A Mosco sufficient condition for intrinsic stability of non-unique convex Empirical Risk Minimization
Karim Bounja, Lahcen Laayouni, Abdeljalil Sakat
TL;DR
This paper addresses intrinsic stability in non-unique convex ERM by adopting Painlevé–Kuratowski upper semicontinuity (PK-u.s.c.) of the solution correspondence as the central stability notion. It shows that Mosco perturbations together with locally bounded minimizers guarantee PK-u.s.c. and continuity of minimal values, with quadratic growth providing explicit deviation bounds for near-minimizers. It further demonstrates that strongly convex regularization enforces quadratic growth, delivering a practical stabilization mechanism and separating intrinsic ERM stability from solver-induced selection effects. The results offer a principled framework for understanding reproducibility and stability in high-dimensional, overparameterized settings and guide the design of robust ERM pipelines. Extending these guarantees to nonconvex ERM is identified as a natural future direction.
Abstract
Empirical risk minimization (ERM) stability is usually studied via single-valued outputs, while convex non-strict losses yield set-valued minimizers. We identify Painlevé-Kuratowski upper semicontinuity (PK-u.s.c.) as the intrinsic stability notion for the ERM solution correspondence (set-level Hadamard well-posedness) and a prerequisite to interpret stability of selections. We then characterize a minimal non-degenerate qualitative regime: Mosco-consistent perturbations and locally bounded minimizers imply PK-u.s.c., minimal-value continuity, and consistency of vanishing-gap near-minimizers. Quadratic growth yields explicit quantitative deviation bounds.
