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arXiv 2203.03597stat.MLcs.LG
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Fast Rates for Noisy Interpolation Require Rethinking the Effects of Inductive Bias

ETH Zurich(苏黎世联邦理工学院);ETH AI Center(苏黎世联邦理工学院人工智能中心);Max-Planck-Institute for Intelligent Systems(马克斯·普朗克智能系统研究所)

Konstantin Donhauser, Nicolo Ruggeri, Stefan Stojanovic, Fanny Yang

英文摘要:

Good generalization performance on high-dimensional data crucially hinges on a simple structure of the ground truth and a corresponding strong inductive bias of the estimator. Even though this intuition is valid for regularized models, in this paper we caution against a strong inductive bias for interpolation in the presence of noise: While a stronger inductive bias encourages a simpler structure that is more aligned with the ground truth, it also increases the detrimental effect of noise. Specifically, for both linear regression and classification with a sparse ground truth, we prove that minimum $\ell_p$-norm and maximum $\ell_p$-margin interpolators achieve fast polynomial rates close to order $1/n$ for $p > 1$ compared to a logarithmic rate for $p = 1$. Finally, we provide preliminary experimental evidence that this trade-off may also play a crucial role in understanding non-linear interpolating models used in practice.

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