Result · DS-STABLE-MARGINS-PRICE
Regularity margins have an information price
Proved here, no precedent foundindependently auditedpublication: internal
Meaning
For the stated scalar conditionally centred class, maintaining nuisance information separates achievable value from the unrestricted ceiling.
Scientific context
For every conditioning threshold there is a strictly positive gap between the best margin-carrying profiled value and the unconstrained one, asymptotically, and uniformly over every labelling rather than only over stable or optimal ones. The result neither asserts that the constrained optimum is attained nor that the price varies continuously with the threshold, and both of those omissions are explicit rather than implicit gaps.
Statement
For d_psi = d_lambda = 1, conditionally centered laws (L) with scalar regularity (S), equal weights, centered empirical score rows, K >= 3: on one probability-one measurable event, simultaneously over every labeling at every N, (1) PRICE - for every kappa > 0 there is delta(kappa) > 0 with limsup_N sup{Phi_s_hat(z) : z feasible, I_hat_lambdalambda(z) >= kappa} <= v_K - delta(kappa), where sup(empty) = -infinity; since lambda_min(I_hat) <= I_hat_lambdalambda, the DS14 conditioning margin (M3) forces the same cap, and stability, optimality, selection measurability, and seeding are irrelevant; (2) FUNNEL - any feasible sequence with Phi_s_hat -> v_K has cells converging in sample measure to J*, min cell mass -> min_b w_b > 0, and I_hat_lambdalambda, I_hat_psilambda, lambda_min -> 0, so DS15's degeneracy is value-topological; (3) FLOOR - label raw i.i.d. scores by any fixed measurable q with positive cell masses and I_q_lambdalambda > kappa, then compute information after exact sample centering: Phi_s_hat -> Phi(q), so the constrained empirical sup is asymptotically at least v+(kappa) = sup{Phi(q) : I_q_lambdalambda > kappa} and v*+(kappa) <= v_K - delta(kappa). This neither asserts attainment nor continuity in kappa, and v*(kappa), defined instead by lambda_min(I_q) >= kappa, is only bounded above by v*+(kappa). (R) is not needed. Proof: Proposition 4 plus arbitrary-grouping rigidity using a compact tilt-codebook uniform law, and signed weighted-VC Glivenko-Cantelli over all tilted half-planes.
Assumptions
d_psi = d_lambda = 1; K >= 3 = d_psi + d_lambda + 1 (centered-sample cardinality; the general mechanism is sum_b m_b = mu_hat, so a centered sample needs n_bins > dimension - commit 891bbf3)
(L) conditional centering E[S_lambda | shat] = 0 a.s.; (S) atomless efficient-score marginal with unique optimal scalar K-quantizer; E S = 0, E||S||^2 < oo, I > 0
i.i.d. equal weights; all empirical information uses centered rows S_i - S_bar; exact scores (estimated scores are “Estimated scores and classifiers”)
the FLOOR labels raw S_i by a fixed q before centering the cell moments; applying an arbitrary discontinuous q to sample-centered rows is not claimed
feasible labelings: nonsingular binned nuisance block; the margin hypothesis is I_hat_lambdalambda >= kappa (weaker than lambda_min >= kappa)
(R) swap richness NOT assumed; imported only where DS15 conclusion (1) provides the v_K comparison point
resolves OPEN-DS-MARGINS-NONCENTERED's deployment half: prices every margin-certified state and extends DS15's degeneracy from global optima to all value-convergent sequences
Where it stops
Audit-hardened: the compact tilt-codebook uniform law is load-bearing; a pointwise SLLN at a random subsequential centroid is invalid. The cap is over ALL labelings, so it neither needs nor delivers existence of margin-carrying exchange-stable sequences; that inhabitation question is OPEN-DS-STABLE-BASINS. No attainment or one-sided continuity of v*+(kappa) or v*(kappa) is proved. Class (L)+(S), d_psi = d_lambda = 1, equal weights, exact raw scores with centered empirical moments only.
Bounded by
- CE-DS-STABLE-MARGIN-RETAINING-001
One-point exchange stability forces the DS15 degeneracy on conditionally centered laws: every exchange-stable feasible profiled-Ds labeling is near the efficient-score interval supremum with a collapsing binned nuisance block, so the DS14 margin triple can never hold at a stable state. FALSE: this exactly centered N=8 sample from the centered06 grid law carries a non-global exchange-stable labeling whose nuisance block, conditioning bound, cell masses, and projected-centroid separation are all macroscopic, at a 7.7% relative price below the exact scalar interval optimum v_K. Exchange stability does not preclude the margins; it prices them (DS16).
