Statistical Learning
Overfitting or perfect fitting? Risk bounds for classification and regression rules that interpolate
Mikhail Belkin, Daniel J. Hsu, Partha Mitra
Many modern machine learning models are trained to achieve zero or near-zero training error in order to obtain near-optimal (but non-zero) test error. This phenomenon of strong generalization performance for "overfitted" / interpolated classifiers appears to be ubiquitous in high-dimensional data, having been observed in
Ridge Regression and Provable Deterministic Ridge Leverage Score Sampling
Ridge leverage scores provide a balance between low-rank approximation and regularization, and are ubiquitous in randomized linear algebra and machine learning. Deterministic algorithms are also of interest in the moderately big data regime, because deterministic algorithms provide interpretability to the practitioner by having no failure probability and always returning the same results.