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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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48 results for Overparameterized Linear Regression

The paper shows how data and algorithm interactions affect overparameterized linear regression generalization.

problem Understanding generalization in overparameterized linear regression.
method Introducing data-algorithm compatibility and performing data-dependent trajectory analysis with gradient descent.
result Early stopping iterates lead to better generalization than last-iterate analysis, with weaker restrictions.

Overparameterized models are more vulnerable to membership inference attacks.

problem Vulnerability of overparameterized models to membership inference attacks.
method Theoretical and empirical analysis of overparameterized linear and ridge-regularized linear regression models in the Gaussian data setting.
result Increased number of parameters and model complexity increase vulnerability to membership inference attacks.

Last SGD iterate bounds for overparameterized linear regression.

problem Analyzing the last iterate risk bounds of SGD with decaying stepsize for overparameterized linear regression.
method Problem-dependent analysis of last iterate risk bounds of SGD with geometrically decaying stepsize.
result Proved nearly matching upper and lower bounds on the excess risk for last iterate SGD with geometrically decaying stepsize.

More data can actually hurt linear regression performance in certain conditions.

problem The test risk of linear regression estimators increases with additional samples in overparameterized settings.
method An analysis of linear regression with isotropic Gaussian covariates using gradient descent.
result The bias decreases with more samples, but variance increases, leading to a surprising increase in test risk.

Task shift from classification to regression is possible in overparameterized linear models with limited additional data.

problem Transferability of latent knowledge from classification to regression in overparameterized linear models.
method Investigation of task shift in overparameterized linear regression, zero-shot and few-shot cases, with a focus on minimum-norm interpolation.
result Minimum-norm interpolators can transfer latent knowledge from classification to regression with limited additional data.

Bayesian method improves predictions in overparameterized nonlinear regression.

problem Understanding overparameterization in nonlinear regression models.
method Bayesian framework with adaptive prior considering data spectral structure.
result Posterior contraction established for generalized linear and single-neuron models, demonstrating prediction consistency.

ASGD outperforms SGD in overparameterized linear regression, especially in subspaces of small eigenvalues.

problem Generalization of ASGD for overparameterized linear regression.
method Established instance-dependent excess risk bound for ASGD in each eigen-subspace of the data covariance matrix.
result ASGD outperforms SGD in subspaces of small eigenvalues, exhibiting faster decay of bias error.

We analyze optimal weighted ridge regression in overparameterized linear models.

problem Optimal regularization in overparameterized linear regression models.
method Generalized ridge regression with weighted regularization.
result The optimal regularization parameter can be negative in overparameterized settings.

Estimates generalization gap for overparameterized models using Langevin approximation.

problem Estimating the difference between training and generalization performance in overparameterized models.
method Functional variance and Langevin approximation of functional variance.
result Demonstrates efficient estimation of generalization gaps for overparameterized models.

Classification and regression tasks in overparameterized models show different generalization properties.

problem Comparing classification and regression in overparameterized models.
method Comparison of least-squares minimum-norm interpolation and hard-margin SVM using different loss functions.
result Interpolating solutions generalize well with 0-1 loss but not with square loss.

Optimal machine learning requires interpolating training data in high-dimensional linear regression.

problem Achieving optimal predictive risk in overparameterized linear regression models.
method Analyzing proportional asymptotics of random design and label noise variance.
result Optimal performance in linear regression requires fitting training data to higher accuracy than inherent noise.

CPCR mitigates bias in PCR for overparameterized models.

problem Bias in Principal Component Regression (PCR) for overparameterized models.
method Calibrated Principal Component Regression (CPCR) learns a low-variance prior in the PC subspace and calibrates the model in the original feature space.
result CPCR outperforms standard PCR in overparameterized settings, improving prediction across multiple problems.

Overparameterized models generalize well despite fitting noisy data.

problem Understanding why overparameterized models generalize well despite fitting noisy data.
method Statistical signal processing perspective.
result Overparameterized models often outperform underparameterized models in test performance.

