Haoshu Xu

h-index1
2papers

2 Papers

MLSep 11, 2024
A Practical Theory of Generalization in Selectivity Learning

Peizhi Wu, Haoshu Xu, Ryan Marcus et al.

Query-driven machine learning models have emerged as a promising estimation technique for query selectivities. Yet, surprisingly little is known about the efficacy of these techniques from a theoretical perspective, as there exist substantial gaps between practical solutions and state-of-the-art (SOTA) theory based on the Probably Approximately Correct (PAC) learning framework. In this paper, we aim to bridge the gaps between theory and practice. First, we demonstrate that selectivity predictors induced by signed measures are learnable, which relaxes the reliance on probability measures in SOTA theory. More importantly, beyond the PAC learning framework (which only allows us to characterize how the model behaves when both training and test workloads are drawn from the same distribution), we establish, under mild assumptions, that selectivity predictors from this class exhibit favorable out-of-distribution (OOD) generalization error bounds. These theoretical advances provide us with a better understanding of both the in-distribution and OOD generalization capabilities of query-driven selectivity learning, and facilitate the design of two general strategies to improve OOD generalization for existing query-driven selectivity models. We empirically verify that our techniques help query-driven selectivity models generalize significantly better to OOD queries both in terms of prediction accuracy and query latency performance, while maintaining their superior in-distribution generalization performance.

MLJun 30, 2025
Test of partial effects for Frechet regression on Bures-Wasserstein manifolds

Haoshu Xu, Hongzhe Li

We propose a novel test for assessing partial effects in Frechet regression on Bures Wasserstein manifolds. Our approach employs a sample splitting strategy: the first subsample is used to fit the Frechet regression model, yielding estimates of the covariance matrices and their associated optimal transport maps, while the second subsample is used to construct the test statistic. We prove that this statistic converges in distribution to a weighted mixture of chi squared components, where the weights correspond to the eigenvalues of an integral operator defined by an appropriate RKHS kernel. We establish that our procedure achieves the nominal asymptotic size and demonstrate that its worst-case power converges uniformly to one. Through extensive simulations and a real data application, we illustrate the test's finite-sample accuracy and practical utility.