A Experimental Details

We prove this by contradiction. The original problem in Eq. (2) is now equivalently reduced following problem because r Namely, it is the solution of a ridgeless linear regression problem. In the second case, one needs to discern the saddle points from the global minima. The objective (9) can be upper-bounded by Eq. (9) γ We see that the above inequality is equivalent to Eq. (9) γ B.5.1 Proposition 4 Proposition 4. Any global minimum of Eq. (9) is of the form U = b By the induction assumption, the global minimum of this problem takes the form of Eq. B.6 Lemma 3 Lemma 3. At any global minimum of Eq. (9), let b ( D 1) We first apply Lemma 3 to determine the condition for the nontrivial solution to exist.