When Can We Trust the Matching Principle? Robust Deployment Geometry Under Finite-Sample and Model Uncertainty
cs.LG, cs.AI
Submitted: 2026-10-02
Updated: 2026-10-02
Comments: 14 pages. Companion to arXiv:2604.21395 and arXiv:2605.22800
License: http://creativecommons.org/licenses/by/4.0/
The gist: Match only geometry you can identify; otherwise spread the penalty.
Abstract
Match only geometry you can identify; otherwise spread the penalty. We quantify that decision by the trust ratio tau = epsilon / gamma (estimation uncertainty over spectral separation). Under the linear-quadratic Matching response, oracle-relative drift between estimated and oracle projector matching scales as tau squared for probes in the chosen top-r deployment subspace -- O(tau 2) in the Davis-Kahan separation region tau < 1/2, with practical usefulness depending on constants. Confidence-Calibrated Matching (CCM) turns tau into a policy -- directional when tau is small, progressively isotropic when not -- with thresholds from calibration, not from the theorem (match sits in the separation region; soft is mostly heuristic). Experiments show both regimes, including UCI HAR embeddings where always-match is worse than abstain on every cell.
Sources
- Supervised Learning Has a Geometric Blind Spot
- The Matching Principle: When Does a Training Penalty Cover Deployment Shift?
- Invariant Risk Minimization
- Jacobian-Velocity Bounds for Deployment Risk Under Covariate Drift
- Distributionally Robust Optimization: A Review
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