On the VC Dimension of Autoregressive Linear Threshold Functions
Linear threshold functions (LTFs) are a canonical class of Boolean predictors. In the autoregressive setting, the same LTF reads the most recent $d$ bits, generates the next bit, and returns the bit produced after $T$ steps. While the one-step class has VC dimension $d$, for general $T$ the counting upper bound is $O(d^2)$. We prove that the VC dimension is $Θ(d^2)$ for every $T\ge d^2$, resolving the quadratic gap for deterministic autoregressive LTFs. We then adapt the same technique to show an exponential separation between deterministic and stochastic autoregressive models: replacing the sign of LTFs by logistic sampling can increase the VC dimension of the final majority prediction class from quadratic to exponential in $d$.
Authors
- Elchanan Mossel (ORCID: https://orcid.org/0000-0001-7812-7886)
- Idan Mehalel (ORCID: https://orcid.org/0000-0002-8751-7816)
- Ilan Doron-Arad (ORCID: https://orcid.org/0009-0007-9235-2175)
Publication Details
- Journal
- arXiv (Cornell University)
- Published
- 2026-10-27
- DOI
- https://doi.org/10.48550/arxiv.2610.36970
- Primary Topic
- Machine Learning and Algorithms
- Type
- preprint