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This article characterizes the exact asymptotics of random Fourier feature (RFF) regression, in the realistic setting where the number of data samples $n$, their dimension $p$, and the dimension of feature space $N$ are all large and…

Machine Learning · Statistics 2022-01-11 Zhenyu Liao , Romain Couillet , Michael W. Mahoney

Understanding how feature learning affects generalization is among the foremost goals of modern deep learning theory. Here, we study how the ability to learn representations affects the generalization performance of a simple class of…

Machine Learning · Computer Science 2022-06-17 Jacob A. Zavatone-Veth , William L. Tong , Cengiz Pehlevan

Recent works have demonstrated a double descent phenomenon in over-parameterized learning. Although this phenomenon has been investigated by recent works, it has not been fully understood in theory. In this paper, we investigate the…

Statistics Theory · Mathematics 2023-10-11 Xuran Meng , Jianfeng Yao , Yuan Cao

Empirically it has been observed that the performance of deep neural networks steadily improves as we increase model size, contradicting the classical view on overfitting and generalization. Recently, the double descent phenomena has been…

Machine Learning · Computer Science 2021-07-28 Ilja Kuzborskij , Csaba Szepesvári , Omar Rivasplata , Amal Rannen-Triki , Razvan Pascanu

A fairly comprehensive analysis is presented for the gradient descent dynamics for training two-layer neural network models in the situation when the parameters in both layers are updated. General initialization schemes as well as general…

Machine Learning · Computer Science 2020-02-27 Weinan E , Chao Ma , Lei Wu

Double descent is a phenomenon of over-parameterized statistical models such as deep neural networks which have a re-descending property in their risk function. As the complexity of the model increases, risk exhibits a U-shaped region due…

Machine Learning · Statistics 2025-10-16 Nick Polson , Vadim Sokolov

We investigate how the training curve of isotropic kernel methods depends on the symmetry of the task to be learned, in several settings. (i) We consider a regression task, where the target function is a Gaussian random field that depends…

Machine Learning · Computer Science 2020-12-16 Jonas Paccolat , Stefano Spigler , Matthieu Wyart

`Double descent' delineates the generalization behaviour of models depending on the regime they belong to: under- or over-parameterized. The current theoretical understanding behind the occurrence of this phenomenon is primarily based on…

Machine Learning · Statistics 2022-03-15 Sidak Pal Singh , Aurelien Lucchi , Thomas Hofmann , Bernhard Schölkopf

The "double descent" risk curve was proposed to qualitatively describe the out-of-sample prediction accuracy of variably-parameterized machine learning models. This article provides a precise mathematical analysis for the shape of this…

Machine Learning · Computer Science 2020-12-22 Mikhail Belkin , Daniel Hsu , Ji Xu

Random feature ridge regression is often analyzed in the high-dimensional regime under the homogeneous sampling model $x_i=\Sigma^{1/2}x_i'$, where the vectors $x_i'$ have iid entries and the same covariance matrix $\Sigma$ is shared by all…

Machine Learning · Statistics 2026-05-19 Issa-Mbenard Dabo , Jérémie Bigot

Generalization beyond a training dataset is a main goal of machine learning, but theoretical understanding of generalization remains an open problem for many models. The need for a new theory is exacerbated by recent observations in deep…

Machine Learning · Statistics 2022-02-08 Abdulkadir Canatar , Blake Bordelon , Cengiz Pehlevan

In many modern applications of deep learning the neural network has many more parameters than the data points used for its training. Motivated by those practices, a large body of recent theoretical research has been devoted to studying…

Statistics Theory · Mathematics 2022-12-07 A. Tsigler , P. L. Bartlett

Empirical observation of high dimensional phenomena, such as the double descent behaviour, has attracted a lot of interest in understanding classical techniques such as kernel methods, and their implications to explain generalization…

This paper explores the generalization loss of linear regression in variably parameterized families of models, both under-parameterized and over-parameterized. We show that the generalization curve can have an arbitrary number of peaks, and…

Machine Learning · Computer Science 2021-11-09 Lin Chen , Yifei Min , Mikhail Belkin , Amin Karbasi

We study generalization properties of random features (RF) regression in high dimensions optimized by stochastic gradient descent (SGD) in under-/over-parameterized regime. In this work, we derive precise non-asymptotic error bounds of RF…

Machine Learning · Statistics 2022-10-18 Fanghui Liu , Johan A. K. Suykens , Volkan Cevher

Existing large-dimensional theory for spectral algorithms resolves either the optimally tuned point or the interpolation limit, but leaves the under-regularized regime unexplored. We study the learning curve and benign overfitting of…

Machine Learning · Statistics 2026-04-28 Weihao Lu , Qian Lin , Yingcun Xia , Dongming Huang

As modern machine learning models continue to advance the computational frontier, it has become increasingly important to develop precise estimates for expected performance improvements under different model and data scaling regimes.…

Machine Learning · Computer Science 2023-06-13 Lechao Xiao , Hong Hu , Theodor Misiakiewicz , Yue M. Lu , Jeffrey Pennington

We investigate if kernel regularization methods can achieve minimax convergence rates over a source condition regularity assumption for the target function. These questions have been considered in past literature, but only under specific…

Machine Learning · Statistics 2016-11-15 Gilles Blanchard , Nicole Mücke

Random feature (RF) has been widely used for node consistency in decentralized kernel ridge regression (KRR). Currently, the consistency is guaranteed by imposing constraints on coefficients of features, necessitating that the random…

Machine Learning · Computer Science 2024-09-23 Ruikai Yang , Fan He , Mingzhen He , Jie Yang , Xiaolin Huang

Kernel ridge regression is well-known to achieve minimax optimal rates in low-dimensional settings. However, its behavior in high dimensions is much less understood. Recent work establishes consistency for kernel regression under certain…

Statistics Theory · Mathematics 2021-04-12 Konstantin Donhauser , Mingqi Wu , Fanny Yang