Optimistic Rates: A Unifying Theory for Interpolation Learning and Regularization in Linear Regression

Lijia Zhou, Frederic Koehler, Danica J. Sutherland +1

We study a localized notion of uniform convergence known as an "optimistic rate" (Panchenko 2002; Srebro et al. 2010) for linear regression with Gaussian data. Our refined analysis…