Double descent for least-squares interpolation on contaminated data: A simulation study

Résumé DzCademia

Cette page structure un contenu IA & recherche pour faciliter la lecture, la citation et la vérification par les chercheurs, étudiants et moteurs IA.

arXiv:2605.21494v1 Announce Type: new Abstract: Overparametrized models can exhibit an excellent generalization performance, although they should be prone to overfitting according to classical statistical theory. The discovery of the "double descent", indicating that the generalization error decreases after a certain model complexity has been reached, opened a new line of research. Robust statistics considers statistical estimation on contaminated data, which, due to assumptions that do not hold on real data, let data points appear as outliers w.r.t. the assumed "ideal" distribution, potentially severely distorting any classical estimator. We address the question whether a double descent phenomenon can be observed in a linear regression setting with contaminated training data. We compare the performance of the highly non-robust least-squares interpolation estimator with several robust alternatives. It turns out that large overparametrization indeed allows for a double descent phenomenon, resulting in a very good generalization performance of the least-squares interpolator, surpassing that of the robust alternatives.

intelligence artificielle

Voir la source originale

Source officielle ou originale : arXiv Machine Learning. Vérifiez toujours les détails sur la source primaire.

Retour IA & Recherche