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Near-optimal Delta-convex Estimation of Lipschitz Functions
[Submitted on 19 Nov 2025 (v1), last revised 10 Jul 2026 (this v · 2025-11-20 · via cs.LG updates on arXiv.org

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Abstract:This paper presents a tractable algorithm for estimating an unknown Lipschitz function from noisy observations and establishes an upper bound on its convergence rate. The approach extends max-affine methods from convex shape-restricted regression to the more general Lipschitz setting. A key component is a nonlinear feature expansion that maps max-affine functions into a subclass of delta-convex functions, which act as universal approximators of Lipschitz functions while preserving their Lipschitz constants. Leveraging this property, the estimator attains the minimax convergence rate (up to logarithmic factors) with respect to the intrinsic dimension of the data under squared loss and subgaussian distributions in the random design setting. The algorithm integrates adaptive partitioning to capture intrinsic dimension, a penalty-based regularization mechanism that removes the need to know the true Lipschitz constant, and a two-stage optimization procedure combining a convex initialization with local refinement. The framework is also straightforward to adapt to convex shape-restricted regression. Experiments demonstrate competitive performance relative to other theoretically justified methods, including nearest-neighbor and kernel-based regressors.

Submission history

From: Gábor Balázs [view email]
[v1] Wed, 19 Nov 2025 17:02:30 UTC (963 KB)
[v2] Fri, 10 Jul 2026 15:07:59 UTC (965 KB)

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