Learning Curves and Benign Overfitting of Spectral Algorithms in Large Dimensions
大维度下谱算法的学习曲线与良性过拟合
Existing large-dimensional theory for spectral algorithms resolves either the optimally tuned point or the interpolation limit, but leaves the under-regularized regime unexplored. We study the learning curve and benign overfitting of spectral algorithms in the large-dimensional setting where the sample size and dimension are of comparable order, i.e., $n \asymp d^γ$ for some $γ>0$. We first consider inner-product kernels on the sphere $\mathbb{S}^{d-1}$ and establish a sharp…