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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.

A Mosco sufficient condition for intrinsic stability of non-unique convex Empirical Risk Minimization

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.
Paper Structure (7 sections, 7 theorems, 18 equations)

This paper contains 7 sections, 7 theorems, 18 equations.

Key Result

Proposition 1

Let $\mathcal{H}=\mathbb{R}$ and define, for $\varepsilon>0$, Then for every $\varepsilon>0$, $\mathcal{L}_{\varepsilon}$ is $C^{1}$ and convex, $\mathcal{C}_{\varepsilon} = \arg\min \mathcal{L}_{\varepsilon} = \left\{\frac{1}{\varepsilon}\right\}.$ Moreover, as $\varepsilon\downarrow 0$, $\mathcal{L}_\varepsilon$ converges pointwise to $\mathcal{L}_0(x)\equiv

Theorems & Definitions (23)

  • Definition 1: Admissible loss
  • Definition 2: Stability with respect to data perturbations
  • Definition 3: Outer limit and upper semicontinuity
  • Definition 4: Hadamard well-posedness at the set level
  • Remark 1
  • Proposition 1: Blow-up of minimizers under vanishing perturbations
  • proof
  • Lemma 1: Uniform boundedness excludes blow-up
  • proof
  • Proposition 2: Pointwise limits may destroy variational structure
  • ...and 13 more