General Loss Functions Lead to (Approximate) Interpolation in High Dimensions

Fuente: arXiv
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Autori principali: Lai, Kuo-Wei, Muthukumar, Vidya
Natura: Preprint
Pubblicazione: 2023
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author Lai, Kuo-Wei
Muthukumar, Vidya
author_facet Lai, Kuo-Wei
Muthukumar, Vidya
contents We provide a unified framework that applies to a general family of convex losses across binary and multiclass settings in the overparameterized regime to approximately characterize the implicit bias of gradient descent in closed form. Specifically, we show that the implicit bias is approximated (but not exactly equal to) the minimum-norm interpolation in high dimensions, which arises from training on the squared loss. In contrast to prior work, which was tailored to exponentially-tailed losses and used the intermediate support-vector-machine formulation, our framework directly builds on the primal-dual analysis of Ji and Telgarsky (2021), allowing us to provide new approximate equivalences for general convex losses through a novel sensitivity analysis. Our framework also recovers existing exact equivalence results for exponentially-tailed losses across binary and multiclass settings. Finally, we provide evidence for the tightness of our techniques and use our results to demonstrate the effect of certain loss functions designed for out-of-distribution problems on the closed-form solution.
format Preprint
id arxiv_https___arxiv_org_abs_2303_07475
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle General Loss Functions Lead to (Approximate) Interpolation in High Dimensions
Lai, Kuo-Wei
Muthukumar, Vidya
Machine Learning
Optimization and Control
We provide a unified framework that applies to a general family of convex losses across binary and multiclass settings in the overparameterized regime to approximately characterize the implicit bias of gradient descent in closed form. Specifically, we show that the implicit bias is approximated (but not exactly equal to) the minimum-norm interpolation in high dimensions, which arises from training on the squared loss. In contrast to prior work, which was tailored to exponentially-tailed losses and used the intermediate support-vector-machine formulation, our framework directly builds on the primal-dual analysis of Ji and Telgarsky (2021), allowing us to provide new approximate equivalences for general convex losses through a novel sensitivity analysis. Our framework also recovers existing exact equivalence results for exponentially-tailed losses across binary and multiclass settings. Finally, we provide evidence for the tightness of our techniques and use our results to demonstrate the effect of certain loss functions designed for out-of-distribution problems on the closed-form solution.
title General Loss Functions Lead to (Approximate) Interpolation in High Dimensions
topic Machine Learning
Optimization and Control
url https://arxiv.org/abs/2303.07475