Beyond Benign Overfitting in Nadaraya-Watson Interpolators

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Hauptverfasser: Barzilai, Daniel, Kornowski, Guy, Shamir, Ohad
Format: Preprint
Veröffentlicht: 2025
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author Barzilai, Daniel
Kornowski, Guy
Shamir, Ohad
author_facet Barzilai, Daniel
Kornowski, Guy
Shamir, Ohad
contents In recent years, there has been much interest in understanding the generalization behavior of interpolating predictors, which overfit on noisy training data. Whereas standard analyses are concerned with whether a method is consistent or not, recent observations have shown that even inconsistent predictors can generalize well. In this work, we revisit the classic interpolating Nadaraya-Watson (NW) estimator (also known as Shepard's method), and study its generalization capabilities through this modern viewpoint. In particular, by varying a single bandwidth-like hyperparameter, we prove the existence of multiple overfitting behaviors, ranging non-monotonically from catastrophic, through benign, to tempered. Our results highlight how even classical interpolating methods can exhibit intricate generalization behaviors. In addition, for the purpose of tuning the hyperparameter, the results suggest that over-estimating the intrinsic dimension of the data is less harmful than under-estimating it. Numerical experiments complement our theory, demonstrating the same phenomena.
format Preprint
id arxiv_https___arxiv_org_abs_2502_07480
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Beyond Benign Overfitting in Nadaraya-Watson Interpolators
Barzilai, Daniel
Kornowski, Guy
Shamir, Ohad
Machine Learning
Statistics Theory
In recent years, there has been much interest in understanding the generalization behavior of interpolating predictors, which overfit on noisy training data. Whereas standard analyses are concerned with whether a method is consistent or not, recent observations have shown that even inconsistent predictors can generalize well. In this work, we revisit the classic interpolating Nadaraya-Watson (NW) estimator (also known as Shepard's method), and study its generalization capabilities through this modern viewpoint. In particular, by varying a single bandwidth-like hyperparameter, we prove the existence of multiple overfitting behaviors, ranging non-monotonically from catastrophic, through benign, to tempered. Our results highlight how even classical interpolating methods can exhibit intricate generalization behaviors. In addition, for the purpose of tuning the hyperparameter, the results suggest that over-estimating the intrinsic dimension of the data is less harmful than under-estimating it. Numerical experiments complement our theory, demonstrating the same phenomena.
title Beyond Benign Overfitting in Nadaraya-Watson Interpolators
topic Machine Learning
Statistics Theory
url https://arxiv.org/abs/2502.07480