Benign overfitting beyond prediction: The ordinary least squares interpolator
超越预测的良性过拟合:普通最小二乘插值器
发表机构 * Department of Data Sciences & Operations, University of Southern California(数据科学与运营系,南加州大学) ; Department of Statistics, University of California, Davis(统计学系,加州大学戴维斯分校) ; Department of Statistics, University of California, Berkeley(统计学系,加州大学伯克利分校) ; Google DeepMind(谷歌DeepMind)
AI总结 本文研究过参数化线性模型中最小ℓ2范数OLS插值器的参数估计与推断性质,推导了留k法、遗漏变量偏误公式和Frisch-Waugh-Lovell定理的过参数化版本,并扩展了高斯-马尔可夫定理。
Comments This work is accepted for publication in Biometrika