Nonetheless, modern machine learning is adaptive in its nature. Prior information about a model's performance on the test set inevitably influences

This paper considers the following question: Given the number of classes m, the number of robust accuracy queries k, and the number of test examples in the dataset n, how much can adaptive algorithms robustly overfit the test dataset? We solve this problem by equivalently giving near-matching upper and lower bounds of the robust overfitting bias in multiclass classification problems.

We conduct the first large meta-analysis of overfitting due to test set reuse in the machine learning community. Our analysis is based on over one hundred machine learning competitions hosted on the Kaggle platform over the course of several years. In each competition, numerous practitioners repeatedly evaluated their progress against a holdout set that forms the basis of a public ranking available throughout the competition. Performance on a separate test set used only once determined the final ranking. By systematically comparing the public ranking with the final ranking, we assess how much participants adapted to the holdout set over the course of a competition.

Despite their wide adoption, the underlying training and memorization dynamics of very large language models is not well understood. We empirically study exact memorization in causal and masked language modeling, across model sizes and throughout the training process. We measure the effects of dataset size, learning rate, and model size on memorization, finding that larger language models memorize training data faster across all settings. Surprisingly, we show that larger models can memorize a larger portion of the data before over-fitting and tend to forget less throughout the training process. We also analyze the memorization dynamics of different parts of speech and find that models memorize nouns and numbers first; we hypothesize and provide empirical evidence that nouns and numbers act as a unique identifier for memorizing individual training examples. Together, these findings present another piece of the broader puzzle of trying to understand what actually improves as models get bigger.

The practical success of overparameterized neural networks has motivated the recent scientific study of \emph{interpolating methods}-- learning methods which are able fit their training data perfectly. Empirically, certain interpolating methods can fit noisy training data without catastrophically bad test performance, which defies standard intuitions from statistical learning theory. Aiming to explain this, a large body of recent work has studied \emph{benign overfitting}, a behavior seen in certain asymptotic settings under which interpolating methods approach Bayes-optimality, even in the presence of noise. In this work, we argue that, while benign overfitting has been instructive to study, real interpolating methods like deep networks do not fit benignly. That is, noise in the train set leads to suboptimal generalization, suggesting that these methods fall in an intermediate regime between benign and catastrophic overfitting, in which asymptotic risk is neither is neither Bayes-optimal nor unbounded, with the confounding effect of the noise being ``tempered but non-negligible. We call this behavior \textit{tempered overfitting}. We first provide broad empirical evidence for our three-part taxonomy, demonstrating that deep neural networks and kernel machines fit to noisy data can be reasonably well classified as benign, tempered, or catastrophic. We then specialize to kernel (ridge) regression (KR), obtaining conditions on the ridge parameter and kernel eigenspectrum under which KR exhibits each of the three behaviors, demonstrating the consequences for KR with common kernels and trained neural networks of infinite width using experiments on natural and synthetic datasets.

Adaptive robust optimization (ARO) extends static robust optimization by allowing decisions to depend on the realized uncertainty - weakly dominating static solutions within the modeled uncertainty set. However, ARO makes previous constraints that were independent of uncertainty now dependent, making it vulnerable to additional infeasibilities when realizations fall outside the uncertainty set. This phenomenon of adaptive policies being brittle is analogous to overfitting in machine learning. To mitigate against this, we propose assigning constraint-specific uncertainty set sizes, with harder constraints given stronger probabilistic guarantees. Interpreted through the overfitting lens, this acts as regularization: tighter guarantees shrink adaptive coefficients to ensure stability, while looser ones preserve useful flexibility. This view motivates a principled approach to designing uncertainty sets that balances robustness and adaptivity.

This document reports on a method for detecting and preventing overfitting on data regressions, herein applied to mesh-like data structures. The mesh structure allows for the straightforward computation of the Laplace-operator second-order derivatives in a finite-difference fashion for noiseless data. Derivatives of the training data are computed on the original training mesh to serve as a true label of the entropy of the training data. Derivatives of the trained data are computed on a staggered mesh to identify oscillations in the interior of the original training mesh cells. The loss of the Laplace-operator derivatives is used for hyperparameter optimisation, achieving a reduction of unwanted oscillation through the minimisation of the entropy of the trained model. In this setup, testing does not require the splitting of points from the training data, and training is thus directly performed on all available training points. The Laplace operator applied to the trained data on a staggered mesh serves as a surrogate testing metric based on diffusion properties.

It is important to estimate an accurate signed distance function (SDF) from a point cloud in many computer vision applications. The latest methods learn neural SDFs using either a data-driven based or an overfitting-based strategy. However, these two kinds of methods are with either poor generalization or slow convergence, which limits their capability under challenging scenarios like highly noisy point clouds. To resolve this issue, we propose a method to prompt pros of both data-driven based and overfitting-based methods for better generalization, faster inference, and higher accuracy in learning neural SDFs. We introduce a novel statistical reasoning algorithm in local regions which is able to finetune data-driven based priors without signed distance supervision, clean point cloud, or point normals. This helps our method start with a good initialization, and converge to a minimum in a much faster way.

Benign overfitting is a phenomenon in machine learning where a model perfectly fits (interpolates) the training data, including noisy examples, yet still generalizes well to unseen data. Understanding this phenomenon has attracted considerable attention in recent years. In this work, we introduce a conceptual shift, by focusing on almost benign overfitting, where models simultaneously achieve both arbitrarily small training and test errors. This behavior is characteristic of neural networks, which often achieve low (but non-zero) training error while still generalizing well. We hypothesize that this almost benign overfitting can emerge even in classical regimes, by analyzing how the interaction between sample size and model complexity enables larger models to achieve both good training fit but still approach Bayes-optimal generalization. We substantiate this hypothesis with theoretical evidence from two case studies: (i) kernel ridge regression, and (ii) least-squares regression using a two-layer fully connected ReLU neural network trained via gradient flow. In both cases, we overcome the strong assumptions often required in prior work on benign overfitting. Our results on neural networks also provide the first generalization result in this setting that does not rely on any assumptions about the underlying regression function or noise, beyond boundedness. Our analysis introduces a novel proof technique based on decomposing the excess risk into estimation and approximation errors, interpreting gradient flow as an implicit regularizer, that helps avoid uniform convergence traps. This analysis idea could be of independent interest.

Overfitting is a well-known issue in machine learning that occurs when a model struggles to generalize its predictions to new, unseen data beyond the scope of its training set. Traditional techniques to mitigate overfitting include early stopping, data augmentation, and regularization. In this work, we demonstrate that the degree of overfitting of a trained model is correlated with the ability to generate counterfactual examples. The higher the overfitting, the easier it will be to find a valid counterfactual example for a randomly chosen input data point. Therefore, we introduce CF-Reg, a novel regularization term in the training loss that controls overfitting by ensuring enough margin between each instance and its corresponding counterfactual. Experiments conducted across multiple datasets and models show that our counterfactual regularizer generally outperforms existing regularization techniques.