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Implicit Regularization in Over-Parameterized Support Vector Machine

NeurIPS 2023 · Optimization › Implicit bias and generalization · approach: Implicit regularization of SGD · 1 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
decrease initialization size alpha from 1e-4 to 1e-10 (ablation)over-parameterized GD SVM · Simulated sparse SVM (n=200, p=400)relative estimation errorHelped
decrease initialization size alpha (ablation)over-parameterized GD SVM · Simulated sparse SVMconvergence speedHurt
implicit regularization via GD instead of explicit L1 (Lasso SVM)over-parameterized GD SVM · Varying signal strength mestimation errorHelped
GD instead of Lasso SVMover-parameterized GD SVM · Varying signal strength mfalse positive errorHelped
GD instead of Lasso SVMover-parameterized GD SVM · Varying signal strength mtest prediction accuracyNo clear effect
GD instead of Lasso SVMover-parameterized GD SVM · Varying sample size n=50 to 400estimation, prediction, variable selectionHelped
GD instead of Lasso SVMover-parameterized GD SVM · Complex signal structures A-Eprediction and variable selectionHelped
sample x from t(3) heavy-tailed distribution instead of Gaussian (ablation)over-parameterized GD SVM · Complex signal structures A-EperformanceNo clear effect
increase smoothness parameter gamma over 2.5e-5 to 1e-3 (ablation)over-parameterized GD SVM · Default simulationestimation errorNo clear effect
GD vs Lasso on uniform-input data, structures A-Eover-parameterized GD SVM · Uniform [-1,1] inputsestimation accuracy and variable selection errorHelped
GD vs oracle on prediction under uniform inputsover-parameterized GD SVM · Uniform [-1,1] inputsprediction accuracyNo clear effect
alternative data generating schemes Model 1 and Model 2 (ablation)over-parameterized GD SVM · Model 1 and Model 2estimation error and prediction accuracyNo clear effect

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