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 regularisation


Canonical Regularisation of Wide Feature-Learning Neural Networks

arXiv.org Machine Learning

Wide neural networks in the feature-learning regime drive modern deep learning, and yet they remain far less studied than their kernel-regime counterparts. We consider a critical yet under-explored difference between these two regimes: the regulariser and prior implied by gradient flow training. This canonical regularisation property is well-studied in kernel regime networks -- of all the infinite global minima, gradient flow selects exactly the vanishing ridge solution -- and underpins the celebrated NN-GP correspondence, precisely allowing the modelling of noise during training. However, we prove ridge regularisation biases gradient flow in feature-learning regime networks, even in the infinitesimal limit of vanishing regularisation. Over training, ridge distorts the inductive bias of the network, with a particular damage done to pretrained networks where the implicit prior is informative. We resolve this by axiomatising the canonical regulariser as a regime-agnostic function-space energy and lift, which uniquely identifies ridge in the kernel regime, and crucially generalises to the feature-learning regime. By studying the Riemannian geometry of feature-learning networks, we derive geodesic ridge from our framework, generalising ridge to the feature-learning regime. Correspondingly, we prove the canonical function-space prior is a Riemannian Gibbs Process, generalising the more familiar Gaussian Process. As a practical contribution, we propose arc ridge as a minimax-robust, scalable surrogate to geodesic ridge, revealing a deep relationship between early stopping and canonical regularisation across learning regimes. Finally, we demonstrate the consequences of our theory empirically on both image processing and NLP transfer-learning problems.


Horseshoe Forests for High-Dimensional Causal Survival Analysis

arXiv.org Machine Learning

We develop a Bayesian tree ensemble model to estimate heterogeneous treatment effects in censored survival data with high-dimensional covariates. Instead of imposing sparsity through the tree structure, we place a horseshoe prior directly on the step heights to achieve adaptive global-local shrinkage. This strategy allows flexible regularisation and reduces noise. We develop a reversible jump Gibbs sampler to accommodate the non-conjugate horseshoe prior within the tree ensemble framework. We show through extensive simulations that the method accurately estimates treatment effects in high-dimensional covariate spaces, at various sparsity levels, and under non-linear treatment effect functions. We further illustrate the practical utility of the proposed approach by a re-analysis of pancreatic ductal adenocarcinoma (PDAC) survival data from The Cancer Genome Atlas.


Bayesian inference with sources of uncertainty: from confidence modelling to sparse estimation

arXiv.org Machine Learning

We introduce a general framework that extends Bayesian inference by allowing the researcher to explicitly encode confidence in each source of uncertainty within the model. This mechanism provides a new handle for model design and regularisation control. Building on this framework, we develop a general approach for inducing sparsity in statistical models and illustrate its use in linear and logistic regression, as well as in Bayesian neural networks.



Learning Gaussian Mixtures with Generalised Linear Models: Precise Asymptotics in High-dimensions

Neural Information Processing Systems

Generalised linear models for multi-class classification problems are one of the fundamental building blocks of modern machine learning tasks. In this manuscript, we characterise the learning of a mixture of KGaussians with generic means and covariances via empirical risk minimisation (ERM) with any convex loss and regularisation. In particular, we prove exact asymptotics characterising the ERM estimator in high-dimensions, extending several previous results about Gaussian mixture classification in the literature. We exemplify our result in two tasks of interest in statistical learning: a) classification for a mixture with sparse means, where we study the efficiency of `1 penalty with respect to `2; b) max-margin multiclass classification, where we characterise the phase transition on the existence of the multi-class logistic maximum likelihood estimator for K >2. Finally, we discuss how our theory can be applied beyond the scope of synthetic data, showing that in different cases Gaussian mixtures capture closely the learning curve of classification tasks in real data sets.




Critical initialisation for deep signal propagation in noisy rectifier neural networks

Neural Information Processing Systems

Stochastic regularisation is an important weapon in the arsenal of a deep learning practitioner. However, despite recent theoretical advances, our understanding of how noise influences signal propagation in deep neural networks remains limited. By extending recent work based on mean field theory, we develop a new framework for signal propagation in stochastic regularised neural networks. Our \textit{noisy signal propagation} theory can incorporate several common noise distributions, including additive and multiplicative Gaussian noise as well as dropout. We use this framework to investigate initialisation strategies for noisy ReLU networks. We show that no critical initialisation strategy exists using additive noise, with signal propagation exploding regardless of the selected noise distribution. For multiplicative noise (e.g.\ dropout), we identify alternative critical initialisation strategies that depend on the second moment of the noise distribution. Simulations and experiments on real-world data confirm that our proposed initialisation is able to stably propagate signals in deep networks, while using an initialisation disregarding noise fails to do so.



LearningGaussianMixtureswithGeneralisedLinear Models: PreciseAsymptoticsinHigh-dimensions

Neural Information Processing Systems

We exemplify our result in two tasks of interest in statistical learning: a) classification for a mixture with sparse means, wherewestudytheefficiencyof `1penaltywithrespectto `2;b)max-marginmulticlass classification, where we characterise the phase transition on the existence ofthemulti-class logistic maximum likelihood estimator forK >2.