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Related papers: Double descent in the condition number

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Motivated by a recent literature on the double-descent phenomenon in machine learning, we consider highly over-parameterized models in causal inference, including synthetic control with many control units. In such models, there may be so…

Econometrics · Economics 2023-10-16 Jann Spiess , Guido Imbens , Amar Venugopal

In their thought-provoking paper [1], Belkin et al. illustrate and discuss the shape of risk curves in the context of modern high-complexity learners. Given a fixed training sample size $n$, such curves show the risk of a learner as a…

Machine Learning · Computer Science 2022-06-08 Marco Loog , Tom Viering , Alexander Mey , Jesse H. Krijthe , David M. J. Tax

As the development of measuring instruments and computers has accelerated the collection of massive amounts of data, functional data analysis (FDA) has experienced a surge of attention. The FDA methodology treats longitudinal data as a set…

Methodology · Statistics 2024-07-09 Tomoya Wakayama , Hidetoshi Matsui

The two-sample problem, which consists in testing whether independent samples on $\mathbb{R}^d$ are drawn from the same (unknown) distribution, finds applications in many areas. Its study in high-dimension is the subject of much attention,…

Statistics Theory · Mathematics 2023-02-09 Stephan Clémençon , Myrto Limnios , Nicolas Vayatis

We consider ordinary least squares estimation and variations on least squares estimation such as penalized (regularized) least squares and spectral shrinkage estimates for problems with p > n and associated problems with prediction of new…

Machine Learning · Statistics 2025-09-19 Ronald Christensen

Neoteric works have shown that modern deep learning models can exhibit a sparse double descent phenomenon. Indeed, as the sparsity of the model increases, the test performance first worsens since the model is overfitting the training data;…

Machine Learning · Computer Science 2024-02-09 Victor Quétu , Enzo Tartaglione

Logistic regression is one of the most popular methods in binary classification, wherein estimation of model parameters is carried out by solving the maximum likelihood (ML) optimization problem, and the ML estimator is defined to be the…

Optimization and Control · Mathematics 2018-10-23 Robert M. Freund , Paul Grigas , Rahul Mazumder

Overparametrized models can exhibit an excellent generalization performance, although they should be prone to overfitting according to classical statistical theory. The discovery of the "double descent", indicating that the generalization…

Machine Learning · Computer Science 2026-05-22 Tino Werner

Data scarcity drives the need for more sample-efficient large language models. In this work, we use the double descent phenomenon to holistically compare the sample efficiency of discrete diffusion and autoregressive models. We show that…

Machine Learning · Computer Science 2025-09-30 Ahmad Fraij , Sam Dauncey

Many numerical problems with input $x$ and output $y$ can be formulated as a system of equations $F(x, y) = 0$ where the goal is to solve for $y$. The condition number measures the change of $y$ for small perturbations to $x$. From this…

Numerical Analysis · Mathematics 2026-01-27 Nick Dewaele , Nick Vannieuwenhoven

Deep neural networks can achieve remarkable generalization performances while interpolating the training data perfectly. Rather than the U-curve emblematic of the bias-variance trade-off, their test error often follows a "double descent" -…

Machine Learning · Computer Science 2020-04-06 Stéphane d'Ascoli , Maria Refinetti , Giulio Biroli , Florent Krzakala

Finding the optimal size of deep learning models is very actual and of broad impact, especially in energy-saving schemes. Very recently, an unexpected phenomenon, the ``double descent'', has caught the attention of the deep learning…

Machine Learning · Computer Science 2023-12-27 Victor Quétu , Enzo Tartaglione

The double descent curve is one of the most intriguing properties of deep neural networks. It contrasts the classical bias-variance curve with the behavior of modern neural networks, occurring where the number of samples nears the number of…

Machine Learning · Computer Science 2021-07-05 John Chen , Qihan Wang , Anastasios Kyrillidis

When a quantity reaches a value higher (or lower) than its value at any time before, it is said to have made a record. We numerically study the statistical properties of records in the time series of order parameters in different models…

Statistical Mechanics · Physics 2018-08-16 Mily Kundu , Sudip Mukherjee , Soumyajyoti Biswas

There has been growing interest in generalization performance of large multilayer neural networks that can be trained to achieve zero training error, while generalizing well on test data. This regime is known as 'second descent' and it…

Machine Learning · Statistics 2022-09-30 Eng Hock Lee , Vladimir Cherkassky

The study of first-order optimization is sensitive to the assumptions made on the objective functions. These assumptions induce complexity classes which play a key role in worst-case analysis, including the fundamental concept of algorithm…

Optimization and Control · Mathematics 2024-05-30 Charles Guille-Escuret , Adam Ibrahim , Baptiste Goujaud , Ioannis Mitliagkas

A recent line of research has highlighted the existence of a "double descent" phenomenon in deep learning, whereby increasing the number of training examples $N$ causes the generalization error of neural networks to peak when $N$ is of the…

Machine Learning · Computer Science 2022-01-12 Stéphane d'Ascoli , Levent Sagun , Giulio Biroli

Double descent refers to the phase transition that is exhibited by the generalization error of unregularized learning models when varying the ratio between the number of parameters and the number of training samples. The recent success of…

Machine Learning · Computer Science 2020-06-19 Michał Dereziński , Feynman Liang , Michael W. Mahoney

Uncertainty quantification is a central challenge in reliable and trustworthy machine learning. Naive measures such as last-layer scores are well-known to yield overconfident estimates in the context of overparametrized neural networks.…

Machine Learning · Computer Science 2023-05-24 Lucas Clarté , Bruno Loureiro , Florent Krzakala , Lenka Zdeborová

Double descent presents a counter-intuitive aspect within the machine learning domain, and researchers have observed its manifestation in various models and tasks. While some theoretical explanations have been proposed for this phenomenon…

Machine Learning · Computer Science 2024-05-14 Yufei Gu