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Related papers: Optimal Regularization Can Mitigate Double Descent

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Various classical machine learning models, including linear regression, kernel methods, and deep neural networks, exhibit double descent, in which the test risk peaks near the interpolation threshold and then decreases in the…

Quantum Physics · Physics 2026-04-21 Kensuke Kamisoyama , Lento Nagano , Koji Terashi

The optimization of a large random portfolio under the Expected Shortfall risk measure with an $\ell_2$ regularizer is carried out by analytical calculation. The regularizer reins in the large sample fluctuations and the concomitant…

Portfolio Management · Quantitative Finance 2018-07-04 Gábor Papp , Fabio Caccioli , Imre Kondor

We study the behavior of optimal ridge regularization and optimal ridge risk for out-of-distribution prediction, where the test distribution deviates arbitrarily from the train distribution. We establish general conditions that determine…

Statistics Theory · Mathematics 2024-04-02 Pratik Patil , Jin-Hong Du , Ryan J. Tibshirani

We use distributionally-robust optimization for machine learning to mitigate the effect of data poisoning attacks. We provide performance guarantees for the trained model on the original data (not including the poison records) by training…

Machine Learning · Computer Science 2020-01-30 Farhad Farokhi

The effects of several nonlinear regularization techniques are discussed in the framework of 3D seismic tomography. Traditional, linear, $\ell_2$ penalties are compared to so-called sparsity promoting $\ell_1$ and $\ell_0$ penalties, and a…

Geophysics · Physics 2010-08-19 I. Loris , H. Douma , G. Nolet , I. Daubechies , C. Regone

Epoch-wise double descent is the phenomenon where generalisation performance improves beyond the point of overfitting, resulting in a generalisation curve exhibiting two descents under the course of learning. Understanding the mechanisms…

Machine Learning · Statistics 2024-09-20 Amanda Olmin , Fredrik Lindsten

When an online learning algorithm is used to estimate the unknown parameters of a model, the signals interacting with the parameter estimates should not decay too quickly for the optimal values to be discovered correctly. This requirement…

Machine Learning · Computer Science 2019-11-05 Kamil Nar , S. Shankar Sastry

The presence of mislabeled observations in data is a notoriously challenging problem in statistics and machine learning, associated with poor generalization properties for both traditional classifiers and, perhaps even more so, flexible…

Machine Learning · Statistics 2022-02-09 Olof Zetterqvist , Rebecka Jörnsten , Johan Jonasson

Deep learning requires regularization mechanisms to reduce overfitting and improve generalization. We address this problem by a new regularization method based on distributional robust optimization. The key idea is to modify the…

Machine Learning · Computer Science 2020-06-08 Aurora Cobo Aguilera , Antonio Artés-Rodríguez , Fernando Pérez-Cruz , Pablo Martínez Olmos

Unlike the conventional wisdom in statistical learning theory, the test error of a deep neural network (DNN) often demonstrates double descent: as the model complexity increases, it first follows a classical U-shaped curve and then shows a…

Machine Learning · Computer Science 2021-06-04 Xiao Zhang , Dongrui Wu , Haoyi Xiong , Bo Dai

Low-complexity non-smooth convex regularizers are routinely used to impose some structure (such as sparsity or low-rank) on the coefficients for linear predictors in supervised learning. Model consistency consists then in selecting the…

Optimization and Control · Mathematics 2019-01-17 Jalal Fadili , Guillaume Garrigos , Jérome Malick , Gabriel Peyré

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

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 2024-04-26 Yufei Gu , Xiaoqing Zheng , Tomaso Aste

Dropout is a regularization technique widely used in training artificial neural networks to mitigate overfitting. It consists of dynamically deactivating subsets of the network during training to promote more robust representations. Despite…

Machine Learning · Statistics 2025-09-10 Francesco Mori , Francesca Mignacco

Stochastic gradient descent is one of the most successful approaches for solving large-scale problems, especially in machine learning and statistics. At each iteration, it employs an unbiased estimator of the full gradient computed from one…

Numerical Analysis · Mathematics 2018-12-05 Bangti Jin , Xiliang Lu

We present a novel regularization approach to train neural networks that enjoys better generalization and test error than standard stochastic gradient descent. Our approach is based on the principles of cross-validation, where a validation…

Computer Vision and Pattern Recognition · Computer Science 2018-09-06 Simon Jenni , Paolo Favaro

Overfitting is one of the most critical challenges in deep neural networks, and there are various types of regularization methods to improve generalization performance. Injecting noises to hidden units during training, e.g., dropout, is…

Machine Learning · Computer Science 2017-11-10 Hyeonwoo Noh , Tackgeun You , Jonghwan Mun , Bohyung Han

Denoising score matching plays a pivotal role in the performance of diffusion-based generative models. However, the empirical optimal score--the exact solution to the denoising score matching--leads to memorization, where generated samples…

Machine Learning · Statistics 2025-05-07 Yu-Han Wu , Pierre Marion , Gérard Biau , Claire Boyer

Deep Reinforcement Learning (Deep RL) has been receiving increasingly more attention thanks to its encouraging performance on a variety of control tasks. Yet, conventional regularization techniques in training neural networks (e.g., $L_2$…

Machine Learning · Computer Science 2021-11-30 Zhuang Liu , Xuanlin Li , Bingyi Kang , Trevor Darrell

In this paper we explore the relation between distributionally robust learning and different forms of regularization to enforce robustness of deep neural networks. In particular, starting from a concrete min-max distributionally robust…

Optimization and Control · Mathematics 2022-03-29 Camilo Garcia Trillos , Nicolas Garcia Trillos