Seminar
Overparametrization and the bias-variance dilemma
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Series
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SpeakerJohannes Schmidt-Hieber (University of Twente)
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FieldEconometrics, Operations Analytics, Data Science and Econometrics
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LocationErasmus University Rotterdam, Campus Woudestein, ET-14
Rotterdam -
Date and time
April 17, 2025
12:00 - 13:00
Abstract
For several machine learning methods such as neural networks, good generalization performance has been reported in the overparametrized regime. In view of the classical bias-variance trade-off, this behavior is highly counterintuitive. We will present a general framework to establish universal lower bounds for the bias-variance trade-off. This is joint work with Alexis Derumigny (Delft).