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The Zero Pattern of a Design Matrix Drives Multiple Descent in Over-parameterized Regression

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Over-parameterized linear regression has been widely studied over the last decade. However, most existing works assume that the covariates are independent and that their covariance matrices are non-degenerate.

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arXiv Machine Learning
Jun 10

Risk Comparisons in Linear Regression: Implicit Regularization Dominates Explicit Regularization

arXiv:2509. 17251v2 Announce Type: replace-cross Abstract: Existing theory suggests that for linear regression problems categorized by capacity and source conditions, gradient descent (GD) is always minimax optimal, while both ridge regression and online stochastic gradient descent (SGD) are polynomially suboptimal for certain categories of such problems.

By Jingfeng Wu, Peter L. Bartlett, Sham M. Kakade, Jason D. Lee, Bin Yu