PCA-based dimensionality reduction improves robustness in overparameterized linear models.

problem Improving robustness in overparameterized linear models.
method PCA-based dimensionality reduction (PCA-OLS)
result PCA-OLS can achieve better generalization than ordinary least squares (OLS) in the overparameterized regime.

The paper analyzes how gradient descent implicitly regularizes solutions in overparameterized neural networks, revealing depth-dependent regularization effects.

problem Understanding implicit regularization in overparameterized linear neural networks for regression problems.
method Analyzing the approximation error between gradient flow limit points and 1\ell^1-minimization solutions, deriving tight upper and lower bounds.
result The approximation error decreases linearly for D3D \ge 3 and at a slower rate for D=2D=2, linked to null space property constants.

Many statistical estimators for high-dimensional linear regression are M-estimators, formed through minimizing a data-dependent square loss function plus a regularizer. This work considers a new class of estimators implicitly defined through a discretized gradient dynamic system under overparameterization. We show that…

2019-03-22abs ↗pdf ↗

Meta learning works well with overparameterized models, a phenomenon called 'benign overfitting'.

problem Understanding why overparameterized models perform well in few-shot learning.
method Analyzed the generalization performance of gradient-based meta learning with an overparameterized meta linear regression model.
result Demonstrated that overparameterized meta learning can still generalize well, a phenomenon called 'benign overfitting'.

Overparameterized linear model shows strong classification but weak regression, susceptible to adversarial perturbations.

problem Adversarial vulnerability of overparameterized linear models.
method Lifted Fourier feature map, analyzing overparameterized linear ensemble.
result Spatial localization leads to adversarial vulnerability in an intermediate classification regime.

Double descent in transfer learning explained for linear regression problems.

problem Understanding generalization errors in transferring parameters between overparameterized linear regression tasks.
method Analytical characterization of generalization error in terms of transfer learning factors.
result Generalization error follows a two-dimensional double descent trend controlled by transfer learning factors.

SGD implicitly regularizes linear regression problems better than ridge regression for many cases.

problem Understanding implicit regularization in linear regression problems.
method Comparing SGD and ridge regression on a broad class of least squares problems.
result SGD generalizes no worse than ridge regression for many problem instances, sometimes better.

Analyzes generalization error in distributed linear regression.

problem Understanding generalization performance in distributed learning.
method Analytical characterization of generalization error in linear regression with distributed learning.
result Generalization error increases dramatically when nodes estimate close to the number of observations.

Unified analysis of parameter norms in overparameterized linear models, revealing scaling laws and thresholds.

problem Understanding the scaling of parameter norms in overparameterized linear models.
method Simple dual-ray analysis revealing competition between signal spike and bulk of null coordinates.
result Unified closed-form predictions for parameter norm scaling, including elbow and threshold laws.

Removing spurious features can hurt model accuracy and disproportionately affect different groups.

problem Interference from spurious features in robust model performance across different groups.
method Characterization and analysis of spurious feature removal in noiseless overparameterized linear regression.
result Removal of spurious features can decrease accuracy and disproportionately affect different groups, even in balanced datasets.

Overparameterized models improve performance in sequential learning tasks.

problem Catastrophic forgetting in overparameterized neural networks.
method Two-task linear regression problem with random orthogonal transformations.
result Overparameterization mitigates catastrophic forgetting in sequential learning tasks.

The paper analyzes how overparameterized models can generalize well in multiclass classification.

problem Generalization in multiclass classification with overparameterized models.
method Survival/contamination analysis framework adapted for multiclass classification.
result Multiclass classification can generalize well even with many classes, unlike regression tasks.

This paper explains how overparameterization aids in meta-learning with few samples.

problem Building a generalizable model with few samples in meta-learning.
method Analyzes the optimal linear representation and sample complexity for meta-learning tasks.
result Overparameterization naturally answers fundamental meta-learning questions, reducing sample complexity.

