Related papers: High-Dimensional Linear Regression via Implicit Re…
The phenomenon of implicit regularization has attracted interest in recent years as a fundamental aspect of the remarkable generalizing ability of neural networks. In a nutshell, it entails that gradient descent dynamics in many neural…
Recently there has been a surge of interest in understanding implicit regularization properties of iterative gradient-based optimization algorithms. In this paper, we study the statistical guarantees on the excess risk achieved by…
For infinitesimal learning rates, stochastic gradient descent (SGD) follows the path of gradient flow on the full batch loss function. However moderately large learning rates can achieve higher test accuracies, and this generalization…
Over-parameterization and adaptive methods have played a crucial role in the success of deep learning in the last decade. The widespread use of over-parameterization has forced us to rethink generalization by bringing forth new phenomena,…
Quadratic regression (QR) models naturally extend linear models by considering interaction effects between the covariates. To conduct model selection in QR, it is important to maintain the hierarchical model structure between main effects…
We consider stochastic gradient methods under the interpolation regime where a perfect fit can be obtained (minimum loss at each observation). While previous work highlighted the implicit regularization of such algorithms, we consider an…
Modern applications require methods that are computationally feasible on large datasets but also preserve statistical efficiency. Frequently, these two concerns are seen as contradictory: approximation methods that enable computation are…
Recently, there has been significant progress in understanding the convergence and generalization properties of gradient-based methods for training overparameterized learning models. However, many aspects including the role of small random…
Overparametrized neural networks trained by gradient descent (GD) can provably overfit any training data. However, the generalization guarantee may not hold for noisy data. From a nonparametric perspective, this paper studies how well…
Classical statistical learning theory predicts that overparameterized models should exhibit severe overfitting, yet modern deep neural networks with far more parameters than training samples consistently generalize well. This contradiction…
The Ridgeless minimum $\ell_2$-norm interpolator in overparametrized linear regression has attracted considerable attention in recent years in both machine learning and statistics communities. While it seems to defy conventional wisdom that…
In variational inference, the benefits of Bayesian models rely on accurately capturing the true posterior distribution. We propose using neural samplers that specify implicit distributions, which are well-suited for approximating complex…
Data augmentation is used in machine learning to make the classifier invariant to label-preserving transformations. Usually this invariance is only encouraged implicitly by including a single augmented input during training. However,…
In this work, we analyze the relation between reparametrizations of gradient flow and the induced implicit bias in linear models, which encompass various basic regression tasks. In particular, we aim at understanding the influence of the…
In deep learning, it is common to use more network parameters than training points. In such scenarioof over-parameterization, there are usually multiple networks that achieve zero training error so that thetraining algorithm induces an…
High-dimensional matrix regression has been studied in various aspects, such as statistical properties, computational efficiency and application to specific instances including multivariate regression, system identification and matrix…
Recent theoretical studies proved that deep neural network (DNN) estimators obtained by minimizing empirical risk with a certain sparsity constraint can attain optimal convergence rates for regression and classification problems. However,…
In semi-supervised learning, the prevailing understanding suggests that observing additional unlabeled samples improves estimation accuracy for linear parameters only in the case of model misspecification. In this work, we challenge such a…
In high-dimensional statistics, variable selection recovers the latent sparse patterns from all possible covariate combinations. This paper proposes a novel optimization method to solve the exact L0-regularized regression problem, which is…
Modern deep learning has revealed a surprising statistical phenomenon known as benign overfitting, with high-dimensional linear regression being a prominent example. This paper contributes to ongoing research on the ordinary least squares…