Abstract
The bias-variance trade-off is a central concept in supervised learning. In classical statistics, increasing the complexity of a model (e.g., number of parameters) reduces bias but also increases variance. Until recently, it was commonly believed that optimal performance is achieved at intermediate model complexities which strike a balance between bias and variance. Modern deep learning methods flout this dogma, achieving state-of-the-art performance using “overparameterized models” where the number of fit parameters is large enough to perfectly fit the training data. As a result, understanding bias and variance in overparameterized models has emerged as a fundamental problem in machine learning. Here, we use methods from statistical physics to derive analytic expressions for bias and variance in two minimal models of overparameterization (linear regression and two-layer neural networks with nonlinear data distributions), allowing us to disentangle properties stemming from the model architecture and random sampling of data. In both models, increasing the number of fit parameters leads to a phase transition where the training error goes to zero and the test error diverges as a result of the variance (while the bias remains finite). Beyond this threshold, the test error of the two-layer neural network decreases due to a monotonic decrease in both the bias and variance as opposed to the classical bias-variance trade-off. We also show that in contrast with classical intuition, overparameterized models can overfit even in the absence of noise and exhibit bias even if the student and teacher models match. We synthesize these results to construct a holistic understanding of generalization error and the bias-variance trade-off in overparameterized models and relate our results to random matrix theory.
- Received 29 October 2020
- Revised 9 June 2021
- Accepted 22 February 2022
DOI:https://doi.org/10.1103/PhysRevResearch.4.013201
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Published by the American Physical Society under the terms of the Creative Commons Attribution 4.0 International license. Further distribution of this work must maintain attribution to the author(s) and the published article's title, journal citation, and DOI.
Published by the American Physical Society