Black-Box Assisted Regression: Phase Transitions and Minimax Optimality

arXiv:2606.25743v1 Announce Type: new Abstract: Foundation models are often used as fixed black-box predictors for downstream tasks with limited labeled data, but their predictions may be biased and unsafe to trust blindly. We study this setting through black-box assisted nonparametric regression: a learner observes labeled samples and can query a fixed predictor $f_0$, while the target $f^*$ is close to $f_0$ in $L_2(P_X)$ up to an unknown radius $\delta$. We give a finite-sample minimax characterization showing a phase transition at $\delta_c(n) \asymp n^{-\beta/(2\beta+d)}$, with leading risk $\min\{\delta^2, n^{-2\beta/(2\beta+d)}\}$. We then analyze a Safe Residual Estimator: it learns a correction around $f_0$, initializes the residual head at zero so the initial predictor equals $f_0$, and uses holdout selection to revert to $f_0$ when the learned correction is not supported by validation data. Here, "safe" means avoiding negative transfer, i.e., performing worse than the black-box predictor alone. The estimator matches the leading minimax term up to an additive validation-selection cost. Synthetic regression experiments verify the predicted phase transition, while CIFAR-100 with CLIP and AG News with Qwen3-8B provide practice-facing evidence that the same residual-correction tradeoff is useful beyond the formal squared-loss regression setting.