected Papers Toggle
Connected Papers (What is Connected Papers?)
Litmaps Toggle
Litmaps (What is Litmaps?)
scite.ai Toggle
scite Smart Citations (What are Smart Citations?)
Code, Data, Media

Code, Data and Media Associated with this Article

alphaXiv Toggle
alphaXiv (What is alphaXiv?)
Links to Code Toggle
CatalyzeX Code Finder for Papers (What is CatalyzeX?)
DagsHub Toggle
DagsHub (What is DagsHub?)
GotitPub Toggle
Gotit.pub (What is GotitPub?)
Huggingface Toggle
Hugging Face (What is Huggingface?)
ScienceCast Toggle
ScienceCast (What is ScienceCast?)
Demos

Demos

Replicate Toggle
Replicate (What is Replicate?)
Spaces Toggle
Hugging Face Spaces (What is Spaces?)
Spaces Toggle
TXYZ.AI (What is TXYZ.AI?)
Related Papers

Recommenders and Search Tools

Link to Influence Flower
Influence Flower (What are Influence Flowers?)
Core recommender toggle
CORE Recommender (What is CORE?)
IArxiv recommender toggle
IArxiv Recommender (What is IArxiv?)
About arXivLabs

arXivLabs: experimental projects with community collaborators

arXivLabs is a framework that allows collaborators to develop and share new arXiv features directly on our website.

Both individuals and organizations that work with arXivLabs have embraced and accepted our values of openness, community, excellence, and user data privacy. arXiv is committed to these values and only works with partners that adhere to them.

Have an idea for a project that will add value for arXiv's community? Learn more about arXivLabs.

Discussion (0)

Sign in to join the discussion. Free account, 30 seconds — email code or GitHub.

Sign in →

No comments yet. Sign in and be the first to say something.

More from arXiv — Machine Learning