Archive for Seine

double descent

Posted in Books, Statistics, University life with tags , , , , , , , , , , , on November 7, 2019 by xi'an

Last Friday, I [and a few hundred others!] went to the SMILE (Statistical Machine Learning in Paris) seminar where Francis Bach was giving a talk. (With a pleasant ride from Dauphine along the Seine river.) Fancis was talking about the double descent phenomenon observed in recent papers by Belkin & al. (2018, 2019), and Mei & Montanari (2019). (As the seminar room at INRIA was quite crowded and as I was sitting X-legged on the floor close to the screen, I took a few slides from below!) The phenomenon is that the usual U curve warning about over-fitting and reproduced in most statistics and machine-learning courses can under the right circumstances be followed by a second decrease in the testing error when the number of features goes beyond the number of observations. This is rather puzzling and counter-intuitive, so I briefkly checked the 2019 [8 pages] article by Belkin & al., who are studying two examples, including a standard “large p small n” Gaussian regression. where the authors state that

“However, as p grows beyond n, the test risk again decreases, provided that the model is fit using a suitable inductive bias (e.g., least norm solution). “

One explanation [I found after checking the paper] is that the variates (features) in the regression are selected at random rather than in an optimal sequential order. Double descent is missing with interpolating and deterministic estimators. Hence requiring on principle all candidate variates to be included to achieve minimal averaged error. The infinite spike is when the number p of variate is near the number n of observations. (The expectation accounts as well for the randomisation in T. Randomisation that remains an unclear feature in this framework…)

Liberty sur Seine [jatp]

Posted in pictures, Travel with tags , , , , , , , on November 23, 2018 by xi'an

la finale

Posted in Kids, pictures, Travel with tags , , , , , , , , on July 16, 2018 by xi'an

A very pleasant stroll through central Paris this afternoon, during “la” finale, when France was playing Croatia. Bars were all overflowing onto the pavements and sometimes the streets, each action was echoed throughout town, and we certainly did not miss any goal, even from the heart of the Luxembourg gardens! Which were deserted except for the occasional tourist, just as the main thoroughfares, except for police cars and emergency vehicles. Since the game ended, horns have been honking almost nonstop, even in the quietest suburbs.

unusual view of my office [jatp]

Posted in pictures, Travel with tags , , , , , , , , on October 18, 2017 by xi'an

crossing the Seine

Posted in pictures, Running, Travel with tags , , , , , , , on December 16, 2016 by xi'an