Année
2024
Auteurs
LECUE Guillaume, Shang Zong
Abstract
In the linear regression model, the minimum-norm interpolant estimator has received much attention since it was proved to be consistent even though it fits noisy data perfectly under some condition on the covariance matrix of the input vector, known as benign overfitting. Motivated by this phenomenon, we study the generalization property of this estimator from a geometrical viewpoint. Our main results extend and improve the convergence rates as well as the deviation probability from (Tsigler et al. in J Mach Learn Res 24(123):1–76, 2021).
LECUE, G. et SHANG, Z. (2024). A geometrical viewpoint on the benign overfitting property of the minimum L2-norm interpolant estimator and its universality. Probability Theory and Related Fields, In press.