Just Interpolate: Kernel "Ridgeless" Regression Can Generalize

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Summary

This work isolates a phenomenon of implicit regularization for minimum-norm interpolated solutions which is due to a combination of high dimensionality of the input data, curvature of the kernel function, and favorable geometric properties of the data such as an eigenvalue decay of the empirical covariance and kernel matrices.

Type
article
Published
2018-08-01
Cited by
382
References
34
Access
Open access

Keywords

Kernel (algebra), Curse of dimensionality, Kernel method, Curvature, Covariance

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