Realizable Bayes-Consistency for General Metric Losses

We study strong universal Bayes-consistency in the realizable setting for learning with general metric losses, extending classical characterizations beyond $0$-$1$ classification \citep{bousquet_theory_2021, hanneke2021universalbayesconsistencymetric} and real-valued regression \citep{attias_universal_2024}. Given an instance space $(\mathcal X,ρ)$, a label space $(\mathcal Y,\ell)$ with possibly unbounded loss, and a hypothesis class $\mathcal H \subseteq \mathcal Y^{\mathcal X}$, we resolve the realizable case of an open problem presented in \citet{pmlr-v178-cohen22a}. Specifically, we find the necessary and sufficient conditions on the hypothesis class $\mathcal H$ under which there exists a distribution-free learning rule whose risk converges almost surely to the best-in-class risk (which is zero) for every realizable data-generating distribution. Our main contribution is this sharp characterization in terms of a combinatorial obstruction: Similarly to \citet{attias2024optimallearnersrealizableregression}, we introduce the notion of an infinite non-decreasing $(γ_k)$-Littlestone tree, where $γ_k \to \infty$. This extends the Littlestone tree structure used in \citet{bousquet_theory_2021} to the metric loss setting.

Metric-valued regression

We propose an efficient algorithm for learning mappings between two metric spaces, $\X$ and $\Y$. Our procedure is strongly Bayes-consistent whenever $\X$ and $\Y$ are topologically separable and $\Y$ is "bounded in expectation" (our term; the separability assumption can be somewhat weakened). At this level of generality, ours is the first such learnability result for unbounded loss in the agnostic setting. Our technique is based on metric medoids (a variant of Fr\'echet means) and presents a significant departure from existing methods, which, as we demonstrate, fail to achieve Bayes-consistency on general instance- and label-space metrics. Our proofs introduce the technique of {\em semi-stable compression}, which may be of independent interest.