In the context of goal-oriented communications, this paper addresses the achievable rate versus generalization error region of a learning task applied on compressed data. The study focuses on the distributed setup where a source is compressed and transmitted through a noiseless channel to a receiver performing polynomial regression, aided by side information available at the decoder. The paper provides the asymptotic rate generalization error region, and extends the analysis to the non-asymptotic regime.Additionally, it investigates the asymptotic trade-off between polynomial regression and data reconstruction under communication constraints. The proposed achievable scheme is shown to achieve the minimum generalization error as well as the optimal rate-distortion region.