Closest prior work
A targeted search of the literature found no direct precedent for this statement. That records a search gap, not a novelty claim; the nearest sources are named below.
- Pollard (1981)Strong Consistency of K-Means Clustering
- Rakhlin, Caponnetto (2006)Stability of K-Means Clustering
- Graf, Luschgy (2000)Foundations of Quantization for Probability Distributions
- Silvey (1978)Optimal design measures with singular information matrices
Why each source is not this result: the search records
Nearest sources, checked 30 August 2026
Relationships
Rests on
- Margins dichotomy at global finite Ds optima (conditionally centered laws, scalar nuisance)OPEN-DS-MARGINS-AT-OPTIMA
- Variational form of the profiled objectiveDS-PROFILED-VARIATIONAL
- Scalar efficient-score upper problem is exactly solvable by dynamic programmingDS-SCALAR-EFFICIENT-DP
The full chain beneath it
- Full-data efficient-score dominationDS-EFFICIENT-SCORE-DOMINATION
- Full in-bin Ds profiling is singular when K<=dDS-FULL-PROFILE-K-LE-D-SINGULAR
- A finite global Ds optimum can be a degenerate exact tie classDS-GLOBAL-TIE-DEGENERACY
- Ds objective is the logdet of efficient/profiled Schur informationDS-SCHUR
- Quantized Fisher-information identityFI-QUANT-IDENTITY
- D-optimal efficient-score quantization upper-bounds global DsDS-EFFICIENT-SCORE-GLOBAL-UPPER
- Rank ceiling for K hard categoriesFI-RANK-CEILING
Enables
- Profiled compile verdict is selected by an observable certificate stateDS-PROFILED-COMPILE-CERTIFICATE
- Exchange-stable Ds states span both margin regimes; ascent selects the funnel at scaleDS-STABLE-STATE-SELECTION
- Wasted-cell tracking and constrained-value attainmentOPEN-DS-STABLE-BASINS
Raises
Open next door
Local graph
Proof
DS16. Margin price at arbitrary labelings, the value funnel, and the profiled compile verdict
Audit (30 Aug 2026,
AUDITS/AUDIT-DS-STABLE-MARGINS-COMPILE-001.md): all three claims are
hardened. The PRICE/FUNNEL/FLOOR theorem is verified after replacing a
pointwise SLLN at a data-dependent centroid limit by a uniform strong law on
compact tilt--codebook sets, making the all-labelings event explicit, and
fixing the raw-label/exact-centering convention in the FLOOR. The compile
claim now says only currently established in the registered theory, not
mathematical uniqueness: DS14 is a theorem for certified sequences, and
a single finite certificate supplies diagnostics but no population guarantee.
The measured census range is corrected from 18--944 to 5--944, and its
reported library gap interval is identified as an aggregate summary rather
than a run-wise bound.
Setting: exactly DS15's — on , , , , class (L) (conditional centering) + (S) (scalar regularity of ); (R) is not needed here except where DS15's conclusion (1) is imported for a comparison. Equal weights, centered score rows in every empirical information calculation, (; see the cardinality restatement below), feasible labelings = nonsingular binned nuisance block . , , , , as in DS15.
Cardinality, restated (library commit 891bbf3, 30 Aug 2026). The
registered condition is a coincidence. The
mechanism is (with ): the
binned moment vectors of an exactly centered sample satisfy one linear
relation, so
, and a nonvacuous profiled value needs
, i.e. on a
centered sample. At this is exactly , which
is why CE-DS-MARGINS-RANK-VACUITY-001 (a witness) suggested
the narrower formula; its consequences[0] line carries that
restriction implicitly.
The algebraic rank bound can be one larger for a matrix built from rows with nonzero empirical mean. That is not an alternative Fisher-score regime: scores have mean zero, and ScoreQuant's empirical information uses exact centering. No off-centered compile claim is inferred from that matrix fact.
The question
DS15 shows free global finite optima converge to the
nuisance-degenerate efficient-score interval quantizer: (M2) holds, (M3)
fails. The library's optimizer returns one-point exchange-stable,
generally non-global states (DS-EXCHANGE-TERMINATES), and DS15 asserts
nothing about them. OPEN-DS-MARGINS-NONCENTERED's deployment half asks: do those states retain
the DS14 margins, at what information cost , and does a
theorem-backed inductive compile rule for profiled criteria exist beyond the
projected efficient-score interval rule?
