Related papers: Minimum $\ell_{1}$-norm interpolators: Precise asy…
For three decades statistical mechanics has been providing a framework to analyse neural networks. However, the theoretically tractable models, e.g., perceptrons, random features models and kernel machines, or multi-index models and…
Scaled sparse linear regression jointly estimates the regression coefficients and noise level in a linear model. It chooses an equilibrium with a sparse regression method by iteratively estimating the noise level via the mean residual…
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 unlearning algorithms aim to remove the influence of specific training samples, ideally recovering the model that would have resulted from training on the remaining data alone. We study unlearning in the overparameterized setting,…
Controlling the parameters' norm often yields good generalisation when training neural networks. Beyond simple intuitions, the relation between regularising parameters' norm and obtained estimators remains theoretically misunderstood. For…
The recursive least-squares algorithm with $\ell_1$-norm regularization ($\ell_1$-RLS) exhibits excellent performance in terms of convergence rate and steady-state error in identification of sparse systems. Nevertheless few works have…
Deep learning research has uncovered the phenomenon of benign overfitting for overparameterized statistical models, which has drawn significant theoretical interest in recent years. Given its simplicity and practicality, the ordinary least…
We propose a new estimator for the high-dimensional linear regression model with observation error in the design where the number of coefficients is potentially larger than the sample size. The main novelty of our procedure is that the…
We consider the problem of learning a sparse graph under the Laplacian constrained Gaussian graphical models. This problem can be formulated as a penalized maximum likelihood estimation of the Laplacian constrained precision matrix. Like in…
Traditionally in regression one minimizes the number of fitting parameters or uses smoothing/regularization to trade training (TE) and generalization error (GE). Driving TE to zero by increasing fitting degrees of freedom (dof) is expected…
Neural network (NN) denoisers are an essential building block in many common tasks, ranging from image reconstruction to image generation. However, the success of these models is not well understood from a theoretical perspective. In this…
In our companion work \cite{Stojnicl1RegPosasymldp} we revisited random under-determined linear systems with sparse solutions. The main emphasis was on the performance analysis of the $\ell_1$ heuristic in the so-called asymptotic regime,…
Meta-learning has arisen as a successful method for improving training performance by training over many similar tasks, especially with deep neural networks (DNNs). However, the theoretical understanding of when and why overparameterized…
Data in the form of networks are increasingly available in a variety of areas, yet statistical models allowing for parameter estimates with desirable statistical properties for sparse networks remain scarce. To address this, we propose the…
Deepening and widening convolutional neural networks (CNNs) significantly increases the number of trainable weight parameters by adding more convolutional layers and feature maps per layer, respectively. By imposing inter- and intra-group…
We are motivated by problems that arise in a number of applications such as Online Marketing and Explosives detection, where the observations are usually modeled using Poisson statistics. We model each observation as a Poisson random…
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 $m\asymp n \asymp p$,…
In deep learning it is common to overparameterize neural networks, that is, to use more parameters than training samples. Quite surprisingly training the neural network via (stochastic) gradient descent leads to models that generalize very…
It is well known that $\ell_1$ minimization can be used to recover sufficiently sparse unknown signals from compressed linear measurements. In fact, exact thresholds on the sparsity, as a function of the ratio between the system dimensions,…
We prove bounds on the population risk of the maximum margin algorithm for two-class linear classification. For linearly separable training data, the maximum margin algorithm has been shown in previous work to be equivalent to a limit of…