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Poster

Overfitting Behaviour of Gaussian Kernel Ridge Regression: Varying Bandwidth or Dimensionality

Marko Medvedev · Gal Vardi · Nati Srebro

West Ballroom A-D #5602
[ ]
Thu 12 Dec 4:30 p.m. PST — 7:30 p.m. PST

Abstract:

We consider the overfitting behavior of minimum norm interpolating solutions of Gaussian kernel ridge regression (i.e. kernel ridgeless regression), when the bandwidth or input dimension varies with the sample size. For fixed dimensions, we show that even with varying or tuned bandwidth, the ridgeless solution is never consistent and we argue that it is always worse than the null predictor. For increasing dimension, we give a generic characterization of the overfitting behavior for any scaling of the dimension with sample size. We use this to provide the first example of benign overfitting using the Gaussian kernel with sub-polynomial scaling dimension. All our results are under the Gaussian universality ansatz and the (non-rigorous) risk predictions in terms of the kernel eigenstructure.

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