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Lecture

Generalization Error in Learning with Random Features

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PHYS-754: Lecture series on scientific machine learning

This lecture presents ongoing work on how scientific questions can be tackled using machine learning. Machine learning enables extracting knowledge from data computationally and in an automatized way. We will learn on examples how this is influencing the v ...

Description

This lecture delves into the analysis of generalization error in learning theory, focusing on structured data and complex architectures. The instructor explains the hidden manifold model and the use of random features in high-dimensional regression and classification. The lecture presents a detailed derivation of the generalization error expression using the replica method from statistical physics, showcasing its application to various scenarios, including the intriguing double descent behavior observed in modern machine learning.

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Instructors (10)

Paolo De Los Rios

Paolo De Los Rios earned his master in Electronic Engineering at the Turin Institute of Technology (Politecnico di Torino) in May 1993. In November 1993 he moved to Trieste, Italy, to enter the PhD program in Theoretical Condensed Matter Theory at the International School for Advanced Studies (SISSA/ISAS) where he obtained the PhD degree in October 1996 for his work on the statistical physics of disordered systems. After a one year postdoc at the Max-Planck Institute for the Physics of Complex Systems in Dresden, Germany, in November 1997 he moved to the University of Fribourg, Switzerland, to join the group of Prof. Yi-Cheng Zhang. There he has worked on various applications of statistical physics to complex systems. In September 2000 he has been appointed Assistant Professor in Statistical Physics of Living Matter and Complex Systems at the Institute of Theoretical Physics of the University of Lausanne, Switzerland. Since April 2010 he is Associate Professor at the Institute of Theoretical Physics of the Ecole Polytechnique Fédérale de Lausanne (EPFL), Switzerland.

Michele Ceriotti

Michele Ceriotti received his Ph.D. in Physics from ETH Zürich in 2010. He spent three years in Oxford as a Junior Research Fellow at Merton College. Since 2013 he leads the laboratory for Computational Science and Modeling in the Institute of Materials at EPFL. His research revolves around the atomic-scale modelling of materials, based on the sampling of quantum and thermal fluctuations and on the use of machine learning to predict and rationalize structure-property relations. He has been awarded the IBM Research Forschungspreis in 2010, the Volker Heine Young Investigator Award in 2013, an ERC Starting Grant in 2016, and the IUPAP C10 Young Scientist Prize in 2018.

Anne-Florence Raphaëlle Bitbol

Lenka Zdeborová

Lenka Zdeborová is a Professor of Physics and of Computer Science in École Polytechnique Fédérale de Lausanne where she leads the Statistical Physics of Computation Laboratory. She received a PhD in physics from University Paris-Sud and from Charles University in Prague in 2008. She spent two years in the Los Alamos National Laboratory as the Director's Postdoctoral Fellow. Between 2010 and 2020 she was a researcher at CNRS working in the Institute of Theoretical Physics in CEA Saclay, France. In 2014, she was awarded the CNRS bronze medal, in 2016 Philippe Meyer prize in theoretical physics and an ERC Starting Grant, in 2018 the Irène Joliot-Curie prize, in 2021 the Gibbs lectureship of AMS. She is an editorial board member for Journal of Physics A, Physical Review E, Physical Review X, SIMODS, Machine Learning: Science and Technology, and Information and Inference. Lenka's expertise is in applications of concepts from statistical physics, such as advanced mean field methods, replica method and related message-passing algorithms, to problems in machine learning, signal processing, inference and optimization. She enjoys erasing the boundaries between theoretical physics, mathematics and computer science.

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Related concepts (7)

High-dimensional statistics

In statistical theory, the field of high-dimensional statistics studies data whose dimension is larger than typically considered in classical multivariate analysis. The area arose owing to the emergence of many modern data sets in which the dimension of the data vectors may be comparable to, or even larger than, the sample size, so that justification for the use of traditional techniques, often based on asymptotic arguments with the dimension held fixed as the sample size increased, was lacking.

Linear regression

In statistics, linear regression is a linear approach for modelling the relationship between a scalar response and one or more explanatory variables (also known as dependent and independent variables). The case of one explanatory variable is called simple linear regression; for more than one, the process is called multiple linear regression. This term is distinct from multivariate linear regression, where multiple correlated dependent variables are predicted, rather than a single scalar variable.

Least-angle regression

In statistics, least-angle regression (LARS) is an algorithm for fitting linear regression models to high-dimensional data, developed by Bradley Efron, Trevor Hastie, Iain Johnstone and Robert Tibshirani. Suppose we expect a response variable to be determined by a linear combination of a subset of potential covariates. Then the LARS algorithm provides a means of producing an estimate of which variables to include, as well as their coefficients.

Logistic regression

In statistics, the logistic model (or logit model) is a statistical model that models the probability of an event taking place by having the log-odds for the event be a linear combination of one or more independent variables. In regression analysis, logistic regression (or logit regression) is estimating the parameters of a logistic model (the coefficients in the linear combination).

Ridge regression

Ridge regression is a method of estimating the coefficients of multiple-regression models in scenarios where the independent variables are highly correlated. It has been used in many fields including econometrics, chemistry, and engineering. Also known as Tikhonov regularization, named for Andrey Tikhonov, it is a method of regularization of ill-posed problems. It is particularly useful to mitigate the problem of multicollinearity in linear regression, which commonly occurs in models with large numbers of parameters.

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