Surprises in high-dimensional ridgeless least squares interpolation

Author:

Hastie Trevor1,Montanari Andrea2,Rosset Saharon3,Tibshirani Ryan J.4

Affiliation:

1. Department of Statistics and Department of Biomedical Data Science, Stanford University

2. Department of Statistics and Department of Electrical Engineering, Stanford University

3. School of Mathematical Sciences, Tel Aviv University

4. Department of Statistics and Department of Machine Learning, Carnegie Mellon University

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

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