Termin: Detail

Mojtaba Sahraee-Ardakan (UCLA): Equivalence of Kernel Methods and Linear Models in High Dimensions

Ort: MPI für Mathematik in den Naturwissenschaften Leipzig, Videobroadcast

Video broadcast: Math Machine Learning seminar MPI MIS + UCLA Empirical observation of high dimensional phenomena, such as the double descent behavior, has attracted a lot of interest in understanding classical techniques such as kernel methods, and their implications to explain generalization properties of neural networks that operate close to kernel regime. Many recent works analyze such models in a certain high-dimensional regime where the covariates are generated by independent sub-Gaussian random variables transformed through a covariance matrix and the number of samples and the number of covariates grow at a fixed ratio (i.e. proportional asymptotics). In this work we show that for a large class of kernels, including the neural tangent kernel of fully connected networks, kernel methods can only perform as well as linear models in this regime. More surprisingly, when the data is generated by a Gaussian process model where the relationship between input and the response could be very nonlinear, we show that linear models are in fact optimal, i.e. linear models achieve the minimum risk among all models, linear or nonlinear. These results suggest that more complex models for the data other than independent features are needed for high-dimensional analysis.

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Beginn: 8. Dezember 2022 17:00

Ende: 8. Dezember 2022 18:30