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Ridgeless regression has garnered attention among researchers, particularly in light of the ``Benign Overfitting'' phenomenon, where models interpolating noisy samples demonstrate robust generalization. However, kernel ridgeless regression…

Machine Learning · Computer Science 2024-06-04 Fan He , Mingzhen He , Lei Shi , Xiaolin Huang , Johan A. K. Suykens

We investigate the properties of random feature ridge regression (RFRR) given by a two-layer neural network with random Gaussian initialization. We study the non-asymptotic behaviors of the RFRR with nearly orthogonal deterministic…

Statistics Theory · Mathematics 2023-08-15 Zhichao Wang , Yizhe Zhu

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 paper, we provide a precise characterization of generalization properties of high dimensional kernel ridge regression across the under- and over-parameterized regimes, depending on whether the number of training data n exceeds the…

Machine Learning · Statistics 2021-02-25 Fanghui Liu , Zhenyu Liao , Johan A. K. Suykens

We investigate changing the bandwidth of a translational-invariant kernel during training when solving kernel regression with gradient descent. We present a theoretical bound on the out-of-sample generalization error that advocates for…

Machine Learning · Statistics 2025-05-19 Oskar Allerbo

We investigate the high-dimensional linear regression problem in the presence of noise correlated with Gaussian covariates. This correlation, known as endogeneity in regression models, often arises from unobserved variables and other…

Statistics Theory · Mathematics 2023-10-23 Toshiki Tsuda , Masaaki Imaizumi

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…

Machine Learning · Computer Science 2024-07-17 Neil Mallinar , James B. Simon , Amirhesam Abedsoltan , Parthe Pandit , Mikhail Belkin , Preetum Nakkiran

We prove a non-asymptotic distribution-independent lower bound for the expected mean squared generalization error caused by label noise in ridgeless linear regression. Our lower bound generalizes a similar known result to the…

Machine Learning · Statistics 2023-08-02 David Holzmüller

Motivated by the studies of neural networks (e.g.,the neural tangent kernel theory), we perform a study on the large-dimensional behavior of kernel ridge regression (KRR) where the sample size $n \asymp d^{\gamma}$ for some $\gamma > 0$.…

Machine Learning · Computer Science 2024-01-03 Haobo Zhang , Yicheng Li , Weihao Lu , Qian Lin

We study the generalization of two-layer ReLU neural networks in a univariate nonparametric regression problem with noisy labels. This is a problem where kernels (\emph{e.g.} NTK) are provably sub-optimal and benign overfitting does not…

Machine Learning · Computer Science 2024-06-12 Dan Qiao , Kaiqi Zhang , Esha Singh , Daniel Soudry , Yu-Xiang Wang

Providing non-conservative uncertainty quantification for function estimates derived from noisy observations remains a fundamental challenge in statistical machine learning, particularly for applications in safety-critical domains. In this…

Machine Learning · Computer Science 2026-05-12 Johannes Teutsch , Oleksii Molodchyk , Marion Leibold , Timm Faulwasser , Armin Lederer

We analyze the prediction error of ridge regression in an asymptotic regime where the sample size and dimension go to infinity at a proportional rate. In particular, we consider the role played by the structure of the true regression…

Statistics Theory · Mathematics 2021-03-09 Dominic Richards , Jaouad Mourtada , Lorenzo Rosasco

We obtain upper bounds for the estimation error of Kernel Ridge Regression (KRR) for all non-negative regularization parameters, offering a geometric perspective on various phenomena in KRR. As applications: 1. We address the multiple…

Statistics Theory · Mathematics 2024-10-10 Georgios Gavrilopoulos , Guillaume Lecué , Zong Shang

Generalization beyond a training dataset is a main goal of machine learning, but theoretical understanding of generalization remains an open problem for many models. The need for a new theory is exacerbated by recent observations in deep…

Machine Learning · Statistics 2022-02-08 Abdulkadir Canatar , Blake Bordelon , Cengiz Pehlevan

Benign overfitting, the phenomenon where interpolating models generalize well in the presence of noisy data, was first observed in neural network models trained with gradient descent. To better understand this empirical observation, we…

Machine Learning · Computer Science 2025-07-04 Spencer Frei , Niladri S. Chatterji , Peter L. Bartlett

We consider interpolation learning in high-dimensional linear regression with Gaussian data, and prove a generic uniform convergence guarantee on the generalization error of interpolators in an arbitrary hypothesis class in terms of the…

Machine Learning · Statistics 2022-01-05 Frederic Koehler , Lijia Zhou , Danica J. Sutherland , Nathan Srebro

Recently, several theories including the replica method made predictions for the generalization error of Kernel Ridge Regression. In some regimes, they predict that the method has a `spectral bias': decomposing the true function $f^*$ on…

Machine Learning · Computer Science 2022-02-17 Umberto M. Tomasini , Antonio Sclocchi , Matthieu Wyart

Gaussian processes (GPs) provide flexible distributions over functions, with inductive biases controlled by a kernel. However, in many applications Gaussian processes can struggle with even moderate input dimensionality. Learning a low…

Machine Learning · Computer Science 2020-01-01 Ian A. Delbridge , David S. Bindel , Andrew Gordon Wilson

Kernel methods give powerful, flexible, and theoretically grounded approaches to solving many problems in machine learning. The standard approach, however, requires pairwise evaluations of a kernel function, which can lead to scalability…

Machine Learning · Computer Science 2021-04-08 Danica J. Sutherland , Jeff Schneider

Understanding how overparameterized neural networks generalize despite perfect interpolation of noisy training data is a fundamental question. Mallinar et. al. 2022 noted that neural networks seem to often exhibit ``tempered overfitting'',…

Machine Learning · Computer Science 2024-03-25 Nirmit Joshi , Gal Vardi , Nathan Srebro