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research article

Generalisation error in learning with random features and the hidden manifold model*

Gerace, Federica  
•
Loureiro, Bruno  
•
Krzakala, Florent  
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December 1, 2021
Journal Of Statistical Mechanics-Theory And Experiment

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.

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Type
research article
DOI
10.1088/1742-5468/ac3ae6
Web of Science ID

WOS:000735621400001

Author(s)
Gerace, Federica  
Loureiro, Bruno  
Krzakala, Florent  
Mezard, Marc
Zdeborova, Lenka  
Date Issued

2021-12-01

Publisher

IOP Publishing Ltd

Published in
Journal Of Statistical Mechanics-Theory And Experiment
Volume

2021

Issue

12

Article Number

124013

Subjects

Mechanics

•

Physics, Mathematical

•

Physics

•

cavity and replica method

•

deep learning

•

learning theory

•

machine learning

•

statistical-mechanics

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
IDEPHICS2  
IDEPHICS1  
SPOC1  
Available on Infoscience
January 15, 2022
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/184552
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