Generalized equivalences between subsampling and ridge regularization
Pratik Patil, Jin-Hong Du
Abstract
We establish precise structural and risk equivalences between subsampling and ridge regularization for ensemble ridge estimators. Specifically, we prove that linear and quadratic functionals of subsample ridge estimators, when fitted with different ridge regularization levels and subsample aspect ratios , are asymptotically equivalent along specific paths in the -plane (where is the ratio of the feature dimension to the subsample size). Our results only require bounded moment assumptions on feature and response distributions and allow for arbitrary joint distributions. Furthermore, we provide a data-dependent method to determine the equivalent paths of . An indirect implication of our equivalences is that optimally tuned ridge regression exhibits a monotonic prediction risk in the data aspect ratio. This resolves a recent open problem raised by Nakkiran et al. for general data distributions under proportional asymptotics, assuming a mild regularity condition that maintains regression hardness through linearized signal-to-noise ratios.
Ask about this paper
Your agent reads all of it.
Lune indexed this paper to the last equation, along with the top-tier papers that cite it. Ask a question and the answer quotes them.
Your agent calls
Luneget_paper_fulltext
Free to start. No credit card required.
Terminal
Install the CLIlune papers fulltext 287969a8-c8ca-4d4a-abad-ed176e9a8708Cited by top-tier papers6
- Optimal Ridge Regularization for Out-of-Distribution PredictionPratik Patil, Jin-Hong Du, Ryan J. TibshiraniICML 2024 · 23 citations
- Asymptotically Free Sketched Ridge Ensembles: Risks, Cross-Validation, and TuningPratik Patil, Daniel LeJeuneICLR 2024 · 13 citations
- Achieving Approximate Symmetry Is Exponentially Easier than Exact SymmetryBehrooz Tahmasebi, Melanie WeberICLR 2026 · 8 citations
- More is Better: when Infinite Overparameterization is Optimal and Overfitting is ObligatoryJames B. Simon, Dhruva Karkada, Nikhil Ghosh, Mikhail BelkinICLR 2024 · 7 citations
- Implicit Regularization Paths of Weighted Neural RepresentationsJin-Hong Du, Pratik PatilNeurIPS 2024 · 2 citations
Builds on6
- Double Trouble in Double Descent: Bias and Variance(s) in the Lazy RegimeStéphane d'Ascoli, Maria Refinetti, Giulio Biroli, Florent KrzakalaICML 2020 · 163 citations
- Optimal Regularization can Mitigate Double DescentPreetum Nakkiran, Prayaag Venkat, Sham M. Kakade, Tengyu MaICLR 2021 · 148 citations
- Understanding Double Descent Requires A Fine-Grained Bias-Variance DecompositionBen Adlam, Jeffrey PenningtonNeurIPS 2020 · 111 citations
- The Implicit Regularization of Stochastic Gradient Flow for Least SquaresAlnur Ali, Edgar Dobriban, Ryan J. TibshiraniICML 2020 · 83 citations
- Fluctuations, Bias, Variance & Ensemble of Learners: Exact Asymptotics for Convex Losses in High-DimensionBruno Loureiro, Cédric Gerbelot, Maria Refinetti, Gabriele Sicuro et al.ICML 2022 · 28 citations
Related papers
- Subsample Ridge Ensembles: Equivalences and Generalized Cross-ValidationJin-Hong Du, Pratik Patil, Arun K. KuchibhotlaICML 2023 · 12 citations
- Implicit Regularization of Random Feature ModelsArthur Jacot, Berfin Simsek, Francesco Spadaro, Clément Hongler et al.ICML 2020 · 83 citations
- No Free Lunch from Random Feature Ensembles: Scaling Laws and Near-Optimality ConditionsBenjamin S. Ruben, William Lingxiao Tong, Hamza Tahir Chaudhry, Cengiz PehlevanICML 2025
- Sketched Ridgeless Linear Regression: The Role of DownsamplingXin Chen, Yicheng Zeng, Siyue Yang, Qiang SunICML 2023 · 8 citations
- Bayes beats Cross Validation: Efficient and Accurate Ridge Regression via Expectation MaximizationShu Yu Tew, Mario Boley, Daniel F. SchmidtNeurIPS 2023 · 6 citations
