The Zero Pattern of a Design Matrix Drives Multiple Descent in Over-parameterized Regression
Over-parameterized linear regression has been widely studied over the last decade. However, most existing works assume that the covariates are independent and that their covariance matrices are non-degenerate. In this paper, we relax both assumptions and derive deterministic equivalents for the prediction risk in a van...
Kevin Han Huang, Haoyu Ye, Somak Laha et al.
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