A limiting variance curve
Penguin learning project
The project uses 342 complete Palmer penguin records: 240 training-pool and 102 held-out rows. The selected training rows determine feature scaling and model parameters. Source CSV
This project trains weights with softmax, unlike the homepage lab, which uses nearest species averages. Same penguin measurements; different classification methods. Predictions can differ.
Generalization and risk bounds · Relate sample behavior to population risk under stated assumptions.
The project supplies finite observations and fitted parameters. A held-out sample does not establish population bounds or prove a theorem.
Consider this concept alongside the project; its source assumptions may differ. These observations do not prove a theorem.
Input: 12 × 2; Held-out evaluation: 102 · #58 · 40.6 mm, 193 mm. Known answer: Adélie; Prediction: Adélie · [≈0.7383, ≈0.2444, ≈0.01737].
Used in these source sections: 2.4 A second descent
The source gives this expression as an asymptotic variance term when the input dimension divided by sample size tends to κ.
The expression is undefined at κ = 1. On either side, it grows without bound as κ approaches 1.
In this specific model, the expression helps explain a peak near the interpolation threshold.
Source formula example
illustration · This evaluates a limiting formula, not the variance of a finite data set. It is undefined at κ = 1 and is not a universal double-descent curve.
Symbols
- Positive limiting ratio d/m; the displayed formula is finite only away from 1.
- Input dimension and sample size, both tending to infinity in the limit.
Source formula example
This source example uses its own inputs and assumptions. Editing it does not change the project.
Edit a value or the code, then run the example. This is a finite demonstration, not a proof of the paper’s theorem.
This example’s data flow
Code changed. Reset to restore this example’s data flow.
You choose
input.kappa= 2
Calculated here
Result expression: { limitingVariance: (1 - Math.max(1 - kappa, 0)) / Math.abs(1 - kappa) }
kappa=input.kappaUses:input.kappa
Returns
limitingVariance- 1
Read numbers from input and return the result. JavaScript basics.
Result
Technical statement
The source considers a centered linear model with independent centered noise and the minimum-Euclidean-norm empirical risk minimizer. For the variance expression it sets the true parameter to zero and noise variance to one. The entries of X are i.i.d. with unit variance and bounded fifth moment. The stated limit is almost sure as d,m→∞ with d/m→κ; this calculator evaluates the right side away from κ=1.
Source: Limiting variance