The distribution of ridgeless least squares interpolators

Q Han, X Xu - arXiv preprint arXiv:2307.02044, 2023 - arxiv.org
The Ridgeless minimum $\ell_2 $-norm interpolator in overparametrized linear regression
has attracted considerable attention in recent years. While it seems to defy the conventional …

Corrected generalized cross-validation for finite ensembles of penalized estimators

PC Bellec, JH Du, T Koriyama, P Patil… - Journal of the Royal …, 2024 - academic.oup.com
Generalized cross-validation (GCV) is a widely used method for estimating the squared out-
of-sample prediction risk that employs scalar degrees of freedom adjustment (in a …

Asymptotically free sketched ridge ensembles: Risks, cross-validation, and tuning

P Patil, D LeJeune - arXiv preprint arXiv:2310.04357, 2023 - arxiv.org
We employ random matrix theory to establish consistency of generalized cross validation
(GCV) for estimating prediction risks of sketched ridge regression ensembles, enabling …

Precise asymptotics of bagging regularized m-estimators

T Koriyama, P Patil, JH Du, K Tan, PC Bellec - arXiv preprint arXiv …, 2024 - arxiv.org
We characterize the squared prediction risk of ensemble estimators obtained through
subagging (subsample bootstrap aggregating) regularized M-estimators and construct a …

Optimal Ridge Regularization for Out-of-Distribution Prediction

P Patil, JH Du, RJ Tibshirani - arXiv preprint arXiv:2404.01233, 2024 - arxiv.org
We study the behavior of optimal ridge regularization and optimal ridge risk for out-of-
distribution prediction, where the test distribution deviates arbitrarily from the train …

Dataset Distillation from First Principles: Integrating Core Information Extraction and Purposeful Learning

V Kungurtsev, Y Peng, J Gu, S Vahidian… - arXiv preprint arXiv …, 2024 - arxiv.org
Dataset distillation (DD) is an increasingly important technique that focuses on constructing
a synthetic dataset capable of capturing the core information in training data to achieve …

Implicit regularization paths of weighted neural representations

JH Du, P Patil - arXiv preprint arXiv:2408.15784, 2024 - arxiv.org
We study the implicit regularization effects induced by (observation) weighting of pretrained
features. For weight and feature matrices of bounded operator norms that are infinitesimally …

Revisiting Optimism and Model Complexity in the Wake of Overparameterized Machine Learning

P Patil, JH Du, RJ Tibshirani - arXiv preprint arXiv:2410.01259, 2024 - arxiv.org
Common practice in modern machine learning involves fitting a large number of parameters
relative to the number of observations. These overparameterized models can exhibit …

Spectral Theory of Covariance Matrices with its Statistical Applications

X Xu - 2024 - search.proquest.com
This thesis delves into the spectral properties of covariance matrices and investigates the
statistical behavior of Ridge estimators in high-dimensional settings. The first part focuses on …

Learning and Decision-Making in Complex Environments

A Wei - 2023 - escholarship.org
In this dissertation, we present several forays into the complexity that characterizes modern
machine learning, with a focus on the interplay between learning processes, incentives, and …