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Scaling and renormalization in high-dimensional regression

9 Pith papers cite this work. Polarity classification is still indexing.

9 Pith papers citing it
abstract

From benign overfitting in overparameterized models to rich power-law scalings in performance, simple ridge regression displays surprising behaviors sometimes thought to be limited to deep neural networks. This balance of phenomenological richness with analytical tractability makes ridge regression the model system of choice in high-dimensional machine learning. In this paper, we present a unifying perspective on recent results on ridge regression using the basic tools of random matrix theory and free probability, aimed at readers with backgrounds in physics and deep learning. We highlight the fact that statistical fluctuations in empirical covariance matrices can be absorbed into a renormalization of the ridge parameter. This `deterministic equivalence' allows us to obtain analytic formulas for the training and generalization errors in a few lines of algebra by leveraging the properties of the $S$-transform of free probability. From these precise asymptotics, we can easily identify sources of power-law scaling in model performance. In all models, the $S$-transform corresponds to the train-test generalization gap, and yields an analogue of the generalized-cross-validation estimator. Using these techniques, we derive fine-grained bias-variance decompositions for a very general class of random feature models with structured covariates. This allows us to discover a scaling regime for random feature models where the variance due to the features limits performance in the overparameterized setting. We also demonstrate how anisotropic weight structure in random feature models can limit performance and lead to nontrivial exponents for finite-width corrections in the overparameterized setting. Our results extend and provide a unifying perspective on earlier models of neural scaling laws.

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2026 7 2025 2

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representative citing papers

Double Descent in Quantum Kernel Ridge Regression

quant-ph · 2026-04-19 · unverdicted · novelty 6.0

Quantum kernel ridge regression shows double descent in test risk, with the interpolation peak suppressible by regularization, via random matrix theory asymptotics in the high-dimensional limit.

Asymmetric Scaling Laws from Sparse Features

stat.ML · 2026-05-22 · unverdicted · novelty 5.0

A sparse-activation model predicts double-descent loss with distinct under- and over-parameterized scaling exponents set by sparsity, plus a compute-optimal frontier favoring dataset growth.

There Will Be a Scientific Theory of Deep Learning

stat.ML · 2026-04-23 · unverdicted · novelty 2.0

A mechanics of the learning process is emerging in deep learning theory, characterized by dynamics, coarse statistics, and falsifiable predictions across idealized settings, limits, laws, hyperparameters, and universal behaviors.

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