The first observation is that the question is not a universal quantification: global optima are themselves exchange-stable, so DS15 already exhibits stable sequences along which (M3) fails. What decides the compile question is (i) whether the margins are priced — whether any labeling carrying them must sit a definite distance below the supremum — and (ii) which regime the optimizer's terminal states actually occupy.
Theorem (margin price and the value funnel)
Under (L)+(S), , , equal weights, almost surely:
- (Price.) For every there is , depending only on , with Since , the same cap holds under the DS14 conditioning margin (M3) at level . The hypothesis is a margin, not stability or optimality: every margin-carrying labeling — exchange-stable or not, optimizer-produced or not — pays at least of profiled information relative to the unrestricted supremum that free global optima attain under (L)+(S)+(R) (DS15 conclusion 1).
- (Funnel.) Any sequence of feasible labelings with — in particular any asymptotically value-optimal solver output, from any seed, stable or not, global or not — satisfies: cells converge in sample measure to , min cell mass ((M2) holds; singletons die out), , hence ((M3) fails), and the (M5) object rides the same as in DS15. DS15's conclusions (2)–(3) are therefore value-topological, not properties of exact global optimality.
- (Floor.) For every fixed measurable -cell quantizer on the raw score , with and , label row by and compute its empirical information from the centered rows . Those labelings are eventually feasible with and . Hence the supremum in (1) is asymptotically at least , and ; DS15's margin-compatible optimum (over , a subclass) obeys . This is a supremal lower bound: it asserts neither attainment nor one-sided continuity of either constrained value in .
Proof
Throughout, work on one probability-one event where: and the tilt-Lipschitz bound of DS15 Proposition 5 holds (its proof needs only (M1)-type moments and (S); the same argument gives ); and the SLLN holds for , , and the fixed cells weighted by ; the Glivenko–Cantelli law holds over the fixed VC class of tilted half-planes , in a compact neighborhood of , both unweighted and with integrable envelope . For the signed weight, apply the VC theorem to and separately; compact tilt control is already included because all half-planes form one fixed finite-VC class, and follows from the second moment. Also include the uniform strong law
for every compact containing and finite . This follows by truncation and finite parameter nets: the class is continuous in the finite-dimensional parameter , and on each compact set has an integrable envelope . Finally include the empirical DP boundaries and masses of converge to 's (the audit-hardened boundary/mass consistency ingredient of DS15 Proposition 6, which needs only (S)).
Lemma DS16.1 (empirical grouping rigidity, uniform). For every there are and an a.s. finite such that for all and every -grouping of the sample indices with : after relabeling, for every , and .
Proof. This is DS15 Lemma 3's five-step architecture run on the empirical scalar sample, with groupings in place of measurable partitions — the one genuine gap between the two settings, closed as follows. Write , , so the hypothesis reads with the optimal empirical -grouping SSE (attained by sorted intervals — the 1-D contiguity fact of DS15 Proposition 4, verified on the full lattice in the identity suites).
(i) Inactive-cell budget. For call active when . Uniform integrability transfers: for any , , and the tail terms converge to their population values by the SLLN on fixed functions; so inactive cells contribute to the between value with .
(ii) Deletion comparison and (iii) full support. If one cell has mass below , merge it into a bounded active cell. The increment in SSE is bounded by the inactive cell's second-moment contribution plus its mass times an active-centroid bound, hence by , where by (i). The resulting grouping uses at most cells, so its SSE is at least . Therefore . But (value convergence at both budgets; strict positivity from (S), whose positive density near the optimal boundaries in particular rules out a finite-support collapse). Choose , then , below this gap: every cell is active. This also closes the apparent -versus- loophole; an empty cell is simply the case.
(iv) Centroid convergence, uniform over groupings. This is the standard almost-minimizer rigidity principle for k-means codebooks (Rakhlin--Caponnetto 2006 supplies direct bounded-source prior art), with the grouping-to-nearest-center reduction made explicit here. Suppose groupings with , , had active-centroid sets escaping a neighborhood of . Active centroids are bounded (moment bound), so a subsequential limit set exists. The nearest-point SSE is grouping-independent: : reassigning every observation to a nearest centroid cannot increase SSE, even when duplicate atoms were split among cells. By the compact-set uniform law displayed above, simultaneously for the data-dependent and all bounded codebooks, Continuity in the codebook then gives , contradicting (S)-uniqueness when . This uniform law is essential: a pointwise SLLN for the random subsequential limit would be invalid. Thus near-optimal groupings have centroid sets uniformly convergent to .
