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Fit without fear: remarkable mathematical phenomena of deep learning through the prism of interpolation

Published online by Cambridge University Press:  04 August 2021

Mikhail Belkin*
Affiliation:
Halıcıoğlu Data Science Institute, University of California San Diego, 10100 Hopkins Drive, La Jolla, CA92093, USA E-mail: mbelkin@ucsd.edu

Abstract

In the past decade the mathematical theory of machine learning has lagged far behind the triumphs of deep neural networks on practical challenges. However, the gap between theory and practice is gradually starting to close. In this paper I will attempt to assemble some pieces of the remarkable and still incomplete mathematical mosaic emerging from the efforts to understand the foundations of deep learning. The two key themes will be interpolation and its sibling over-parametrization. Interpolation corresponds to fitting data, even noisy data, exactly. Over-parametrization enables interpolation and provides flexibility to select a suitable interpolating model.

As we will see, just as a physical prism separates colours mixed within a ray of light, the figurative prism of interpolation helps to disentangle generalization and optimization properties within the complex picture of modern machine learning. This article is written in the belief and hope that clearer understanding of these issues will bring us a step closer towards a general theory of deep learning and machine learning.

Type
Research Article
Copyright
© The Author(s), 2021. Published by Cambridge University Press

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Footnotes

In memory of Partha Niyogi, a thinker, a teacher, and a dear friend.

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