Overparametrisation and the Bias-variance Dilemma

EI Seminar
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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.

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

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