Related papers: Minimum $\ell_{1}$-norm interpolators: Precise asy…
Many modern neural network architectures are trained in an overparameterized regime where the parameters of the model exceed the size of the training dataset. Sufficiently overparameterized neural network architectures in principle have the…
In overparameterized logistic regression, gradient descent (GD) iterates diverge in norm while converging in direction to the maximum $\ell_2$-margin solution -- a phenomenon known as the implicit bias of GD. This work investigates…
Consider estimating a structured signal $\mathbf{x}_0$ from linear, underdetermined and noisy measurements $\mathbf{y}=\mathbf{A}\mathbf{x}_0+\mathbf{z}$, via solving a variant of the lasso algorithm: $\hat{\mathbf{x}}=\arg\min_\mathbf{x}\{…
Classical statistical learning theory predicts a U-shaped relationship between test loss and model capacity, driven by the bias-variance trade-off. Recent advances in modern machine learning have revealed a more complex pattern,…
The rule of thumb regarding the relationship between the bias-variance tradeoff and model size plays a key role in classical machine learning, but is now well-known to break down in the overparameterized setting as per the double descent…
We consider the least-square linear regression problem with regularization by the $\ell^1$-norm, a problem usually referred to as the Lasso. In this paper, we first present a detailed asymptotic analysis of model consistency of the Lasso in…
Recently, there have been significant interests in studying the so-called "double-descent" of the generalization error of linear regression models under the overparameterized and overfitting regime, with the hope that such analysis may…
We study the asymptotic generalization of an overparameterized linear model for multiclass classification under the Gaussian covariates bi-level model introduced in Subramanian et al.~'22, where the number of data points, features, and…
This paper addresses the detection of a stochastic process in noise from irregular samples. We consider two hypotheses. The \emph{noise only} hypothesis amounts to model the observations as a sample of a i.i.d. Gaussian random variables…
We consider exact asymptotics of the minimax risk for global testing against sparse alternatives in the context of high dimensional linear regression. Our results characterize the leading order behavior of this minimax risk in several…
This work investigates the stability of (discrete) empirical interpolation for nonlinear model reduction and state field approximation from measurements. Empirical interpolation derives approximations from a few samples (measurements) via…
We develop an interpolation-based framework for noisy linear systems with unknown system matrix with bounded norm (implying bounded growth or non-increasing energy), and bounded process noise energy. The proposed approach characterizes all…
We study robust linear regression in high-dimension, when both the dimension $d$ and the number of data points $n$ diverge with a fixed ratio $\alpha=n/d$, and study a data model that includes outliers. We provide exact asymptotics for the…
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…
We study a localized notion of uniform convergence known as an "optimistic rate" (Panchenko 2002; Srebro et al. 2010) for linear regression with Gaussian data. Our refined analysis avoids the hidden constant and logarithmic factor in…
Downsampling or under-sampling is a technique that is utilized in the context of large and highly imbalanced classification models. We study optimal downsampling for imbalanced classification using generalized linear models (GLMs). We…
We study the structural and statistical properties of $\mathcal{R}$-norm minimizing interpolants of datasets labeled by specific target functions. The $\mathcal{R}$-norm is the basis of an inductive bias for two-layer neural networks,…
The ability of overparameterized deep networks to interpolate noisy data, while at the same time showing good generalization performance, has been recently characterized in terms of the double descent curve for the test error. Common…
Within the machine learning community, the widely-used uniform convergence framework has been used to answer the question of how complex, over-parameterized models can generalize well to new data. This approach bounds the test error of the…
The practical success of overparameterized neural networks has motivated the recent scientific study of interpolating methods, which perfectly fit their training data. Certain interpolating methods, including neural networks, can fit noisy…