Related papers: Generalisation and benign over-fitting for linear …
We study the flexible piecewise exponential model in a high dimensional setting where the number of covariates $p$ grows proportionally to the number of observations $n$ and under the hypothesis of random uncorrelated Gaussian designs. We…
We consider the problem of fitting a relationship (e.g. a potential scientific law) to data involving multiple variables. Ordinary (least squares) regression is not suitable for this because the estimated relationship will differ according…
In this work, we consider a multivariate regression model with one-sided errors. We assume for the regression function to lie in a general H\"{o}lder class and estimate it via a nonparametric local polynomial approach that consists of…
We consider $L^2$-regularized linear (ridge) regression over a finite data sample $X$ with bounded covariance and linear prediction targets $y$ with additive isotropic noise of finite variance. We present an iterative procedure to compute…
We propose new model selection criteria based on generalized ridge estimators dominating the maximum likelihood estimator under the squared risk and the Kullback-Leibler risk in multivariate linear regression. Our model selection criteria…
The phenomenon of benign overfitting is one of the key mysteries uncovered by deep learning methodology: deep neural networks seem to predict well, even with a perfect fit to noisy training data. Motivated by this phenomenon, we consider…
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…
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…
There is an increasing realization that algorithmic inductive biases are central in preventing overfitting; empirically, we often see a benign overfitting phenomenon in overparameterized settings for natural learning algorithms, such as…
Functional linear regression is an important topic in functional data analysis. It is commonly assumed that samples of the functional predictor are independent realizations of an underlying stochastic process, and are observed over a grid…
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…
We consider nonparametric regression with functional covariates, that is, they are elements of an infinite-dimensional Hilbert space. A locally polynomial estimator is constructed, where an orthonormal basis and various tuning parameters…
We analyze gradient descent with randomly weighted data points in a linear regression model, under a generic weighting distribution. This includes various forms of stochastic gradient descent, importance sampling, but also extends to…
We consider the problem of linear fitting of noisy data in the case of broad (say $\alpha$-stable) distributions of random impacts ("noise"), which can lack even the first moment. This situation, common in statistical physics of small…
Recent years have seen substantial advances in our understanding of high-dimensional ridge regression, but existing theories assume that training examples are independent. By leveraging techniques from random matrix theory and free…
The practical success of deep learning has led to the discovery of several surprising phenomena. One of these phenomena, that has spurred intense theoretical research, is ``benign overfitting'': deep neural networks seem to generalize well…
We develop and analyze a principled approach to kernel ridge regression under covariate shift. The goal is to learn a regression function with small mean squared error over a target distribution, based on unlabeled data from there and…
We consider learning methods based on the regularization of a convex empirical risk by a squared Hilbertian norm, a setting that includes linear predictors and non-linear predictors through positive-definite kernels. In order to go beyond…
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…
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…