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 min-norm solution



Relaxing the Feature Covariance Assumption: Time-Variant Bounds for Benign Overfitting in Linear Regression

arXiv.org Machine Learning

Benign overfitting demonstrates that overparameterized models can perform well on test data while fitting noisy training data. However, it only considers the final min-norm solution in linear regression, which ignores the algorithm information and the corresponding training procedure. In this paper, we generalize the idea of benign overfitting to the whole training trajectory instead of the min-norm solution and derive a time-variant bound based on the trajectory analysis. Starting from the time-variant bound, we further derive a time interval that suffices to guarantee a consistent generalization error for a given feature covariance. Unlike existing approaches, the newly proposed generalization bound is characterized by a time-variant effective dimension of feature covariance. By introducing the time factor, we relax the strict assumption on the feature covariance matrix required in previous benign overfitting under the regimes of overparameterized linear regression with gradient descent. This paper extends the scope of benign overfitting, and experiment results indicate that the proposed bound accords better with empirical evidence.


To Each Optimizer a Norm, To Each Norm its Generalization

arXiv.org Machine Learning

We study the implicit regularization of optimization methods for linear models interpolating the training data in the under-parametrized and over-parametrized regimes. Since it is difficult to determine whether an optimizer converges to solutions that minimize a known norm, we flip the problem and investigate what is the corresponding norm minimized by an interpolating solution. Using this reasoning, we prove that for over-parameterized linear regression, projections onto linear spans can be used to move between different interpolating solutions. For under-parameterized linear classification, we prove that for any linear classifier separating the data, there exists a family of quadratic norms ||.||_P such that the classifier's direction is the same as that of the maximum P-margin solution. For linear classification, we argue that analyzing convergence to the standard maximum l2-margin is arbitrary and show that minimizing the norm induced by the data results in better generalization. Furthermore, for over-parameterized linear classification, projections onto the data-span enable us to use techniques from the under-parameterized setting. On the empirical side, we propose techniques to bias optimizers towards better generalizing solutions, improving their test performance. We validate our theoretical results via synthetic experiments, and use the neural tangent kernel to handle non-linear models.