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arXiv papers analyze ridge regression for non-identically distributed data

Two recent arXiv preprints explore high-dimensional ridge regression for non-identically distributed data, moving beyond standard assumptions of independent and identically distributed samples. The papers introduce variance profile models to analyze the predictive risk of ridge estimators, particularly focusing on the double descent phenomenon. Researchers used tools from random matrix theory and operator-valued free probability to derive asymptotic equivalents for risk and degrees of freedom, with numerical experiments validating their findings and highlighting how heterogeneous variance profiles can alter generalization behavior. AI

影响 These papers advance theoretical understanding of regression models, potentially informing future AI development by clarifying generalization properties under non-standard data distributions.

排序理由 The cluster contains two academic papers published on arXiv detailing theoretical advancements in statistical machine learning.

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arXiv papers analyze ridge regression for non-identically distributed data

报道来源 [2]

  1. arXiv stat.ML TIER_1 English(EN) · J\'er\'emie Bigot, Issa-Mbenard Dabo, Camille Male ·

    High-dimensional analysis of ridge regression for non-identically distributed data with a variance profile

    arXiv:2403.20200v5 Announce Type: replace-cross Abstract: High-dimensional linear regression has been thoroughly studied in the context of independent and identically distributed data. We propose to investigate high-dimensional regression models for independent but non-identicall…

  2. arXiv stat.ML TIER_1 English(EN) · Issa-Mbenard Dabo, J\'er\'emie Bigot ·

    High-dimensional ridge regression with random features for non-identically distributed data with a variance profile

    arXiv:2504.03035v2 Announce Type: replace Abstract: Random feature ridge regression is often analyzed in the high-dimensional regime under the homogeneous sampling model $x_i=\Sigma^{1/2}x_i'$, where the vectors $x_i'$ have iid entries and the same covariance matrix $\Sigma$ is s…