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stat.ML2023
Uniform Convergence with Square-Root Lipschitz Loss
Lijia Zhou, Zhen Dai, Frederic Koehler +1
We establish generic uniform convergence guarantees for Gaussian data in terms of the Rademacher complexity of the hypothesis class and the Lipschitz constant of the square root of…
stat.ML2023★ 1 cited
An Agnostic View on the Cost of Overfitting in (Kernel) Ridge Regression
Lijia Zhou, James B. Simon, Gal Vardi +1
We study the cost of overfitting in noisy kernel ridge regression (KRR), which we define as the ratio between the test error of the interpolating ridgeless model and the test error…