论文标题
随机特征和隐藏的歧管模型学习中的概括错误
Generalisation error in learning with random features and the hidden manifold model
论文作者
论文摘要
我们研究了一个综合生成的数据集的广义线性回归和分类,其中包括不同的问题问题,例如使用随机特征学习,懒惰训练制度中的神经网络以及隐藏的歧管模型。我们考虑使用统计物理学的副本方法,并使用统计物理学的复制方法,为这些问题的渐近概括性能提供了封闭形式的表达,在不足和过度覆盖的方案中有效,并为广义线性模型损失函数提供了广泛的选择。特别是,我们展示了如何在分析上获得逻辑回归的所谓双重下降行为,并在插值阈值处达到峰值,我们说明了与随机特征学习在学习中的随机高斯预测的优越性,并讨论了由隐藏模型产生的数据中相关性在数据中扮演的作用。除了对这些特定问题的兴趣之外,本手稿中引入的理论形式主义为进一步扩展到更复杂的任务提供了途径。
We study generalised linear regression and classification for a synthetically generated dataset encompassing different problems of interest, such as learning with random features, neural networks in the lazy training regime, and the hidden manifold model. We consider the high-dimensional regime and using the replica method from statistical physics, we provide a closed-form expression for the asymptotic generalisation performance in these problems, valid in both the under- and over-parametrised regimes and for a broad choice of generalised linear model loss functions. In particular, we show how to obtain analytically the so-called double descent behaviour for logistic regression with a peak at the interpolation threshold, we illustrate the superiority of orthogonal against random Gaussian projections in learning with random features, and discuss the role played by correlations in the data generated by the hidden manifold model. Beyond the interest in these particular problems, the theoretical formalism introduced in this manuscript provides a path to further extensions to more complex tasks.