Minimum-Norm Interpolation Under Covariate Shift

Neil Rohit Mallinar, Austin Zane, Spencer Frei, Bin Yu
Proceedings of the 41st International Conference on Machine Learning, PMLR 235:34543-34585, 2024.

Abstract

Transfer learning is a critical part of real-world machine learning deployments and has been extensively studied in experimental works with overparameterized neural networks. However, even in the simplest setting of linear regression a notable gap still exists in the theoretical understanding of transfer learning. In-distribution research on high-dimensional linear regression has led to the identification of a phenomenon known as benign overfitting, in which linear interpolators overfit to noisy training labels and yet still generalize well. This behavior occurs under specific conditions on the source covariance matrix and input data dimension. Therefore, it is natural to wonder how such high-dimensional linear models behave under transfer learning. We prove the first non-asymptotic excess risk bounds for benignly-overfit linear interpolators in the transfer learning setting. From our analysis, we propose a taxonomy of beneficial and malignant covariate shifts based on the degree of overparameterization. We follow our analysis with empirical studies that show these beneficial and malignant covariate shifts for linear interpolators on real image data, and for fully-connected neural networks in settings where the input data dimension is larger than the training sample size.

Cite this Paper


BibTeX
@InProceedings{pmlr-v235-mallinar24a, title = {Minimum-Norm Interpolation Under Covariate Shift}, author = {Mallinar, Neil Rohit and Zane, Austin and Frei, Spencer and Yu, Bin}, booktitle = {Proceedings of the 41st International Conference on Machine Learning}, pages = {34543--34585}, year = {2024}, editor = {Salakhutdinov, Ruslan and Kolter, Zico and Heller, Katherine and Weller, Adrian and Oliver, Nuria and Scarlett, Jonathan and Berkenkamp, Felix}, volume = {235}, series = {Proceedings of Machine Learning Research}, month = {21--27 Jul}, publisher = {PMLR}, pdf = {https://raw.githubusercontent.com/mlresearch/v235/main/assets/mallinar24a/mallinar24a.pdf}, url = {https://proceedings.mlr.press/v235/mallinar24a.html}, abstract = {Transfer learning is a critical part of real-world machine learning deployments and has been extensively studied in experimental works with overparameterized neural networks. However, even in the simplest setting of linear regression a notable gap still exists in the theoretical understanding of transfer learning. In-distribution research on high-dimensional linear regression has led to the identification of a phenomenon known as benign overfitting, in which linear interpolators overfit to noisy training labels and yet still generalize well. This behavior occurs under specific conditions on the source covariance matrix and input data dimension. Therefore, it is natural to wonder how such high-dimensional linear models behave under transfer learning. We prove the first non-asymptotic excess risk bounds for benignly-overfit linear interpolators in the transfer learning setting. From our analysis, we propose a taxonomy of beneficial and malignant covariate shifts based on the degree of overparameterization. We follow our analysis with empirical studies that show these beneficial and malignant covariate shifts for linear interpolators on real image data, and for fully-connected neural networks in settings where the input data dimension is larger than the training sample size.} }
Endnote
%0 Conference Paper %T Minimum-Norm Interpolation Under Covariate Shift %A Neil Rohit Mallinar %A Austin Zane %A Spencer Frei %A Bin Yu %B Proceedings of the 41st International Conference on Machine Learning %C Proceedings of Machine Learning Research %D 2024 %E Ruslan Salakhutdinov %E Zico Kolter %E Katherine Heller %E Adrian Weller %E Nuria Oliver %E Jonathan Scarlett %E Felix Berkenkamp %F pmlr-v235-mallinar24a %I PMLR %P 34543--34585 %U https://proceedings.mlr.press/v235/mallinar24a.html %V 235 %X Transfer learning is a critical part of real-world machine learning deployments and has been extensively studied in experimental works with overparameterized neural networks. However, even in the simplest setting of linear regression a notable gap still exists in the theoretical understanding of transfer learning. In-distribution research on high-dimensional linear regression has led to the identification of a phenomenon known as benign overfitting, in which linear interpolators overfit to noisy training labels and yet still generalize well. This behavior occurs under specific conditions on the source covariance matrix and input data dimension. Therefore, it is natural to wonder how such high-dimensional linear models behave under transfer learning. We prove the first non-asymptotic excess risk bounds for benignly-overfit linear interpolators in the transfer learning setting. From our analysis, we propose a taxonomy of beneficial and malignant covariate shifts based on the degree of overparameterization. We follow our analysis with empirical studies that show these beneficial and malignant covariate shifts for linear interpolators on real image data, and for fully-connected neural networks in settings where the input data dimension is larger than the training sample size.
APA
Mallinar, N.R., Zane, A., Frei, S. & Yu, B.. (2024). Minimum-Norm Interpolation Under Covariate Shift. Proceedings of the 41st International Conference on Machine Learning, in Proceedings of Machine Learning Research 235:34543-34585 Available from https://proceedings.mlr.press/v235/mallinar24a.html.

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