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Many modern machine learning models are trained to achieve zero or near-zero training error in order to obtain near-optimal (but non-zero) test error. This phenomenon of strong generalization performance for "overfitted" / interpolated…

Machine Learning · Statistics 2018-10-29 Mikhail Belkin , Daniel Hsu , Partha Mitra

In this work we present a novel optimization strategy for image reconstruction tasks under analysis-based image regularization, which promotes sparse and/or low-rank solutions in some learned transform domain. We parameterize such…

Computer Vision and Pattern Recognition · Computer Science 2023-08-11 Iaroslav Koshelev , Stamatios Lefkimmiatis

We study the type of solutions to which stochastic gradient descent converges when used to train a single hidden-layer multivariate ReLU network with the quadratic loss. Our results are based on a dynamical stability analysis. In the…

Machine Learning · Computer Science 2023-07-03 Mor Shpigel Nacson , Rotem Mulayoff , Greg Ongie , Tomer Michaeli , Daniel Soudry

Monotonic linear interpolation (MLI) - on the line connecting a random initialization with the minimizer it converges to, the loss and accuracy are monotonic - is a phenomenon that is commonly observed in the training of neural networks.…

Machine Learning · Statistics 2023-02-15 Xiang Wang , Annie N. Wang , Mo Zhou , Rong Ge

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…

Machine Learning · Computer Science 2019-02-14 Samet Oymak , Mahdi Soltanolkotabi

We analyze a class of norms defined via an optimal interpolation problem involving the composition of norms and a linear operator. This construction, known as infimal postcomposition in convex analysis, is shown to encompass various of…

Optimization and Control · Mathematics 2017-08-30 Patrick L. Combettes , Andrew M. McDonald , Charles A. Micchelli , Massimiliano Pontil

This work studies finite-sample properties of the risk of the minimum-norm interpolating predictor in high-dimensional regression models. If the effective rank of the covariance matrix $\Sigma$ of the $p$ regression features is much larger…

Machine Learning · Statistics 2021-03-23 Florentina Bunea , Seth Strimas-Mackey , Marten Wegkamp

Iterative regularization exploits the implicit bias of an optimization algorithm to regularize ill-posed problems. Constructing algorithms with such built-in regularization mechanisms is a classic challenge in inverse problems but also in…

Optimization and Control · Mathematics 2022-02-02 Cesare Molinari , Mathurin Massias , Lorenzo Rosasco , Silvia Villa

Using weight decay to penalize the L2 norms of weights in neural networks has been a standard training practice to regularize the complexity of networks. In this paper, we show that a family of regularizers, including weight decay, is…

Machine Learning · Computer Science 2022-06-09 Ziquan Liu , Yufei Cui , Antoni B. Chan

In this work, we study the implications of the implicit bias of gradient flow on generalization and adversarial robustness in ReLU networks. We focus on a setting where the data consists of clusters and the correlations between cluster…

Machine Learning · Computer Science 2023-11-01 Spencer Frei , Gal Vardi , Peter L. Bartlett , Nathan Srebro

Good generalization performance on high-dimensional data crucially hinges on a simple structure of the ground truth and a corresponding strong inductive bias of the estimator. Even though this intuition is valid for regularized models, in…

Machine Learning · Statistics 2022-10-28 Konstantin Donhauser , Nicolo Ruggeri , Stefan Stojanovic , Fanny Yang

Option prices encode the market's collective outlook through implied density and implied volatility. An explicit link between implied density and implied volatility translates the risk-neutrality of the former into conditions on the latter…

Computational Finance · Quantitative Finance 2026-03-19 Jimin Lin

Neural networks trained via gradient descent with random initialization and without any regularization enjoy good generalization performance in practice despite being highly overparametrized. A promising direction to explain this phenomenon…

Machine Learning · Computer Science 2022-05-17 Hancheng Min , Salma Tarmoun , Rene Vidal , Enrique Mallada

Understanding the underlying mechanisms that enable the empirical successes of deep neural networks is essential for further improving their performance and explaining such networks. Towards this goal, a specific question is how to explain…

Machine Learning · Computer Science 2019-10-22 Shaeke Salman , Canlin Zhang , Xiuwen Liu , Washington Mio

When optimizing over-parameterized models, such as deep neural networks, a large set of parameters can achieve zero training error. In such cases, the choice of the optimization algorithm and its respective hyper-parameters introduces…

Machine Learning · Computer Science 2019-12-06 Gauthier Gidel , Francis Bach , Simon Lacoste-Julien

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

We study training of Convolutional Neural Networks (CNNs) with ReLU activations and introduce exact convex optimization formulations with a polynomial complexity with respect to the number of data samples, the number of neurons, and data…

Machine Learning · Computer Science 2021-03-19 Tolga Ergen , Mert Pilanci

Sparsity and rank functions are important ways of regularizing under-determined linear systems. Optimization of the resulting formulations is made difficult since both these penalties are non-convex and discontinuous. The most common remedy…

Optimization and Control · Mathematics 2019-01-01 Carl Olsson , Marcus Carlsson , Daniele Gerosa

We study the implicit bias of generic optimization methods, such as mirror descent, natural gradient descent, and steepest descent with respect to different potentials and norms, when optimizing underdetermined linear regression or…

Machine Learning · Statistics 2020-06-24 Suriya Gunasekar , Jason Lee , Daniel Soudry , Nathan Srebro

Mathematically characterizing the implicit regularization induced by gradient-based optimization is a longstanding pursuit in the theory of deep learning. A widespread hope is that a characterization based on minimization of norms may…

Machine Learning · Computer Science 2020-10-20 Noam Razin , Nadav Cohen