The Generalization Error of Random Features Regression: Precise Asymptotics and the Double Descent Curve

Author:

Mei Song1,Montanari Andrea2

Affiliation:

1. Department of Statistics University of California, Berkeley 367 Evans Hall Berkeley CA 94720

2. Department of Electrical Engineering and Department of Statistics Stanford University 350 Jane Stanford Way Stanford CA 94305

Publisher

Wiley

Subject

Applied Mathematics,General Mathematics

Reference68 articles.

1. Advani M. S.;Saxe A. M.;Sompolinsky H.High‐dimensional dynamics of generalization error in neural networks.Neural Networks132(2020) 428‐446.

2. Alaoui A.; Mahoney M. W. Fast randomized kernel ridge regression with statistical guarantees.Advances in neural information processing systems28 (2015) 775–783. Available at:https://proceedings.neurips.cc/paper/2015/file/f3f27a324736617f20abbf2ffd806f6d‐Paper.pdf

3. Allen‐Zhu Z.;Li Y.;Liang Y.Learning and generalization in overparameterized neural networks going beyond two layers.Advances in neural information processing systems vol. 32. Curran Associates 2019.

4. Allen‐Zhu Z.;Li Y.;Song Z.A convergence theory for deep learning via over‐parameterization.Proceedings of the 36th International Conference on Machine Learning Proceedings of Machine Learning Research 242–252. PMLR 2019.

5. Anderson G. W.;Guionnet A.;Zeitouni O.An introduction to random matrices. Cambridge Studies in Advanced Mathematics 118. Cambridge University Press Cambridge 2010.

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