The KL generalization error in unsupervised learning decomposes exactly into model error, data bias, and variance for e-flat models, with closed-form results for ε-PCA on isotropic Gaussians showing optimal rank at the noise floor and a three-regime phase diagram.
Tradeoff of generalization er- ror in unsupervised learning.Journal of Statistical Mechanics: Theory and Experiment, 2023(8):083401
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Information-Geometric Decomposition of Generalization Error in Unsupervised Learning
The KL generalization error in unsupervised learning decomposes exactly into model error, data bias, and variance for e-flat models, with closed-form results for ε-PCA on isotropic Gaussians showing optimal rank at the noise floor and a three-regime phase diagram.