Overparametrisation and the Bias-variance Dilemma

EI Seminar
Person writing on a whiteboard

For several machine learning methods such as neural networks, good generalisation performance has been reported in the overparametrised regime. In view of the classical bias-variance trade-off, this behavior is highly counterintuitive.

Speaker
Johannes Schmidt-Hieber
Date
Thursday 17 Apr 2025, 12:00 - 13:00
Type
Seminar
Room
ET-14
Location
Campus Woudestein
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Joint work with Alexis Derumigny (Delft).

We will present a general framework to establish universal lower bounds for the bias-variance trade-off.

See also

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Advancing Time Window Assignment and Vehicle Routing in Last-Mile Logistics

Sifa Celik (Eindhoven University of Technology)
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Estimation of large approximate dynamic matrix factor models based on the EM algorithm and Kalman filtering

Matteo Barigozzi (Università di Bologna)

Testing for endogeneity of irregular sampling schemes

Giulia Livieri (LSE)
More information

Do you want to know more about the event? Contact the secretariat Econometrics at eb-secr@ese.eur.nl.

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