相关论文: Double Descent and Emergent Smoothing in Model Ave…

This paper discusses pairing double/debiased machine learning (DDML) with stacking, a model averaging method for combining multiple candidate learners, to estimate structural parameters. In addition to conventional stacking, we consider two…

There are proposals that extend the classical generalized additive models (GAMs) to accommodate high-dimensional data ($p>>n$) using group sparse regularization. However, the sparse regularization may induce excess shrinkage when estimating…

Recent studies observed a surprising concept on model test error called the double descent phenomenon, where the increasing model complexity decreases the test error first and then the error increases and decreases again. To observe this,…

Model selection (MS) and model averaging (MA) are two popular approaches when having many candidate models. Theoretically, the estimation risk of an oracle MA is not larger than that of an oracle MS because the former one is more flexible,…

In complex systems, networks represent connectivity relationships between nodes through edges. Latent space models are crucial in analyzing network data for tasks like community detection and link prediction due to their interpretability…

The performance of deep neural networks is enhanced by ensemble methods, which average the output of several models. However, this comes at an increased cost at inference. Weight averaging methods aim at balancing the generalization of…

Bayesian model averaging has become a widely used approach to accounting for uncertainty about the structural form of the model generating the data. When data arrive sequentially and the generating model can change over time, Dynamic Model…

Empirically it has been observed that the performance of deep neural networks steadily improves as we increase model size, contradicting the classical view on overfitting and generalization. Recently, the double descent phenomena has been…

Uncertainty estimation for machine learning models is of high importance in many scenarios such as constructing the confidence intervals for model predictions and detection of out-of-distribution or adversarially generated points. In this…

We show that a variety of modern deep learning tasks exhibit a "double-descent" phenomenon where, as we increase model size, performance first gets worse and then gets better. Moreover, we show that double descent occurs not just as a…

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…

This paper deals with a general class of transformation models that contains many important semiparametric regression models as special cases. It develops a self-induced smoothing for the maximum rank correlation estimator, resulting in…

Model averaging (MA), a technique for combining estimators from a set of candidate models, has attracted increasing attention in machine learning and statistics. In the existing literature, there is an implicit understanding that MA can be…

A general challenge in statistics is prediction in the presence of multiple candidate models or learning algorithms. Model aggregation tries to combine all predictive distributions from individual models, which is more stable and flexible…

This study demonstrates that double descent can be mitigated by adding a dropout layer adjacent to the fully connected linear layer. The unexpected double-descent phenomenon garnered substantial attention in recent years, resulting in…

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…

A central problem in data science is to use potentially noisy samples of an unknown function to predict values for unseen inputs. In classical statistics, predictive error is understood as a trade-off between the bias and the variance that…

Subsampling algorithms for various parametric regression models with massive data have been extensively investigated in recent years. However, all existing studies on subsampling heavily rely on clean massive data. In practical…

The "double descent" risk curve was proposed to qualitatively describe the out-of-sample prediction accuracy of variably-parameterized machine learning models. This article provides a precise mathematical analysis for the shape of this…

Uncertainty quantification is a central challenge in reliable and trustworthy machine learning. Naive measures such as last-layer scores are well-known to yield overconfident estimates in the context of overparametrized neural networks.…