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Dimension-free deterministic equivalents and scaling laws for random feature regression

NeurIPS 2024 · Learning theory and algorithms › Kernels and regression theory · approach: Kernel ridge regression analysis · 2 citations (OpenAlex)

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Derives a non-asymptotic, dimension-free, multiplicative deterministic equivalent for the test error of random feature ridge regression and uses it to get sharp scaling laws and the minimal feature count achieving minimax rates.

Problem

Characterizing the generalization error of random feature ridge regression (RFRR) without asymptotic dimension scaling, including infinite-dimensional features, and determining the minimum number of features needed for optimal minimax excess risk under source and capacity conditions.

Approach

Under a concentration assumption on eigenfunctions, the test error of RFRR is shown to be multiplicatively close to a closed-form deterministic equivalent depending only on the feature-map eigenvalues, with error rates independent of feature dimension; this is applied to derive sharp power-law scaling regimes.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Increase the number of random features beyond the point needed for the fixed data budgetRandom feature ridge regression · Fixed sample size nexcess riskNo clear effect
Use at least p_star random features with the stated optimal regularizationRandom feature ridge regression · Power-law source and capacity conditions, r ≥ 1/2excess risk decay rate: γ_star = 2α (r∧1)/(2α (r∧1) + 1)Helped
Use p_star = (λ_star^{-1} n)^{1/α} features with λ = λ_star, or use λ ≤ λ_star with p = p_starRandom feature ridge regression · Power-law source and capacity conditions, r < 1/2excess risk decay rate: γ_star = 2α (r∧1)/(2α (r∧1) + 1)Helped

Surprising findings

Limitations

Experimental setup

Datasets: real dataset (unspecified in excerpt) synthetic data (single-index target with spiked random features)

Metrics: test error (risk) excess risk scaling exponent

Baselines: Rudi and Rosasco random features analysis Bach random features bounds asymptotic RFRR formulas (Atanasov et al., Bach)

Builds on: deterministic equivalents for ridge regression kernel ridge regression dimension-free results source and capacity conditions

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