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Weighted Data Selection: Sharp Upper-Half and Five-Dimensional Laws

Abstract

How much risk does a small reweighted training support retain? For finite weighted least squares with the minimum-norm learner, we prove the exact law Γd(n)=3−n/d throughout ⌈3d/2⌉≤ n≤2d−1. The guarantee covers every observed feature rank and uses selections that preserve the full feature span. Balanced simplex anchors reduce dimension; positive-weight lifting and independent-line compression close the risk bound. Shifted coordinate pairs attain the matching lower bound. The complete dataset-level upper bound and sharpness construction are verified in Lean 4. At the smaller budget (d,n)=(5,6), we also prove Γ5(6)=11/5, matching the simplex-block prediction from 5=3+2 over arbitrary interacting configurations. Circuit covers, comparison second moments, and circuit-plane probabilities give the sharp excess 6/5, while polar-face geometry resolves shared rank-three circuits. The general simplex-block frontier connects these laws within the intermediate-budget selection problem.

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BibTeX
@misc{liu2026weighted,
  title = {{Weighted Data Selection: Sharp Upper-Half and Five-Dimensional Laws}},
  author = {Zhongxuan Liu and Hongzhi Wang},
  howpublished = {arXiv},
  year = {2026},
  month = oct,
  doi = {10.48550/arxiv.2610.00101},
  eprint = {2610.00101},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2610.00101},
}
RIS
TY  - UNPB
TI  - Weighted Data Selection: Sharp Upper-Half and Five-Dimensional Laws
AU  - Zhongxuan Liu
AU  - Hongzhi Wang
PY  - 2026
DA  - 2026/10/01
PB  - arXiv
DO  - 10.48550/arxiv.2610.00101
UR  - https://arxiv.org/abs/2610.00101
AB  - How much risk does a small reweighted training support retain? For finite weighted least squares with the minimum-norm learner, we prove the exact law Γ_d(n)=3−n/d throughout ⌈3d/2⌉≤ n≤2d−1. The guarantee covers every observed feature rank and uses selections that preserve the full feature span. Balanced simplex anchors reduce dimension; positive-weight lifting and independent-line compression close the risk bound. Shifted coordinate pairs attain the matching lower bound. The complete dataset-level upper bound and sharpness construction are verified in Lean 4. At the smaller budget (d,n)=(5,6), we also prove Γ_5(6)=11/5, matching the simplex-block prediction from 5=3+2 over arbitrary interacting configurations. Circuit covers, comparison second moments, and circuit-plane probabilities give the sharp excess 6/5, while polar-face geometry resolves shared rank-three circuits. The general simplex-block frontier connects these laws within the intermediate-budget selection problem.
ER  -