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arXiv:cs.LG· Lai Tian, Johannes O. Royset·· 2 天前AI 评分30

随机函数的 Lipschitz 强大数定律

Lipschitzian SLLNs for random functions

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研究者证明了随机函数在 Lipschitz 伪度量下的强大数定律,结果在拓扑条件或模型论条件下均成立,后者涵盖 o-minimal 结构中联合可定义的函数并大幅超出该类。应用包括极限次微分与 Clarke 次微分的均匀收敛,以及解的有限样本识别,从而界定出此前负结果所揭示的失效现象不会发生的一大类函数。

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Abstract:We prove strong laws of large numbers for random functions in the Lipschitz pseudometric. Our results hold under either a topological or a model-theoretic condition, with the latter encompassing functions jointly definable in o-minimal structures but extending substantially beyond this class. Applications include uniform convergence of limiting and Clarke subdifferentials and finite-sample identification of solutions. Consequently, we identify broad classes of functions for which the failure phenomena revealed by our previous negative results [Tian and Royset, arXiv:2511.16568, 2025] do not occur.
Comments: 35 pages
Subjects: Optimization and Control (math.OC); Machine Learning (cs.LG); Statistics Theory (math.ST)
Cite as: arXiv:2607.20411 [math.OC]
  (or arXiv:2607.20411v2 [math.OC] for this version)
  https://doi.org/10.48550/arXiv.2607.20411

arXiv-issued DOI via DataCite

Submission history

From: Lai Tian [view email]
[v1] Wed, 22 Jul 2026 17:50:53 UTC (39 KB)
[v2] Thu, 1 Oct 2026 09:06:48 UTC (45 KB)

来源:arXiv:cs.LG · arxiv.org