Alphabeta Math
TheoremStatement: Literature-sourcedProof: AI-adaptedPipeline-generatedjudge pass (gpt-6-luna)
How statement and proof provenance work

The first chip identifies the source of the statement or construction; the second identifies the source of its local proof or verification.

  • Literature-sourced: the exact statement appears in a cited source; only wording and notation differ.
  • AI-adapted: a semantically identical restatement of literature-sourced material, modulo indexing, notation, and boundary cases adopted by the library.
  • AI-generated: a genuinely novel statement formulated by AI, with no source for the claim itself.

These labels describe origin, not correctness: citations and verification chips remain separate evidence.

Contrastive transfer bound with class collisions

Statement

Assume the Axiom of Choice and the one-negative latent-class model with τ<1. Fix either source hinge or logistic loss and a sample size M≥1. Suppose all risks and suprema in the uniform-generalization statement are measurable and that a measurable exact empirical minimizer f^∈F exists, meaning L^un(f^)≤L^un(g) for every g∈F almost surely. For every 0<δ<1, with probability at least 1−δ over the IID triplet sample,

∀f∈F,Lsupμ(f^)≤Lun(f)−τ+2ΓM(S,δ)1−τ,

where

ΓM(S,δ):=218L0R RS(F)M+3Bℓ,Rln⁡(4/δ)2M

is the uniform-deviation quantity for the same sample and loss. This is a guarantee for the average binary task with a uniform label and the class-mean linear classifier.

Statement references

Latent-class contrastive representation learning: defines the one-negative objective, the class-mean classifier risk and the collision probability.

Population contrastive excess of an approximate empirical minimizer: bounds the population contrastive risk of the empirical minimizer against every comparator.

Jensen comparison with the average mean-classifier loss: compares mean-classifier risk with distinct-class contrastive risk for either source loss.

Class-collision loss is bounded by within-class covariance deviation: decomposes total contrastive risk and lower-bounds the collision-conditioned loss by one.

Saunshi et al., Theorem 4.1, Lemmas 4.3–4.4 and proof route.

Saunshi et al., Supplementary Appendices A.1 and A.3.

Facts & Assumptions

Given: AC, the one-negative model with τ<1, either source loss, the measurable exact empirical minimizer, M≥1, and 0<δ<1.

[A1]

AC enters through the uniform-generalization theorem's bounded-differences step and is carried by the empirical-minimizer excess lemma. The Axiom of Choice, Population contrastive excess of an approximate empirical minimizer

[F1]

With probability at least 1−δ, simultaneously for every comparator f∈F, Lun(f^)≤Lun(f)+2ΓM(S,δ). Population contrastive excess of an approximate empirical minimizer

[F2]

For every bounded representation g and either source loss, Lsupμ(g)≤Lun≠(g). Jensen comparison with the average mean-classifier loss

[F3]

The collision decomposition is Lun(g)=τLun=(g)+(1−τ)Lun≠(g) and Lun=(g)≥1 when τ>0; when τ=0, Lun(g)=Lun≠(g). Class-collision loss is bounded by within-class covariance deviation

Proof

Given: The hypotheses in the Statement and Facts & Assumptions.

1.1A1F1given

On the event in [F1], the empirical-minimizer excess bound holds simultaneously for all comparators f.

1.2F3givenalgebra

By [F3], if τ>0 then Lun≠(f^)=Lun(f^)−τLun=(f^)1−τ≤Lun(f^)−τ1−τ. If τ=0, the same inequality is equality because Lun=Lun≠. Since 1−τ>0, these divisions are valid.

2.1F1F2step 1.1step 1.2givenalgebra∎

Apply [F2] to f^ and then use step 1.2 and [F1]. For every comparator on the event in step 1.1, Lsupμ(f^)≤Lun≠(f^)≤Lun(f^)−τ1−τ≤Lun(f)−τ+2ΓM(S,δ)1−τ. The event has probability at least 1−δ by [F1], proving the claim.

Depends on

Used by

Dependency tree · two levels

22 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.

Sources