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We prove a non-asymptotic distribution-independent lower bound for the expected mean squared generalization error caused by label noise in ridgeless linear regression. Our lower bound generalizes a similar known result to the…

Machine Learning · Statistics 2023-08-02 David Holzmüller

We consider the problem of simultaneously learning to linearly combine a very large number of kernels and learn a good predictor based on the learnt kernel. When the number of kernels $d$ to be combined is very large, multiple kernel…

Machine Learning · Computer Science 2015-03-20 Arash Afkanpour , András György , Csaba Szepesvári , Michael Bowling

Large neural networks have proved remarkably effective in modern deep learning practice, even in the overparametrized regime where the number of active parameters is large relative to the sample size. This contradicts the classical…

Machine Learning · Computer Science 2023-08-01 Huiyuan Wang , Wei Lin

The classical kernel ridge regression problem aims to find the best fit for the output $Y$ as a function of the input data $X\in \mathbb{R}^d$, with a fixed choice of regularization term imposed by a given choice of a reproducing kernel…

Machine Learning · Statistics 2025-06-10 Yang Li , Feng Ruan

In the absence of explicit regularization, Kernel "Ridgeless" Regression with nonlinear kernels has the potential to fit the training data perfectly. It has been observed empirically, however, that such interpolated solutions can still…

Statistics Theory · Mathematics 2020-07-27 Tengyuan Liang , Alexander Rakhlin

Recent extensive numerical experiments in high scale machine learning have allowed to uncover a quite counterintuitive phase transition, as a function of the ratio between the sample size and the number of parameters in the model. As the…

Machine Learning · Statistics 2024-01-15 Emmanuel Caron , Stephane Chretien

In this paper, we study the feature learning ability of two-layer neural networks in the mean-field regime through the lens of kernel methods. To focus on the dynamics of the kernel induced by the first layer, we utilize a two-timescale…

Machine Learning · Computer Science 2024-04-09 Shokichi Takakura , Taiji Suzuki

Randomized coordinate descent (RCD) methods are state-of-the-art algorithms for training linear predictors via minimizing regularized empirical risk. When the number of examples ($n$) is much larger than the number of features ($d$), a…

Optimization and Control · Mathematics 2016-05-31 Dominik Csiba , Peter Richtárik

We perform an average case analysis of the generalization dynamics of large neural networks trained using gradient descent. We study the practically-relevant "high-dimensional" regime where the number of free parameters in the network is on…

Machine Learning · Statistics 2017-10-11 Madhu S. Advani , Andrew M. Saxe

Understanding generalization and estimation error of estimators for simple models such as linear and generalized linear models has attracted a lot of attention recently. This is in part due to an interesting observation made in machine…

Machine Learning · Statistics 2021-03-09 Mojtaba Sahraee-Ardakan , Tung Mai , Anup Rao , Ryan Rossi , Sundeep Rangan , Alyson K. Fletcher

Recent works have shown that on sufficiently over-parametrized neural nets, gradient descent with relatively large initialization optimizes a prediction function in the RKHS of the Neural Tangent Kernel (NTK). This analysis leads to global…

Machine Learning · Statistics 2020-04-28 Colin Wei , Jason D. Lee , Qiang Liu , Tengyu Ma

It is well known that eigenfunctions of a kernel play a crucial role in kernel regression. Through several examples, we demonstrate that even with the same set of eigenfunctions, the order of these functions significantly impacts regression…

Machine Learning · Computer Science 2024-11-04 Yicheng Li , Qian Lin

A regression model with more parameters than data points in the training data is overparametrized and has the capability to interpolate the training data. Based on the classical bias-variance tradeoff expressions, it is commonly assumed…

Machine Learning · Computer Science 2023-04-18 Tomas McKelvey

We discuss methods for visualizing neural network decision boundaries and decision regions. We use these visualizations to investigate issues related to reproducibility and generalization in neural network training. We observe that changes…

We study the risk of minimum-norm interpolants of data in Reproducing Kernel Hilbert Spaces. Our upper bounds on the risk are of a multiple-descent shape for the various scalings of $d = n^{\alpha}$, $\alpha\in(0,1)$, for the input…

Statistics Theory · Mathematics 2020-07-27 Tengyuan Liang , Alexander Rakhlin , Xiyu Zhai

Distributed machine learning systems have been receiving increasing attentions for their efficiency to process large scale data. Many distributed frameworks have been proposed for different machine learning tasks. In this paper, we study…

Machine Learning · Computer Science 2020-07-01 Hongwei Sun , Qiang Wu

This paper introduces a kernel discrepancy-based framework for rerandomization to enhance the precision of causal inference in controlled experiments. We demonstrate that the kernel discrepancy is the key part of the variance upper bound…

Methodology · Statistics 2025-11-05 Yiou Li , Lulu Kang

We present a study of a kernel-based two-sample test statistic related to the Maximum Mean Discrepancy (MMD) in the manifold data setting, assuming that high-dimensional observations are close to a low-dimensional manifold. We characterize…

Machine Learning · Statistics 2024-02-27 Xiuyuan Cheng , Yao Xie

Doubly stochastic learning algorithms are scalable kernel methods that perform very well in practice. However, their generalization properties are not well understood and their analysis is challenging since the corresponding learning…

Machine Learning · Statistics 2018-03-12 Junhong Lin , Lorenzo Rosasco

We consider the application of a popular penalised regression method, Ridge Regression, to data with very high dimensions and many more covariates than observations. Our motivation is the problem of out-of-sample prediction and the setting…

Applications · Statistics 2012-05-04 Erika Cule , Maria De Iorio
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