Work

Exact Risk Ratios for Weighted Data Selection in Linear Regression

Year: 2026
Type: preprint
Abstract: How much data must a fixed learner retain? Hanneke, Moran, Shlimovich and Yehudayoff (COLT 2025) posed this question for linear regression with the minimum-norm empirical risk minimizer. A selector sees a finite dataset $D\subseteq R^d\times R$, keeps at most $n$ examples with nonnegative weights, and $F_w(d,n)$ is the worst-case ratio between the full-data loss of the trained predictor and the optimal loss. The value is $\infty$ for $n
Institution: UNSW Sydney
Language: English
Open Access status: green
OpenAlex ID: W7204761484
Cites: 3
Cited by: 2
Related to: 10