(v) Misassignment slabs. For a grouping with centroids -close to : a point on cell 's side at distance from the midpoint of but assigned to pays excess with the minimal centroid gap, once ; so the -mass misassigned beyond the -slabs is , while the slabs themselves lie inside fixed -slabs around the midpoints whose empirical mass converges to the population slab mass, small by (S)-atomlessness. Choosing then gives the symmetric difference bound against the empirical Voronoi cells of ; replacing them by 's cells (boundary/mass consistency) and by the fixed sets costs empirical slab masses that vanish by the same GC-plus-atomlessness argument. Masses follow: . ∎
Proof of (1). Define a supremum over an empty feasible set as . For each , both suprema are maxima of finitely many extended-real measurable functions of the sample, so they are measurable. Intersecting the probability-one uniform-law events above over integer compact radii and rational tolerances produces one measurable event on which the argument is pathwise and simultaneous over all labelings at every . Consequently the conclusion holds for every labeling sequence selected on that event, including a data-dependent selection; no separate exceptional set is chosen per sequence. When the constrained set is nonempty, let attain the -maximum subject to . The first inequality is DS15 Proposition 4 (exact, every sample, every feasible labeling). Fix ; suppose along a subsequence . Since , for large the hypothesis of Lemma DS16.1 holds with . Take to be fixed below and . The lemma gives, per cell,
(Cauchy–Schwarz over the symmetric difference), while — the weighted GC law over the tilted half-plane class absorbs , dominated convergence plus (S)-atomless boundaries give continuity in the tilt, and (L) makes the limit zero. With for small,
with , say. Choose so the right side is eventually : contradiction with . Hence with . The (M3) transfer is the diagonal bound . ∎
Proof of (2). forces (Proposition 4 sandwich with ). Apply Lemma DS16.1 with along and diagonalize: symmetric differences to -cells vanish, so masses converge to (min mass positive, singletons die), and the Step-3 display above with gives , hence ; the cross block since is bounded and masses are bounded below; . ∎
Proof of (3). For a fixed , label by , not by applying an arbitrary discontinuous rule to the sample-centered row. Masses and raw moments are sample means of fixed integrable functions. Exact centering only changes the empirical cell moment by
which converges to because . Thus the LLN gives , , so (eventually ), feasibility eventually, and by continuity of the Schur value at a nonsingular scalar nuisance block. Taking near the sup gives the floor; the cap of (1) applied to these labelings gives . Neither this approximation nor the price proof supplies an optimizer at the strict boundary or continuity in . ∎
Self-adversarial notes (protocol G). Duplicate atoms and split duplicates
are inside the grouping formulation by construction; singleton cells are
handled by the mass step, not excluded;
excludes singular nuisance blocks but not (such states
have , inside the cap trivially); the statement is for exact
scores and equal weights — estimated scores are “Estimated scores and classifiers”, unequal weights were
probed adversarially at finite (census suite) but are not claimed; the
law class needs (S) (atomless, unique scalar optimum) — the census grid laws
are atomic emulations, evidence only; nothing here claims margin-carrying
exchange-stable sequences exist asymptotically (that inhabitation question
is OPEN-DS-STABLE-BASINS). Applying to centered rows instead of raw is a
different, sample-dependent labeling convention and needs boundary/translation
continuity not assumed here. The PRICE statement is nevertheless pathwise
uniform over all labelings, so it covers either convention whenever the
margin is observed.
Measured: which regime the optimizer actually occupies
(N-DS-STABLE-CENSUS, N-DS-STABLE-ASCENT, N-DS-STABLE-LIBRARY;
py/ds_stable_margins.py, integer-exact full-lattice census selftested
against the audit stack's from-scratch oracle on 782 states.)
- Census (exact, –, , centered06 + mix3, 2 reps).
