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Many statistical estimators for high-dimensional linear regression are M-estimators, formed through minimizing a data-dependent square loss function plus a regularizer. This work considers a new class of estimators implicitly defined…

Statistics Theory · Mathematics 2022-02-15 Peng Zhao , Yun Yang , Qiao-Chu He

In recent years, there has been a significant growth in research focusing on minimum $\ell_2$ norm (ridgeless) interpolation least squares estimators. However, the majority of these analyses have been limited to an unrealistic regression…

Statistics Theory · Mathematics 2024-06-14 Sungyoon Lee , Sokbae Lee

In this work, we investigate the behavior of ridge regression in an overparameterized binary classification task. We assume examples are drawn from (anisotropic) class-conditional cluster distributions with opposing means and we allow for…

Machine Learning · Statistics 2025-03-12 Alexander Tsigler , Luiz F. O. Chamon , Spencer Frei , Peter L. Bartlett

We study the supervised clustering problem under the two-component anisotropic Gaussian mixture model in high dimensions and in the non-asymptotic setting. We first derive a lower and a matching upper bound for the minimax risk of…

Statistics Theory · Mathematics 2021-11-16 Stanislav Minsker , Mohamed Ndaoud , Yiqiu Shen

Interpolation models are critical for a wide range of applications, from numerical optimization to artificial intelligence. The reliability of the provided interpolated value is of utmost importance, and it is crucial to avoid the…

Numerical Analysis · Mathematics 2023-08-15 Daniele Peri

We study the implicit regularization of optimization methods for linear models interpolating the training data in the under-parametrized and over-parametrized regimes. Since it is difficult to determine whether an optimizer converges to…

Machine Learning · Computer Science 2022-07-12 Sharan Vaswani , Reza Babanezhad , Jose Gallego-Posada , Aaron Mishkin , Simon Lacoste-Julien , Nicolas Le Roux

The Ridgeless minimum $\ell_2$-norm interpolator in overparametrized linear regression has attracted considerable attention in recent years in both machine learning and statistics communities. While it seems to defy conventional wisdom that…

Statistics Theory · Mathematics 2026-01-21 Qiyang Han , Xiaocong Xu

Many common estimators in machine learning and causal inference are linear smoothers, where the prediction is a weighted average of the training outcomes. Some estimators, such as ordinary least squares and kernel ridge regression, allow…

Machine Learning · Computer Science 2026-04-02 David Arbour , Harsh Parikh , Bijan Niknam , Elizabeth Stuart , Kara Rudolph , Avi Feller

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…

Machine Learning · Computer Science 2024-02-21 Daniel Barzilai , Ohad Shamir

This paper introduces an interpolation-based method, called the reconstruction approach, for nonparametric regression. Based on the fact that interpolation usually has negligible errors compared to statistical estimation, the reconstruction…

Machine Learning · Statistics 2019-11-28 Shifeng Xiong

We study the generalization of over-parameterized deep networks (for image classification) in relation to the convex hull of their training sets. Despite their great success, generalization of deep networks is considered a mystery. These…

Machine Learning · Computer Science 2022-03-22 Roozbeh Yousefzadeh

The recent success of neural network models has shone light on a rather surprising statistical phenomenon: statistical models that perfectly fit noisy data can generalize well to unseen test data. Understanding this phenomenon of…

Machine Learning · Statistics 2022-09-13 Niladri S. Chatterji , Philip M. Long , Peter L. Bartlett

Generalization is a central problem in Machine Learning. Indeed most prediction methods require careful calibration of hyperparameters usually carried out on a hold-out \textit{validation} dataset to achieve generalization. The main goal of…

Machine Learning · Statistics 2021-02-18 Karim Lounici , Katia Meziani , Benjamin Riu

Regularization is an essential element of virtually all kernel methods for nonparametric regression problems. A critical factor in the effectiveness of a given kernel method is the type of regularization that is employed. This article…

Statistics Theory · Mathematics 2016-05-31 Lee H. Dicker , Dean P. Foster , Daniel Hsu

Overparametrized neural networks trained by gradient descent (GD) can provably overfit any training data. However, the generalization guarantee may not hold for noisy data. From a nonparametric perspective, this paper studies how well…

Machine Learning · Statistics 2021-09-28 Tianyang Hu , Wenjia Wang , Cong Lin , Guang Cheng

Motivated by surprisingly good generalization properties of learned deep neural networks in overparameterized scenarios and by the related double descent phenomenon, this paper analyzes the relation between smoothness and low generalization…

Machine Learning · Computer Science 2021-10-29 Yuege Xie , Hung-Hsu Chou , Holger Rauhut , Rachel Ward

Statistical wisdom suggests that very complex models, interpolating training data, will be poor at predicting unseen examples.Yet, this aphorism has been recently challenged by the identification of benign overfitting regimes, specially…

Statistics Theory · Mathematics 2023-02-10 Ludovic Arnould , Claire Boyer , Erwan Scornet

In the past decade the mathematical theory of machine learning has lagged far behind the triumphs of deep neural networks on practical challenges. However, the gap between theory and practice is gradually starting to close. In this paper I…

Machine Learning · Statistics 2021-06-01 Mikhail Belkin

We consider a high-dimensional mixture of two Gaussians in the noisy regime where even an oracle knowing the centers of the clusters misclassifies a small but finite fraction of the points. We provide a rigorous analysis of the…

Machine Learning · Statistics 2021-03-22 Francesca Mignacco , Florent Krzakala , Yue M. Lu , Lenka Zdeborová

Overparametrization often helps improve the generalization performance. This paper presents a dual view of overparametrization suggesting that downsampling may also help generalize. Focusing on the proportional regime $m\asymp n \asymp p$,…

Statistics Theory · Mathematics 2023-10-17 Xin Chen , Yicheng Zeng , Siyue Yang , Qiang Sun