Learning from Interval Targets
Rattana Pukdee, Ziqi Ke, Chirag Gupta
TL;DR
This work tackles regression when training targets are given as intervals rather than exact values. It develops two principled approaches: a projection-loss method with non-asymptotic generalization guarantees that leverage smoothness to shrink feasible output ranges, and a min-max framework that optimizes worst-case targets within the intervals, with further refinement when restricting adversaries to the hypothesis class. Theoretical results provide realizable and agnostic generalization bounds that depend on interval quality and the Lipschitz properties of the hypothesis class, while experiments on real-world datasets demonstrate state-of-the-art performance and practical gains from using Lipschitz-constrained models. Overall, the paper connects interval supervision with smoothness-aware learning and robust optimization, offering scalable techniques for learning from imprecise targets in regression tasks.
Abstract
We study the problem of regression with interval targets, where only upper and lower bounds on target values are available in the form of intervals. This problem arises when the exact target label is expensive or impossible to obtain, due to inherent uncertainties. In the absence of exact targets, traditional regression loss functions cannot be used. First, we study the methodology of using a loss functions compatible with interval targets, for which we establish non-asymptotic generalization bounds based on smoothness of the hypothesis class that significantly relaxing prior assumptions of realizability and small ambiguity degree. Second, we propose a novel min-max learning formulation: minimize against the worst-case (maximized) target labels within the provided intervals. The maximization problem in the latter is non-convex, but we show that good performance can be achieved with the incorporation of smoothness constraints. Finally, we perform extensive experiments on real-world datasets and show that our methods achieve state-of-the-art performance.
