Title
Generalization Error of Generalized Linear Models in High Dimensions
Abstract
At the heart of machine learning lies the question of generalizability of learned rules over previously unseen data. While over-parameterized models based on neural networks are now ubiquitous in machine learning applications, our understanding of their generalization capabilities is incomplete. This task is made harder by the non-convexity of the underlying learning problems. We provide a general framework to characterize the asymptotic generalization error for single-layer neural networks (i.e., generalized linear models) with arbitrary non-linearities, making it applicable to regression as well as classification problems. This framework enables analyzing the effect of (i) over-parameterization and non-linearity during modeling; and (ii) choices of loss function, initialization, and regularizer during learning. Our model also captures mismatch between training and test distributions. As examples, we analyze a few special cases, namely linear regression and logistic regression. We are also able to rigorously and analytically explain the \emph{double descent} phenomenon in generalized linear models.
Year
Venue
DocType
2020
ICML
Conference
Citations 
PageRank 
References 
0
0.34
0
Authors
5
Name
Order
Citations
PageRank
Emami Melikasadat100.34
Mojtaba Sahraee-Ardakan282.61
Pandit Parthe310.70
Sundeep Rangan43101163.90
Alyson K. Fletcher555241.10