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Combining empirical risk minimization with capacity control is a classical strategy in machine learning when trying to control the generalization gap and avoid overfitting, as the model class capacity gets larger. Yet, in modern deep…

Machine Learning · Computer Science 2024-03-18 Marc Lafon , Alexandre Thomas

This work gives a simultaneous analysis of both the ordinary least squares estimator and the ridge regression estimator in the random design setting under mild assumptions on the covariate/response distributions. In particular, the analysis…

Statistics Theory · Mathematics 2014-03-26 Daniel Hsu , Sham M. Kakade , Tong Zhang

Stochastic gradient descent (SGD) provides a simple and efficient way to solve a broad range of machine learning problems. Here, we focus on distribution regression (DR), involving two stages of sampling: Firstly, we regress from…

Machine Learning · Statistics 2021-03-08 Nicole Mücke

These notes are about ridge functions. Recent years have witnessed a flurry of interest in these functions. Ridge functions appear in various fields and under various guises. They appear in fields as diverse as partial differential…

Classical Analysis and ODEs · Mathematics 2020-09-01 Vugar Ismailov

We focus on the distribution regression problem: regressing to vector-valued outputs from probability measures. Many important machine learning and statistical tasks fit into this framework, including multi-instance learning and point…

Statistics Theory · Mathematics 2016-10-24 Zoltan Szabo , Bharath Sriperumbudur , Barnabas Poczos , Arthur Gretton

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

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…

Consider the classical supervised learning problem: we are given data $(y_i,{\boldsymbol x}_i)$, $i\le n$, with $y_i$ a response and ${\boldsymbol x}_i\in {\mathcal X}$ a covariates vector, and try to learn a model $f:{\mathcal…

Statistics Theory · Mathematics 2021-01-27 Song Mei , Theodor Misiakiewicz , Andrea Montanari

Deconvolution is a statistical inverse problem to estimate the distribution of a random variable based on its noisy observations. Despite the extensive studies on the topic, deconvolution with unknown noise distribution remains as a…

Statistics Theory · Mathematics 2020-04-06 Devavrat Shah , Dogyoon Song

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 the following three fundamental problems about ridge regression: (1) what is the structure of the estimator? (2) how to correctly use cross-validation to choose the regularization parameter? and (3) how to accelerate computation…

Statistics Theory · Mathematics 2020-03-31 Sifan Liu , Edgar Dobriban

Modern deep neural networks display striking examples of rich internal computational structure. Uncovering principles governing the development of such structure is a priority for the science of deep learning. In this paper, we explore the…

Machine Learning · Computer Science 2025-02-03 Liam Carroll , Jesse Hoogland , Matthew Farrugia-Roberts , Daniel Murfet

In a large class of statistical inverse problems it is necessary to suppose that the transformation that is inverted is known. Although, in many applications, it is unrealistic to make this assumption, the problem is often insoluble without…

Statistics Theory · Mathematics 2008-12-18 Aurore Delaigle , Peter Hall , Alexander Meister

Kernel ridge regression (KRR) is a popular class of machine learning models that has become an important tool for understanding deep learning. Much of the focus thus far has been on studying the proportional asymptotic regime, $n \asymp d$,…

Machine Learning · Statistics 2025-10-07 Parthe Pandit , Zhichao Wang , Yizhe Zhu

Regression adjustment is broadly applied in randomized trials under the premise that it usually improves the precision of a treatment effect estimator. However, previous work has shown that this is not always true. To further understand…

Methodology · Statistics 2022-10-11 Katarzyna Reluga , Ting Ye , Qingyuan Zhao

In this paper, we propose a geometric framework to analyze the convergence properties of gradient descent trajectories in the context of linear neural networks. We translate a well-known empirical observation of linear neural nets into a…

Machine Learning · Computer Science 2023-08-02 Yacine Chitour , Zhenyu Liao , Romain Couillet

We consider learning two layer neural networks using stochastic gradient descent. The mean-field description of this learning dynamics approximates the evolution of the network weights by an evolution in the space of probability…

Machine Learning · Statistics 2019-02-19 Song Mei , Theodor Misiakiewicz , Andrea Montanari

Convolutional neural networks are widely used in imaging and image recognition. Learning such networks from training data leads to the minimization of a non-convex function. This makes the analysis of standard optimization methods such as…

Optimization and Control · Mathematics 2026-01-14 Jona-Maria Diederen , Holger Rauhut , Ulrich Terstiege

A main puzzle of deep networks revolves around the absence of overfitting despite large overparametrization and despite the large capacity demonstrated by zero training error on randomly labeled data. In this note, we show that the dynamics…

Ensemble methods that average over a collection of independent predictors that are each limited to a subsampling of both the examples and features of the training data command a significant presence in machine learning, such as the…

Machine Learning · Statistics 2020-03-26 Daniel LeJeune , Hamid Javadi , Richard G. Baraniuk
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