Exchange-stable states are plentiful (5–944 per instance) and
overwhelmingly non-global. On the centered law they span both regimes:
from to , with gap and
nuisance block anti-correlated (per-instance correlation to
) — the finite shadow of conclusion (1). Whenever
, the relative gap exceeded –;
margin-retaining non-global stable states existed in every instance
(witness fixture
CE-DS-STABLE-MARGIN-RETAINING-001, : , , min mass , separation , price ). The DS13 leverage bound held at every spot-checked stable state; the exact sandwich held at all 3,155 stable states censused. (M5) caution: stable states with nearly coincident projected centroids occur (min separation ), so separation must be checked, never assumed (cf. DS12 wasted cells). - The documented initializer is not a terminal state. The efficient-score
DP interval labeling is exchange-unstable in 7/10 centered-law census
instances (and already at : fixture
CE-DS-INTERVAL-SEED-UNSTABLE-001, exact gain ); the improving move grows the nuisance block 27-fold — near the seed, the profiled objective climbs by buying back nuisance information, the finite face of DS15 Proposition 6's steering. On mix3 the same labeling was stable in 9/10 instances. - Exact ascent (). Terminal states from the interval seed and 20 random seeds per instance are strongly seed-dependent on the centered law (terminal spanning –); margin-retaining terminals are reached with sizable probability at these tiny .
- Library scale (, gauss06 vs mix3; efficient-score vs
k-means++ vs random seeding;
optimize_partition+ProfiledDOptimality+DExchangeConfig, exchange-stable terminals verified). On the centered law, every seeding's terminal state collapses the nuisance block at the predicted scale ( median – across all seeds and sizes) with near-optimal values (the research run's reported aggregate log-gap summaries to the certified DP ceiling are –; this is not a bound on every seed/run), masses approaching the population values and healthy separations — exactly conclusion (2) in action: the terminals are in the funnel because they are near-optimal in value, seed-independently. On mix3 every seeding lands at with log-gaps : the non-centered regime keeps its margins at the optimum, asOPEN-DS-MARGINS-NONCENTERED's first branch conjectures.
Verdict: the compile rule (DS-PROFILED-COMPILE-CERTIFICATE)
On the conditionally centered class, for what the free optimizer returns:
- The projected efficient-score interval rule remains the only currently
established unconditional compile path in the registered theory. This is
an inventory of proved routes, not a mathematical uniqueness theorem about
every possible compiler. Free profiled optimization is
value-driven; conclusion (2) makes every value-successful run — global or
not, however seeded — nuisance-degenerate in the limit, with the companion
rule's slope unstable (0/0). Nothing about the terminal state
is stably compilable, and
compile_quantizer's refusal for profiled criteria is the correct default, now backed by a theorem about the optimizer's actual output rather than only about global optima. - DS14 supplies a sequence-conditional companion rule, not a population
guarantee from one finite certificate. If an exchange-stable sequence
satisfies DS14's full hypotheses — (M1)/(M4) on the law and, eventually,
uniform (M2)/(M3)/(M5), or the audited merged-rule variant — then the
companion efficient-Voronoi rules built from the states' own
projected centroids and profiled metrics geometrize and have
population-stationary subsequential limits. At one finite , exact
exchange stability plus measured mass, conditioning, and separation checks
are useful diagnostics and define a candidate companion rule, but do not by
themselves certify those asymptotics; DS13 is a consequence of stability,
not a replacement for it. DS16 prices any state with measured
pathwise: report the observable finite
gap (the
efficient_score_boundDP ceiling minus the terminal value). The population is existential and may not be reported numerically without a law-specific lower bound. Measured: on the centered class the free optimizer does not return such states at realistic (the funnel), so the candidate path operationally appears to require margin-constrained optimization — a solver-design question (an earlier, since-closed question), whose asymptotic non-vacuity (do margin-compatible stable sequences exist? is attained?) is the explicit open remainderOPEN-DS-STABLE-BASINS(OPEN-DS-STABLE-BASINS). - Information-loss implication. A margin-certified compile retains at most of profiled information against the -cell ceiling (relative retention ), on top of the binning loss against unbinned inference; the projected rule attains the ceiling only in the distinct projected-score formulation where nuisance information is supplied externally/unbinned (DS9/DS15 deployability). The theorem gives no positive computable lower bound on from a single finite dataset.
Both study stop conditions that could close the deployment question are thus
hit: proved (price + funnel on the stated class) and reduced (the
inhabitation/selection remainder is OPEN-DS-STABLE-BASINS), with the falsification half
serialized (CE-DS-STABLE-MARGIN-RETAINING-001,
CE-DS-INTERVAL-SEED-UNSTABLE-001).
From Profiled Ds: from a sample to the population · chapter contents
Independently audited. The audit report.