arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2202.03348cs.LGcond-mat.stat-mech

Failure and success of the spectral bias prediction for Kernel Ridge Regression: the case of low-dimensional data

EPFL(洛桑联邦理工学院);Institute of Physics, EPFL(洛桑联邦理工学院物理研究所)

Umberto M. Tomasini, Antonio Sclocchi, Matthieu Wyart

英文摘要:

Recently, several theories including the replica method made predictions for the generalization error of Kernel Ridge Regression. In some regimes, they predict that the method has a `spectral bias': decomposing the true function $f^*$ on the eigenbasis of the kernel, it fits well the coefficients associated with the O(P) largest eigenvalues, where $P$ is the size of the training set. This prediction works very well on benchmark data sets such as images, yet the assumptions these approaches make on the data are never satisfied in practice. To clarify when the spectral bias prediction holds, we first focus on a one-dimensional model where rigorous results are obtained and then use scaling arguments to generalize and test our findings in higher dimensions. Our predictions include the classification case $f(x)=$sign$(x_1)$ with a data distribution that vanishes at the decision boundary $p(x)\sim x_1^χ$. For $χ>0$ and a Laplace kernel, we find that (i) there exists a cross-over ridge $λ^*_{d,χ}(P)\sim P^{-\frac{1}{d+χ}}$ such that for $λ\gg λ^*_{d,χ}(P)$, the replica method applies, but not for $λ\llλ^*_{d,χ}(P)$, (ii) in the ridge-less case, spectral bias predicts the correct training curve exponent only in the limit $d\rightarrow\infty$.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