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Recent empirical and theoretical studies have shown that many learning algorithms -- from linear regression to neural networks -- can have test performance that is non-monotonic in quantities such the sample size and model size. This…

Machine Learning · Computer Science 2021-04-30 Preetum Nakkiran , Prayaag Venkat , Sham Kakade , Tengyu Ma

The risk of overparameterized models, in particular deep neural networks, is often double-descent shaped as a function of the model size. Recently, it was shown that the risk as a function of the early-stopping time can also be…

Machine Learning · Computer Science 2022-06-06 Fatih Furkan Yilmaz , Reinhard Heckel

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

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

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

Ridge regression (RR) is an important machine learning technique which introduces a regularization hyperparameter $\alpha$ to ordinary multiple linear regression for analyzing data suffering from multicollinearity. In this paper, we present…

Quantum Physics · Physics 2021-08-03 Chao-Hua Yu , Fei Gao , Qiao-Yan Wen

Double descent refers to the phase transition that is exhibited by the generalization error of unregularized learning models when varying the ratio between the number of parameters and the number of training samples. The recent success of…

Machine Learning · Computer Science 2020-06-19 Michał Dereziński , Feynman Liang , Michael W. Mahoney

Kernel ridge regression (KRR) is a well-known and popular nonparametric regression approach with many desirable properties, including minimax rate-optimality in estimating functions that belong to common reproducing kernel Hilbert spaces…

Machine Learning · Statistics 2019-10-15 Arash A. Amini

As modern machine learning models continue to advance the computational frontier, it has become increasingly important to develop precise estimates for expected performance improvements under different model and data scaling regimes.…

Machine Learning · Computer Science 2023-06-13 Lechao Xiao , Hong Hu , Theodor Misiakiewicz , Yue M. Lu , Jeffrey Pennington

We consider fully row/column-correlated linear regression models and study several classical estimators (including minimum norm interpolators (GLS), ordinary least squares (LS), and ridge regressors). We show that \emph{Random Duality…

Machine Learning · Statistics 2024-06-14 Mihailo Stojnic

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

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

We provide uniform confidence bands for kernel ridge regression (KRR), a widely used nonparametric regression estimator for nonstandard data such as preferences, sequences, and graphs. Despite the prevalence of these data--e.g., student…

Statistics Theory · Mathematics 2025-08-19 Rahul Singh , Suhas Vijaykumar

We study double descent and benign overfitting in macroeconomic forecasting. We document that double-descent risk curves arise in standard macroeconomic datasets that are driven by a small number of latent factors, and we characterize when…

Econometrics · Economics 2026-05-18 Andrea Carriero , Florian Huber , Davide Pettenuzzo

Neural quantum states (NQS) provide flexible and compact wavefunction parameterizations for numerical studies of quantum many-body physics. In particular, NQS aim to circumvent the exponential scaling of the Hilbert space by compressing…

Disordered Systems and Neural Networks · Physics 2026-03-17 M. Schuyler Moss , Alev Orfi , Christopher Roth , Anirvan M. Sengupta , Antoine Georges , Dries Sels , Anna Dawid , Agnes Valenti

High-dimensional linear regression has been thoroughly studied in the context of independent and identically distributed data. We propose to investigate high-dimensional regression models for independent but non-identically distributed…

Statistics Theory · Mathematics 2026-05-20 Jérémie Bigot , Issa-Mbenard Dabo , Camille Male

We study the risk of minimum-norm interpolants of data in Reproducing Kernel Hilbert Spaces. Our upper bounds on the risk are of a multiple-descent shape for the various scalings of $d = n^{\alpha}$, $\alpha\in(0,1)$, for the input…

Statistics Theory · Mathematics 2020-07-27 Tengyuan Liang , Alexander Rakhlin , Xiyu Zhai

Double descent presents a counter-intuitive aspect within the machine learning domain, and researchers have observed its manifestation in various models and tasks. While some theoretical explanations have been proposed for this phenomenon…

Machine Learning · Computer Science 2024-04-26 Yufei Gu , Xiaoqing Zheng , Tomaso Aste

In their thought-provoking paper [1], Belkin et al. illustrate and discuss the shape of risk curves in the context of modern high-complexity learners. Given a fixed training sample size $n$, such curves show the risk of a learner as a…

Machine Learning · Computer Science 2022-06-08 Marco Loog , Tom Viering , Alexander Mey , Jesse H. Krijthe , David M. J. Tax

This article characterizes the exact asymptotics of random Fourier feature (RFF) regression, in the realistic setting where the number of data samples $n$, their dimension $p$, and the dimension of feature space $N$ are all large and…

Machine Learning · Statistics 2022-01-11 Zhenyu Liao , Romain Couillet , Michael W. Mahoney