Implicit Regularization Leads to Benign Overfitting for Sparse Linear Regression
In deep learning, often the training process finds an interpolator (a solution with 0 training loss), but the test loss is still low. This phenomenon, known as benign overfitting, is a major mystery that received a lot of recent attention. One common mechanism for benign overfitting is implicit regularization, where the training process leads to additional properties for the interpolator, often characterized by minimizing certain norms. However, even for a simple sparse linear regression problem $y = \beta^{*\top} x +\xi$ with sparse $\beta^*$, neither minimum $\ell_1$ or $\ell_2$ norm interpolator gives the optimal test loss. In this work, we give a different parametrization of the model which leads to a new implicit regularization effect that combines the benefit of $\ell_1$ and $\ell_2$ interpolators. We show that training our new model via gradient descent leads to an interpolator with near-optimal test loss. Our result is based on careful analysis of the training dynamics and provides another example of implicit regularization effect that goes beyond norm minimization.
Code (0)
등록된 구현이 없습니다.
Tasks
regressionMethods 이 논문이 사용한 방법론
Similar Papers 제목 키워드 기반
Implicit Regularization for Multi-label Feature Selection
In this paper, we address the problem of feature selection in the context of multi-label learning, by using a new estimator based on implicit regularization and label embedding. Unlike the sparse feature selection method…
feature selectionMulti-Label LearningDeep learning: a statistical viewpoint
The remarkable practical success of deep learning has revealed some major surprises from a theoretical perspective. In particular, simple gradient methods easily find near-optimal solutions to non-convex optimization pro…
Deep LearningPredictionBenign Overfitting and Noisy Features
Modern machine learning often operates in the regime where the number of parameters is much higher than the number of data points, with zero training loss and yet good generalization, thereby contradicting the classical …
The Surprising Harmfulness of Benign Overfitting for Adversarial Robustness
Recent empirical and theoretical studies have established the generalization capabilities of large machine learning models that are trained to (approximately or exactly) fit noisy data. In this work, we prove a surprisin…
Adversarial RobustnessBenign Overfitting in Classification: Provably Counter Label Noise with Larger Models
Studies on benign overfitting provide insights for the success of overparameterized deep learning models. In this work, we examine whether overfitting is truly benign in real-world classification tasks. We start with the…