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Many scientific datasets are of high dimension, and the analysis usually requires visual manipulation by retaining the most important structures of data. Principal curve is a widely used approach for this purpose. However, many existing…
In recent years, significant attention in deep learning theory has been devoted to analyzing when models that interpolate their training data can still generalize well to unseen examples. Many insights have been gained from studying models…
The modeling and uncertainty quantification of closed curves is an important problem in the field of shape analysis, and can have significant ramifications for subsequent statistical tasks. Many of these tasks involve collections of closed…
Deep neural networks are widely used prediction algorithms whose performance often improves as the number of weights increases, leading to over-parametrization. We consider a two-layered neural network whose first layer is frozen while the…
We study the relationship between model complexity and out-of-sample performance in the context of mean-variance portfolio optimization. Representing model complexity by the number of assets, we find that the performance of low-dimensional…
Neural networks typically generalize well when fitting the data perfectly, even though they are heavily overparameterized. Many factors have been pointed out as the reason for this phenomenon, including an implicit bias of stochastic…
Most modern learning problems are highly overparameterized, meaning that there are many more parameters than the number of training data points, and as a result, the training loss may have infinitely many global minima (parameter vectors…
It is by now well-established that modern over-parameterized models seem to elude the bias-variance tradeoff and generalize well despite overfitting noise. Many recent works attempt to analyze this phenomenon in the relatively tractable…
A widely believed explanation for the remarkable generalization capacities of overparameterized neural networks is that the optimization algorithms used for training induce an implicit bias towards benign solutions. To grasp this…
The random feature model exhibits a kind of resonance behavior when the number of parameters is close to the training sample size. This behavior is characterized by the appearance of large generalization gap, and is due to the occurrence of…
Recently, significant progress has been made in understanding the generalization of neural networks (NNs) trained by gradient descent (GD) using the algorithmic stability approach. However, most of the existing research has focused on…
Recently, over-parameterized neural networks have been extensively analyzed in the literature. However, the previous studies cannot satisfactorily explain why fully trained neural networks are successful in practice. In this paper, we…
For strongly convex objectives that are smooth, the classical theory of gradient descent ensures linear convergence relative to the number of gradient evaluations. An analogous nonsmooth theory is challenging. Even when the objective is…
Neural networks have many successful applications, while much less theoretical understanding has been gained. Towards bridging this gap, we study the problem of learning a two-layer overparameterized ReLU neural network for multi-class…
In machine learning, the scaling law describes how the model performance improves with the model and data size scaling up. From a learning theory perspective, this class of results establishes upper and lower generalization bounds for a…
Deep learning methods are known to generalize well from training to future data, even in an overparametrized regime, where they could easily overfit. One explanation for this phenomenon is that even when their *ambient dimensionality*,…
We consider the distribution of ascents, descents, peaks, valleys, double ascents, and double descents over permutations avoiding a set of patterns. Many of these statistics have already been studied over sets of permutations avoiding a…
This manuscript introduces deep learning models that simultaneously describe the dynamics of several yield curves. We aim to learn the dependence structure among the different yield curves induced by the globalization of financial markets…
Rational algebraic curves have been intensively studied in the last decades, both from the theoretical and applied point of view. In applications (e.g. level curves, linear homotopy deformation, geometric constructions in computer aided…
Learning curves model a classifier's test error as a function of the number of training samples. Prior works show that learning curves can be used to select model parameters and extrapolate performance. We investigate how to use learning…