Double-Descent Curves in Neural Networks: A New Perspective Using Gaussian Processes
DOI:
https://doi.org/10.1609/aaai.v38i10.29071Keywords:
ML: Deep Learning Theory, ML: Kernel MethodsAbstract
Double-descent curves in neural networks describe the phenomenon that the generalisation error initially descends with increasing parameters, then grows after reaching an optimal number of parameters which is less than the number of data points, but then descends again in the overparameterized regime. In this paper, we use techniques from random matrix theory to characterize the spectral distribution of the empirical feature covariance matrix as a width-dependent perturbation of the spectrum of the neural network Gaussian process (NNGP) kernel, thus establishing a novel connection between the NNGP literature and the random matrix theory literature in the context of neural networks. Our analytical expressions allow us to explore the generalisation behavior of the corresponding kernel and GP regression. Furthermore, they offer a new interpretation of double-descent in terms of the discrepancy between the width-dependent empirical kernel and the width-independent NNGP kernel.Downloads
Published
2024-03-24
How to Cite
El Harzli, O., Cuenca Grau, B., Valle-Pérez, G., & Louis, A. A. (2024). Double-Descent Curves in Neural Networks: A New Perspective Using Gaussian Processes. Proceedings of the AAAI Conference on Artificial Intelligence, 38(10), 11856-11864. https://doi.org/10.1609/aaai.v38i10.29071
Issue
Section
AAAI Technical Track on Machine Learning I