Universality of High-Dimensional Logistic Regression and a Novel CGMT under Dependence with Applications to Data Augmentation
高维逻辑回归的普适性与依赖结构下的新CGMT及其在数据增强中的应用
Over the last decade, a wave of research has characterized the exact asymptotic risk of many high-dimensional models in the proportional regime. Two foundational results have driven this progress: Gaussian universality, which shows that the asymptotic risk of estimators trained on non-Gaussian and Gaussian data is equivalent, and the convex Gaussian min-max theorem (CGMT), which characterizes the risk under Gaussian settings. However, these results rely on the assumption…