HomeMachine LearningarXiv:2605.30059

Ridge Regression from Poisson Resetting: A Renewal Perspective on Spectral Regularization

Machine Learningcond-mat.stat-mechstat.ML2026-05v1license

Abstract

We connect stochastic resetting from non-equilibrium statistical physics with ridge regularization in statistical learning. For linear gradient flow, resetting to the origin at rate rr produces stationary mean (XX+rI)1Xy(X^\top X+rI)^{-1}X^\top y, exactly the ridge estimator with penalty λ=r\lambda=r. This uses the known Laplace-transform relationship between ridge regression and exponential-time averaging of gradient flow, with the exponential time now interpreted as the stationary age associated with Poisson resetting. We then extend this identity to general renewal reset laws: the exponential reset time distribution is the unique renewal law whose stationary mean reproduces scalar ridge in every eigendirection as an exact filter identity for every positive curvature, while non-exponential renewal laws generate alternative spectral filters. At the fluctuation level, we study a separate additive Ornstein-Uhlenbeck extension with constant diffusion, interpreted as a stylized SGD approximation. In this setting, the equality holds only at the level of the mean, since the reset process has a nonzero stationary covariance from accumulated OU noise and reset-timing variance, whereas deterministic ridge is a fixed estimator with the same center. Stylized experiments compare the deterministic renewal-induced filters directly and illustrate when filters induced by non-exponential reset-time laws can differ predictively from ridge. The results for the stationary mean and the induced spectral filters are established for continuous-time gradient flow with isotropic resetting on quadratic objectives; the covariance and risk formulas additionally assume additive noise with state-independent covariance.

Cite

@article{arxiv.2605.30059,
  title  = {Ridge Regression from Poisson Resetting: A Renewal Perspective on Spectral Regularization},
  author = {Petar Jolakoski},
  journal= {arXiv preprint arXiv:2605.30059},
  year   = {2026}
}