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Overfitting Can Be Harmless for Basis Pursuit, But Only to a Degree
Peizhong Ju · Xiaojun Lin · Jia Liu

Thu Dec 10 08:00 AM -- 08:10 AM (PST) @ Orals & Spotlights: Optimization/Theory

Recently, there have been significant interests in studying the so-called "double-descent" of the generalization error of linear regression models under the overparameterized and overfitting regime, with the hope that such analysis may provide the first step towards understanding why overparameterized deep neural networks (DNN) still generalize well. However, to date most of these studies focused on the min L2-norm solution that overfits the data. In contrast, in this paper we study the overfitting solution that minimizes the L1-norm, which is known as Basis Pursuit (BP) in the compressed sensing literature. Under a sparse true linear regression model with p i.i.d. Gaussian features, we show that for a large range of p up to a limit that grows exponentially with the number of samples n, with high probability the model error of BP is upper bounded by a value that decreases with p. To the best of our knowledge, this is the first analytical result in the literature establishing the double-descent of overfitting BP for finite n and p. Further, our results reveal significant differences between the double-descent of BP and min L2-norm solutions. Specifically, the double-descent upper-bound of BP is independent of the signal strength, and for high SNR and sparse models the descent-floor of BP can be much lower and wider than that of min L2-norm solutions.

Author Information

Peizhong Ju (Purdue University)
Xiaojun Lin (Purdue University)
Jia Liu (The Ohio State University)
Jia Liu

Jia (Kevin) Liu is an Assistant Professor in the Dept. of Electrical and Computer Engineering at The Ohio State University and an Amazon Visiting Academics (AVA). He received his Ph.D. degree from the Dept. of Electrical and Computer Engineering at Virginia Tech in 2010. From Aug. 2017 to Aug. 2020, he was an Assistant Professor in the Dept. of Computer Science at Iowa State University. His research areas include theoretical machine learning, stochastic network optimization and control, and performance analysis for data analytics infrastructure and cyber-physical systems. Dr. Liu is a senior member of IEEE and a member of ACM. He has received numerous awards at top venues, including IEEE INFOCOM'19 Best Paper Award, IEEE INFOCOM'16 Best Paper Award, IEEE INFOCOM'13 Best Paper Runner-up Award, IEEE INFOCOM'11 Best Paper Runner-up Award, IEEE ICC'08 Best Paper Award, and honors of long/spotlight presentations at ICML, NeurIPS, and ICLR. He is an NSF CAREER Award recipient in 2020 and a winner of the Google Faculty Research Award in 2020. He received the LAS Award for Early Achievement in Research at Iowa State University in 2020, and the Bell Labs President Gold Award. His research is supported by NSF, AFOSR, AFRL, and ONR.

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