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The Good, the Bad, and the Sampled: a No-Regret Approach ...
Tavor Z. Baharav, Spyros Dragazis, Aldo Pacchiano · 2025-10-01 · via cs.LG updates on arXiv.org

We study sequential testing for a binary disease outcome when risk follows an unknown logistic model. At each round, the decision maker may either pay for a test revealing the true label or predict the outcome based on patient features and past data. The goal is to minimize costly tests while ensuring the misclassification rate stays below $α$ with probability at least $1-δ$. We propose a method that jointly estimates the logistic parameter $θ^{\star}$ and the feature distribution, using a conservative threshold on the logistic score to decide when to test. We prove our procedure achieves the target error with high probability and requires only $\widetilde O(\sqrt{T})$ more tests than an oracle with full knowledge. This is the first no-regret guarantee for error-constrained logistic testing, with direct applications to medical screening. Simulations corroborate our theoretical results, showing safe classification of patients and efficient estimation of $θ^{\star}$ with few excess tests.