Scenario Approach with Post-Design Certification of User-Specified Properties

Fuente: arXiv
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Hauptverfasser: Carè, Algo, Campi, Marco C., Garatti, Simone
Format: Preprint
Veröffentlicht: 2026
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author Carè, Algo
Campi, Marco C.
Garatti, Simone
author_facet Carè, Algo
Campi, Marco C.
Garatti, Simone
contents The scenario approach is an established data-driven design framework that comes equipped with a powerful theory linking design complexity to generalization properties. In this approach, data are simultaneously used both for design and for certifying the design's reliability, without resorting to a separate test dataset. This paper takes a step further by guaranteeing additional properties, useful in post-design usage but not considered during the design phase. To this end, we introduce a two-level framework of appropriateness: baseline appropriateness, which guides the design process, and post-design appropriateness, which serves as a criterion for a posteriori evaluation. We provide distribution-free upper bounds on the risk of failing to meet the post-design appropriateness; these bounds are computable without using any additional test data. Under additional assumptions, lower bounds are also derived. As part of an effort to demonstrate the usefulness of the proposed methodology, the paper presents two practical examples in H2 and pole-placement problems. Moreover, a method is provided to infer comprehensive distributional knowledge of relevant performance indexes from the available dataset.
format Preprint
id arxiv_https___arxiv_org_abs_2602_15568
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Scenario Approach with Post-Design Certification of User-Specified Properties
Carè, Algo
Campi, Marco C.
Garatti, Simone
Methodology
Machine Learning
Systems and Control
The scenario approach is an established data-driven design framework that comes equipped with a powerful theory linking design complexity to generalization properties. In this approach, data are simultaneously used both for design and for certifying the design's reliability, without resorting to a separate test dataset. This paper takes a step further by guaranteeing additional properties, useful in post-design usage but not considered during the design phase. To this end, we introduce a two-level framework of appropriateness: baseline appropriateness, which guides the design process, and post-design appropriateness, which serves as a criterion for a posteriori evaluation. We provide distribution-free upper bounds on the risk of failing to meet the post-design appropriateness; these bounds are computable without using any additional test data. Under additional assumptions, lower bounds are also derived. As part of an effort to demonstrate the usefulness of the proposed methodology, the paper presents two practical examples in H2 and pole-placement problems. Moreover, a method is provided to infer comprehensive distributional knowledge of relevant performance indexes from the available dataset.
title Scenario Approach with Post-Design Certification of User-Specified Properties
topic Methodology
Machine Learning
Systems and Control
url https://arxiv.org/abs/2602.15568