Closed-form $\ell_r$ norm scaling with data for overparameterized linear regression and diagonal linear networks under $\ell_p$ bias

Fuente: arXiv
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Autores principales: Zhang, Shuofeng, Louis, Ard
Formato: Preprint
Publicado: 2025
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author Zhang, Shuofeng
Louis, Ard
author_facet Zhang, Shuofeng
Louis, Ard
contents For overparameterized linear regression with isotropic Gaussian design and minimum-$\ell_p$ interpolator $p\in(1,2]$, we give a unified, high-probability characterization for the scaling of the family of parameter norms $ \\{ \lVert \widehat{w_p} \rVert_r \\}_{r \in [1,p]} $ with sample size. We solve this basic, but unresolved question through a simple dual-ray analysis, which reveals a competition between a signal *spike* and a *bulk* of null coordinates in $X^\top Y$, yielding closed-form predictions for (i) a data-dependent transition $n_\star$ (the "elbow"), and (ii) a universal threshold $r_\star=2(p-1)$ that separates $\lVert \widehat{w_p} \rVert_r$'s which plateau from those that continue to grow with an explicit exponent. This unified solution resolves the scaling of *all* $\ell_r$ norms within the family $r\in [1,p]$ under $\ell_p$-biased interpolation, and explains in one picture which norms saturate and which increase as $n$ grows. We then study diagonal linear networks (DLNs) trained by gradient descent. By calibrating the initialization scale $α$ to an effective $p_{\mathrm{eff}}(α)$ via the DLN separable potential, we show empirically that DLNs inherit the same elbow/threshold laws, providing a predictive bridge between explicit and implicit bias. Given that many generalization proxies depend on $\lVert \widehat {w_p} \rVert_r$, our results suggest that their predictive power will depend sensitively on which $l_r$ norm is used.
format Preprint
id arxiv_https___arxiv_org_abs_2509_21181
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Closed-form $\ell_r$ norm scaling with data for overparameterized linear regression and diagonal linear networks under $\ell_p$ bias
Zhang, Shuofeng
Louis, Ard
Machine Learning
Statistics Theory
For overparameterized linear regression with isotropic Gaussian design and minimum-$\ell_p$ interpolator $p\in(1,2]$, we give a unified, high-probability characterization for the scaling of the family of parameter norms $ \\{ \lVert \widehat{w_p} \rVert_r \\}_{r \in [1,p]} $ with sample size. We solve this basic, but unresolved question through a simple dual-ray analysis, which reveals a competition between a signal *spike* and a *bulk* of null coordinates in $X^\top Y$, yielding closed-form predictions for (i) a data-dependent transition $n_\star$ (the "elbow"), and (ii) a universal threshold $r_\star=2(p-1)$ that separates $\lVert \widehat{w_p} \rVert_r$'s which plateau from those that continue to grow with an explicit exponent. This unified solution resolves the scaling of *all* $\ell_r$ norms within the family $r\in [1,p]$ under $\ell_p$-biased interpolation, and explains in one picture which norms saturate and which increase as $n$ grows. We then study diagonal linear networks (DLNs) trained by gradient descent. By calibrating the initialization scale $α$ to an effective $p_{\mathrm{eff}}(α)$ via the DLN separable potential, we show empirically that DLNs inherit the same elbow/threshold laws, providing a predictive bridge between explicit and implicit bias. Given that many generalization proxies depend on $\lVert \widehat {w_p} \rVert_r$, our results suggest that their predictive power will depend sensitively on which $l_r$ norm is used.
title Closed-form $\ell_r$ norm scaling with data for overparameterized linear regression and diagonal linear networks under $\ell_p$ bias
topic Machine Learning
Statistics Theory
url https://arxiv.org/abs/2509.21181