Saved in:
Bibliographic Details
Main Authors: Xu, Yunbei, Yuan, Yuzhe, Zhan, Ruohan
Format: Preprint
Published: 2026
Subjects:
Online Access:https://arxiv.org/abs/2605.12316
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866913118820499456
author Xu, Yunbei
Yuan, Yuzhe
Zhan, Ruohan
author_facet Xu, Yunbei
Yuan, Yuzhe
Zhan, Ruohan
contents We study the fundamental and timely problem of learning long sequences in autoregressive modeling and next-token prediction under model misspecification, measured by the joint Kullback--Leibler (KL) divergence. Our goal is to characterize how the sequence horizon \(H\) affects both approximation and estimation errors in this joint-distribution, sequence-level regime. By establishing matching upper and lower bounds, we provide, to our knowledge, the first complete characterization of long-horizon error behavior under the natural joint KL objective, with improved rates and optimality justification relative to existing work. On the approximation side, we show that joint KL admits a horizon-free approximation factor, in sharp contrast to Hellinger-based analyses that exhibit an \(Ω(H)\) dependence for computationally efficient methods; this isolates the choice of divergence as the source of approximation amplification. On the estimation side, we prove a fundamental information-theoretic lower bound of order \(Ω(H)\) that holds for both decomposable policy classes and fully shared policies, matching the \(\widetilde O(H)\) upper bounds achieved by computationally efficient algorithms. Our analysis clarifies the landscape of recent autoregressive learning results by aligning the log-loss training objective, the sequence-level evaluation metric, and the approximation metric {\color{black}through a sharp joint-KL oracle theory}. We further show that these joint-KL guarantees imply policy learning regret bounds at rates matching prior imitation learning literature.
format Preprint
id arxiv_https___arxiv_org_abs_2605_12316
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Autoregressive Learning in Joint KL: Sharp Oracle Bounds and Lower Bounds
Xu, Yunbei
Yuan, Yuzhe
Zhan, Ruohan
Machine Learning
We study the fundamental and timely problem of learning long sequences in autoregressive modeling and next-token prediction under model misspecification, measured by the joint Kullback--Leibler (KL) divergence. Our goal is to characterize how the sequence horizon \(H\) affects both approximation and estimation errors in this joint-distribution, sequence-level regime. By establishing matching upper and lower bounds, we provide, to our knowledge, the first complete characterization of long-horizon error behavior under the natural joint KL objective, with improved rates and optimality justification relative to existing work. On the approximation side, we show that joint KL admits a horizon-free approximation factor, in sharp contrast to Hellinger-based analyses that exhibit an \(Ω(H)\) dependence for computationally efficient methods; this isolates the choice of divergence as the source of approximation amplification. On the estimation side, we prove a fundamental information-theoretic lower bound of order \(Ω(H)\) that holds for both decomposable policy classes and fully shared policies, matching the \(\widetilde O(H)\) upper bounds achieved by computationally efficient algorithms. Our analysis clarifies the landscape of recent autoregressive learning results by aligning the log-loss training objective, the sequence-level evaluation metric, and the approximation metric {\color{black}through a sharp joint-KL oracle theory}. We further show that these joint-KL guarantees imply policy learning regret bounds at rates matching prior imitation learning literature.
title Autoregressive Learning in Joint KL: Sharp Oracle Bounds and Lower Bounds
topic Machine Learning
url https://arxiv.org/abs/2605.12316