Study shows linear models can predict CATE without overfitting, even with large data.

problem Overfitting in large-scale causal inference models.
method Investigated linear models for CATE prediction, considering samples with switching distributions.
result IPW-learner converges risk to zero if propensity score is known, while T-learner fails to achieve consistency.

Double descent phenomenon explained in simple terms.

problem Understanding the surprising drop in test error in overparameterized models.
method Informal explanation using linear algebra and probability, visual intuition with polynomial regression, mathematical analysis with ordinary linear regression.
result Three factors create double descent: data undersampling, model size, and parameter count. Ablating any one of these factors prevents double descent.

A new tradeoff between regularization and sharpness improves model performance in overparameterized settings.

problem Improving model performance in overparameterized settings with minimum-norm interpolators.
method Proposes a regularization-sharpness tradeoff for overparameterized linear regression with an ℓ^p penalty.
result Empirical validation shows the tradeoff terms can distinguish performant linear interpolators.

KReTTaH uses tensor trains and Hadamard overparameterization for fast, interpretable multi-way data imputation.

problem Multi-way data imputation for high-dimensional functional MRI and dynamic graph recovery.
method Reformulates imputation as RKHS regression with TT-constrained coefficients and Hadamard overparameterization. Optimizes TT coefficients and kernel matrices on Riemannian manifolds.
result Consistently outperforms state-of-the-art methods in modeling accuracy.

KReTTaH uses tensor trains and Hadamard overparameterization for fast, interpretable multi-way data imputation.

problem Multi-way data imputation in high-dimensional spaces.
method Reformulates imputation as RKHS regression with TT-constrained coefficients, optimized on manifold frameworks.
result Consistently outperforms state-of-the-art methods in accuracy.

Batching stabilizes risk in high-dimensional linear regression models.

problem Stability and risk behavior in high-dimensional overparameterized linear regression.
method Minimum-norm overparameterized linear regression model with batch-partitioning.
result Optimal batch size is inversely proportional to noise level and overparametrization ratio, leading to stable risk behavior.

A continuing mystery in understanding the empirical success of deep neural networks is their ability to achieve zero training error and generalize well, even when the training data is noisy and there are more parameters than data points. We investigate this overparameterized regime in linear regression, where all solut…

2019-03-21abs ↗pdf ↗

This work explains how large neural networks generalize well despite overparameterization.

problem Understanding the generalization behavior of large neural networks.
method Theoretical analysis of approximation and generalization errors in regression and classification tasks.
result Deep overparameterized neural networks are statistically consistent across different tasks when regularization is applied.

New bounds for linear interpolators show how they generalize under covariate shifts.

problem Understanding how linear interpolators generalize under covariate shifts.
method Proved non-asymptotic excess risk bounds for benignly-overfit linear interpolators in transfer learning.
result Identified beneficial and malignant covariate shifts based on overparameterization degree.

The study prevents model collapse in overparameterized linear regression by mixing real and synthetic labels.

problem Preventing model collapse in overparameterized linear regression.
method Iterative mixing of real and synthetic labels, deriving generalization error formulae.
result Optimal mixing ratio converges to the reciprocal of the golden ratio for isotropic features.

Neural networks generalize well despite overfitting due to high capacity.

problem Understanding why deep neural networks generalize well in overparameterized settings.
method High-dimensional asymptotic analysis of generalization under kernel regression with Neural Tangent Kernel.
result Test error exhibits non-monotonic behavior and can have additional peaks and descents in the overparameterized regime.

SGD in linear regression overfits but performs well due to bias-variance trade-off.

problem Understanding overfitting in SGD for linear regression.
method Constant-stepsize SGD with iterate averaging or tail averaging, analyzing full eigenspectrum of data covariance matrix.
result Sharp excess risk bounds revealing bias-variance decomposition for SGD in linear regression.

Early stopping improves logistic regression's calibration and consistency in high dimensions.

problem Improving the statistical performance of gradient descent in overparameterized logistic regression.
method Investigates the effects of early stopping on gradient descent in logistic regression.
result Early-stopped gradient descent is well-calibrated and statistically consistent, while asymptotic gradient descent is not.