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Meta-learning involves training models on a variety of training tasks in a way that enables them to generalize well on new, unseen test tasks. In this work, we consider meta-learning within the framework of high-dimensional multivariate…

Statistics Theory · Mathematics 2024-04-01 Yanhao Jin , Krishnakumar Balasubramanian , Debashis Paul

The linear regression model cannot be fitted to high-dimensional data, as the high-dimensionality brings about empirical non-identifiability. Penalized regression overcomes this non-identifiability by augmentation of the loss function by a…

Methodology · Statistics 2023-06-29 Wessel N. van Wieringen

The random feature model exhibits a kind of resonance behavior when the number of parameters is close to the training sample size. This behavior is characterized by the appearance of large generalization gap, and is due to the occurrence of…

Machine Learning · Computer Science 2020-08-14 Chao Ma , Lei Wu , Weinan E

From benign overfitting in overparameterized models to rich power-law scalings in performance, simple ridge regression displays surprising behaviors sometimes thought to be limited to deep neural networks. This balance of phenomenological…

Machine Learning · Statistics 2026-05-08 Alexander Atanasov , Jacob A. Zavatone-Veth , Cengiz Pehlevan

Standard regression techniques, while powerful, are often constrained by predefined, differentiable loss functions such as mean squared error. These functions may not fully capture the desired behavior of a system, especially when dealing…

Machine Learning · Computer Science 2025-08-04 Yongchao Huang

Continual learning is motivated by the need to adapt to real-world dynamics in tasks and data distribution while mitigating catastrophic forgetting. Despite significant advances in continual learning techniques, the theoretical…

Methodology · Statistics 2025-08-22 Yihan Zhao , Wenqing Su , Ying Yang

We study the problem of learning an unknown function using random feature models. Our main contribution is an exact asymptotic analysis of such learning problems with Gaussian data. Under mild regularity conditions for the feature matrix,…

Information Theory · Computer Science 2020-08-28 Oussama Dhifallah , Yue M. Lu

We provide a unified analysis of the predictive risk of ridge regression and regularized discriminant analysis in a dense random effects model. We work in a high-dimensional asymptotic regime where $p, n \to \infty$ and $p/n \to \gamma \in…

Statistics Theory · Mathematics 2015-11-05 Edgar Dobriban , Stefan Wager

In performative learning, the data distribution reacts to the deployed model - for example, because strategic users adapt their features to game it - which creates a more complex dynamic than in classical supervised learning. One should…

Machine Learning · Computer Science 2025-10-15 Edwige Cyffers , Alireza Mirrokni , Marco Mondelli

Recent theoretical studies illustrated that kernel ridgeless regression can guarantee good generalization ability without an explicit regularization. In this paper, we investigate the statistical properties of ridgeless regression with…

Machine Learning · Computer Science 2023-08-30 Jian Li , Yong Liu , Yingying Zhang

Recent advances in machine learning have been achieved by using overparametrized models trained until near interpolation of the training data. It was shown, e.g., through the double descent phenomenon, that the number of parameters is a…

Machine Learning · Statistics 2024-03-14 Hong Hu , Yue M. Lu , Theodor Misiakiewicz

Lossy data transformations by definition lose information. Yet, in modern machine learning, methods like data pruning and lossy data augmentation can help improve generalization performance. We study this paradox using a solvable model of…

Statistical Mechanics · Physics 2025-09-19 Alex Nguyen , David J. Schwab , Vudtiwat Ngampruetikorn

Static feature exclusion strategies often fail to prevent bias when hidden dependencies influence the model predictions. To address this issue, we explore a reinforcement learning (RL) framework that integrates bias mitigation and automated…

Machine Learning · Computer Science 2025-10-14 Sudip Khadka , L. S. Paudel

Reinforcement learning has been successful across several applications in which agents have to learn to act in environments with sparse feedback. However, despite this empirical success there is still a lack of theoretical understanding of…

Machine Learning · Statistics 2023-11-08 Blake Bordelon , Paul Masset , Henry Kuo , Cengiz Pehlevan

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

Random feature ridge regression is often analyzed in the high-dimensional regime under the homogeneous sampling model $x_i=\Sigma^{1/2}x_i'$, where the vectors $x_i'$ have iid entries and the same covariance matrix $\Sigma$ is shared by all…

Machine Learning · Statistics 2026-05-19 Issa-Mbenard Dabo , Jérémie Bigot

Random matrix theory has become a widely useful tool in high-dimensional statistics and theoretical machine learning. However, random matrix theory is largely focused on the proportional asymptotics in which the number of columns grows…

Statistics Theory · Mathematics 2025-06-23 Chen Cheng , Andrea Montanari

One central theme in machine learning is function estimation from sparse and noisy data. An example is supervised learning where the elements of the training set are couples, each containing an input location and an output response. In the…

Machine Learning · Computer Science 2023-10-05 Alberto Giaretta , Mauro Bisiacco , Gianluigi Pillonetto

This paper provides a comprehensive error analysis of learning with vector-valued random features (RF). The theory is developed for RF ridge regression in a fully general infinite-dimensional input-output setting, but nonetheless applies to…

Machine Learning · Statistics 2024-05-24 Samuel Lanthaler , Nicholas H. Nelsen

The generalization of machine learning models has a complex dependence on the data, model and learning algorithm. We study train and test performance, as well as the generalization gap given by the mean of their difference over different…

Machine Learning · Statistics 2022-06-29 Carlos A. Gomez-Uribe
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