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arXiv 2201.08082stat.MLcs.LG

Kernel Methods and Multi-layer Perceptrons Learn Linear Models in High Dimensions

Halıcıoğlu Data Science Institute, UCSD(加州大学圣迭戈分校哈利西奥卢数据科学研究所);Department of Electrical and Computer Engineering, NYU(纽约大学电气与计算机工程系);Department of Electrical and Computer Engineering, UCLA(加州大学洛杉矶分校电气与计算机工程系);Department of Statistics, UCLA(加州大学洛杉矶分校统计系)

Mojtaba Sahraee-Ardakan, Melikasadat Emami, Parthe Pandit, Sundeep Rangan, Alyson K. Fletcher

英文摘要:

Empirical observation of high dimensional phenomena, such as the double descent behaviour, has attracted a lot of interest in understanding classical techniques such as kernel methods, and their implications to explain generalization properties of neural networks. Many recent works analyze such models in a certain high-dimensional regime where the covariates are independent and the number of samples and the number of covariates grow at a fixed ratio (i.e. proportional asymptotics). In this work we show that for a large class of kernels, including the neural tangent kernel of fully connected networks, kernel methods can only perform as well as linear models in this regime. More surprisingly, when the data is generated by a kernel model where the relationship between input and the response could be very nonlinear, we show that linear models are in fact optimal, i.e. linear models achieve the minimum risk among all models, linear or nonlinear. These results suggest that more complex models for the data other than independent features are needed for high-dimensional analysis.

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