Skip to content
Back to the collection

Reconciling modern machine learning practice and the bias-variance trade-off

Mikhail Belkin, Daniel Hsu, Siyuan Ma, Soumik Mandal

2018 · arXiv

Read the paper
HN score
0
Mentions
3
Readers
3
Months
3
What’s in a score?

From the abstract

Breakthroughs in machine learning are rapidly changing science and society, yet our fundamental understanding of this technology has lagged far behind. Indeed, one of the central tenets of the field, the bias-variance trade-off, appears to be at odds with the observed behavior of methods used in the modern machine learning practice. The bias-variance trade-off implies that a model should balance under-fitting and over-fitting: rich enough to express underlying structure in data, simple enough to avoid fitting spurious patterns. However, in the modern practice, very rich models such as neural networks are trained to exactly fit (i.e., interpolate) the data. Classically, such models would be considered over-fit, and yet they often obtain high accuracy on test data. This apparent contradiction has raised questions about the mathematical foundations of machine learning and their relevance to practitioners. In this paper, we reconcile the classical understanding and the modern practice within a unified performance curve. This "double descent" curve subsumes the textbook U-shaped bias-variance trade-off curve by showing how increasing model capacity beyond the point of interpolation results in improved performance. We provide evidence for the existence and ubiquity of double descent for a wide spectrum of models and datasets, and we posit a mechanism for its emergence. This connection between the performance and the structure of machine learning models delineates the limits of classical analyses, and has implications for both the theory and practice of machine learning.

Metadata: arXiv. Abstracts retain their original authors’ rights.

In the conversation

Original HN comments, with labels from simple text rules. A label describes the whole comment and may miss context or irony. Read the discussion to make up your own mind. About the labels

3 selected excerpts · 3 total mentions

blackbear_
Neutral mention · rule
And yet that is not what is observed in practice. See figures 1 and 2 of that paper [1]. What I am complaining about is that the authors are confusing "what can be represented" by a neural network with "what can be easily learned" via SGD. I argued that the peak in test loss in those figures is observed becuse SGD struggles to find a solution that generalizes well, not because those networks are intrinsically less powerful (as the paper seems to imply). [1] https://arxiv.org/pdf/1812.11118.pdf
mxwsn
Neutral mention · rule
Large model capacity enough to perfectly memorize/interpolate data may not be a bad thing. A phenomenon known as "deep double descent" says that increasing modeling capacity relative to the dataset size can reduce generalization error, even after the model achieves perfect training performance (see work by Mikhail Belkin [0] and empirical demonstrations on large deep learning tasks by researchers from Harvard/OpenAI [1]). Other work argues that memorization is critical to good performance on real-world tasks where the data distribution is often long-tailed [2]: to perform well at tasks where the training data set only has 1 or 2 examples, it's best to memorize those labels, rather than extrapolate from other data (which a lower capacity model may prefer to do). [0]: https://arxiv.org/abs/1812.11118 [1]: https://openai.com/blog/deep-double-descent/ [2]: https://arxiv.org/abs/2008.03703
cs702
Neutral mention · rule
TL;DR: For high-dimensional models (say, with millions to billions of parameters), there's always a good set parameters nearby, and when we start descending towards it, we are highly unlikely to get stuck, because almost always there's at least one path down along at least one among of all those dimensions -- i.e., there are no local optima. Once we've stumbled upon a good set of parameters, as measured by validation, we can stop. These intuitions are consistent with my experience... but I think there's more to deep learning. For instance, these intuitions fail to explain "weird" phenomena, such as "double descent" and "interpolation thresholds": * https://openai.com/blog/deep-double-descent/ * https://arxiv.org/abs/1809.09349 * https://arxiv.org/abs/1812.11118 * See also: http://www.stat.cmu.edu/~ryantibs/papers/lsinter.pdf We still don't fully understand why stochastic gradient descent works so well in so many domains.

Keep following the thread.

More in Machine learning

More from the same topics.

1994arXiv

On proof and progress in mathematics

William P. Thurston

In response to Jaffe and Quinn [math.HO/9307227], the author discusses forms of progress in mathematics that are not captured by formal proofs of theorems, especially in his own work in the theory of foliations and geometrization of 3-manifolds and dynamical systems.

29 mentions21 months
9HN score