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A random matrix analysis of random Fourier features: beyond the Gaussian kernel, a precise phase transition, and the corresponding double descent

NeurIPS 2020 · Learning theory and algorithms › Kernels and regression theory · approach: Kernel ridge regression analysis · 40 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use the joint large-n,p,N deterministic-equivalent analysis instead of the large-N Gaussian-kernel predictionRFF ridge regression · MNIST (class 3 versus 7)training MSE prediction fitHelped
Increase feature dimension N through the interpolation threshold with very small regularizationRFF ridge regression · MNIST (class 3 versus 7)test MSEMixed
Use larger positive ridge regularizationRFF ridge regression · MNIST (class 3 versus 7)test MSEHelped
Train in the over-parameterized regime, 2N > n, rather than the under-parameterized regimeRFF ridge regression · MNIST (class 3 versus 7)test MSEHelped
Choose a positive regularization parameter instead of using the ridgeless limitRFF ridge regression · MNIST (class 3 versus 7), near 2N = ntest MSEHelped
Make test inputs sufficiently different from training inputs rather than identicalRFF ridge regression · Test data near 2N = n, ridgeless limittest MSEHurt
Add Gaussian white noise to training inputs to form test inputs, with noise variance above lambdaRFF ridge regression · Perturbed training datatest MSEHurt
Apply the analysis to Fashion-MNIST and Kannada-MNISTRFF ridge regression · Fashion-MNIST and Kannada-MNISTtest MSE prediction fitHelped
Increase N through 2N=n with very small regularizationRFF ridge regression · Fashion-MNIST and Kannada-MNISTtest MSEMixed

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