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From a model-building perspective, we propose a paradigm shift for fitting over-parameterized models. Philosophically, the mindset is to fit models to future observations rather than to the observed sample. Technically, given an imputation…

Methodology · Statistics 2024-12-09 Yiran Jiang , Chuanhai Liu

Recently, the benefit of heavily overparameterized models has been observed in machine learning tasks: models with enough capacity to easily cross the \emph{interpolation threshold} improve in generalization error compared to the classical…

High Energy Physics - Experiment · Physics 2025-09-03 Matthias Vigl , Lukas Heinrich

We consider the two-line fitting problem. True points lie on two straight lines and are observed with Gaussian perturbations. For each observed point, it is not known on which line the corresponding true point lies. The parameters of the…

Methodology · Statistics 2016-04-12 Sergiy Shklyar

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…

Machine Learning · Computer Science 2024-03-18 Marc Lafon , Alexandre Thomas

It has been observed by Belkin et al.\ that over-parametrized neural networks exhibit a `double descent' phenomenon. That is, as the model complexity (as reflected in the number of features) increases, the test error initially decreases,…

Optimization and Control · Mathematics 2025-09-16 Vivek Shripad Borkar

Epoch-wise double descent is the phenomenon where generalisation performance improves beyond the point of overfitting, resulting in a generalisation curve exhibiting two descents under the course of learning. Understanding the mechanisms…

Machine Learning · Statistics 2024-09-20 Amanda Olmin , Fredrik Lindsten

We consider a model for logistic regression where only a subset of features of size $p$ is used for training a linear classifier over $n$ training samples. The classifier is obtained by running gradient descent (GD) on logistic loss. For…

Machine Learning · Statistics 2020-05-12 Zeyu Deng , Abla Kammoun , Christos Thrampoulidis

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…

Machine Learning · Computer Science 2020-11-19 Peizhong Ju , Xiaojun Lin , Jia Liu

Due to the curse of dimensionality, estimation in a multidimensional nonparametric regression model is in general not feasible. Hence, additional restrictions are introduced, and the additive model takes a prominent place. The restrictions…

Statistics Theory · Mathematics 2007-06-13 M. Studer , B. Seifert , T. Gasser

In solving a system of $n$ linear equations in $d$ variables $Ax=b$, the condition number of the $n,d$ matrix $A$ measures how much errors in the data $b$ affect the solution $x$. Estimates of this type are important in many inverse…

Machine Learning · Computer Science 2020-04-29 Tomaso Poggio , Gil Kur , Andrzej Banburski

This paper is concerned with estimation and inference for ultrahigh dimensional partially linear single-index models. The presence of high dimensional nuisance parameter and nuisance unknown function makes the estimation and inference…

Methodology · Statistics 2024-04-09 Shijie Cui , Xu Guo , Zhe Zhang

The phenomenon of model-wise double descent, where the test error peaks and then reduces as the model size increases, is an interesting topic that has attracted the attention of researchers due to the striking observed gap between theory…

Machine Learning · Computer Science 2023-12-08 Chris Yuhao Liu , Jeffrey Flanigan

This paper investigates the double descent phenomenon in two-layer neural networks, focusing on the role of L1 regularization and representation dimensions. It explores an alternative double descent phenomenon, named sparse double descent.…

Machine Learning · Computer Science 2024-01-22 Ya Shi Zhang

The paper introduces a new estimation method for the standard linear regression model. The procedure is not driven by the optimisation of any objective function rather, it is a simple weighted average of slopes from observation pairs. The…

Econometrics · Economics 2024-02-27 Felix Chan , Laszlo Matyas

Finding the optimal size of deep learning models is very actual and of broad impact, especially in energy-saving schemes. Very recently, an unexpected phenomenon, the ``double descent'', has caught the attention of the deep learning…

Machine Learning · Computer Science 2023-12-27 Victor Quétu , Enzo Tartaglione

There has been growing interest in generalization performance of large multilayer neural networks that can be trained to achieve zero training error, while generalizing well on test data. This regime is known as 'second descent' and it…

Machine Learning · Statistics 2022-09-30 Eng Hock Lee , Vladimir Cherkassky

People usually believe that network pruning not only reduces the computational cost of deep networks, but also prevents overfitting by decreasing model capacity. However, our work surprisingly discovers that network pruning sometimes even…

Machine Learning · Computer Science 2022-06-20 Zheng He , Zeke Xie , Quanzhi Zhu , Zengchang Qin

Double descent is a phenomenon of over-parameterized statistical models such as deep neural networks which have a re-descending property in their risk function. As the complexity of the model increases, risk exhibits a U-shaped region due…

Machine Learning · Statistics 2025-10-16 Nick Polson , Vadim Sokolov

Overfitting in linear regression is broken down into two main causes. First, the formula for the estimator includes 'forbidden knowledge' about training observations' residuals, and it loses this advantage when deployed out-of-sample.…

Methodology · Statistics 2022-09-27 Chris Rohlfs

Misspecified models often provide useful information about the true data generating distribution. For example, if $y$ is a non-linear function of $x$ the least squares estimator $\hat{\beta}$ is an estimate of $\beta$, the slope of the best…

Methodology · Statistics 2017-05-17 James P. Long