On the VC Dimension of Autoregressive Linear Threshold Functions
Ilan Doron-Arad, Idan Mehalel, Elchanan Mossel
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 $d$.
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