Regularization-wise double descent: Why it occurs and how to eliminate it
Not on the map. Why?
Abstract (arXiv)
The risk of overparameterized models, in particular deep neural networks, is often double-descent shaped as a function of the model size. Recently, it was shown that the risk as a function of the early-stopping time can also be double-descent shaped, and this behavior can be explained as a super-position of bias-variance tradeoffs. In this paper, we show that the risk of explicit L2-regularized models can exhibit double descent behavior as a function of the regularization strength, both in theory and practice. We find that for linear regression, a double descent shaped risk is caused by a superposition of bias-variance tradeoffs corresponding to different parts of the model and can be mitigated by scaling the regularization strength of each part appropriately. Motivated by this result, we study a two-layer neural network and show that double descent can be eliminated by adjusting the regularization strengths for the first and second layer. Lastly, we study a 5-layer CNN and ResNet-18 trained on CIFAR-10 with label noise, and CIFAR-100 without label noise, and demonstrate that all exhibit double descent behavior as a function of the regularization strength.
Key facts. Cited by 9 papers in the map (data through 7 Oct 2026). Builds on 25 of its 31 references that are in the map. First posted on arXiv 3 Jun 2022.
Builds on
25 of 31 references.
References · 25
- 2018Neural Tangent Kernel: Convergence and Generalization in Neural Networkscited by 2,597
- 2016Understanding deep learning requires rethinking generalizationcited by 1,657
- 2017A Closer Look at Memorization in Deep Networkscited by 936
- 2018Reconciling modern machine learning practice and the bias-variance trade-offcited by 919
- 2019Deep Double Descent: Where Bigger Models and More Data Hurtcited by 667
- 2019Surprises in High-Dimensional Ridgeless Least Squares Interpolationcited by 508
- 2019The generalization error of random features regression: Precise asymptotics and double descent curvecited by 410
- 2019Two models of double descent for weak featurescited by 194
- 2018Just Interpolate: Kernel "Ridgeless" Regression Can Generalizecited by 190
- 2018Regularization Matters: Generalization and Optimization of Neural Nets v.s. their Induced Kernelcited by 131
- 2020Rethinking Bias-Variance Trade-off for Generalization of Neural Networkscited by 107
- 2020Optimal Regularization Can Mitigate Double Descentcited by 107
13 more
- 2020The Neural Tangent Kernel in High Dimensions: Triple Descent and a Multi-Scale Theory of Generalizationcited by 101
- 2020On the Optimal Weighted ℓ2 Regularization in Overparameterized Linear Regressioncited by 97
- 2020Double Trouble in Double Descent : Bias and Variance(s) in the Lazy Regimecited by 95
- 2020Understanding Double Descent Requires a Fine-Grained Bias-Variance Decompositioncited by 75
- 2018A Continuous-Time View of Early Stopping for Least Squarescited by 67
- 2018A Modern Take on the Bias-Variance Tradeoff in Neural Networkscited by 64
- 2020Implicit Regularization of Random Feature Modelscited by 54
- 2020Early Stopping in Deep Networks: Double Descent and How to Eliminate itcited by 40
- 2020On the training dynamics of deep networks with L2 regularizationcited by 38
- 2019More Data Can Hurt for Linear Regression: Sample-wise Double Descentcited by 37
- 2019Understanding overfitting peaks in generalization error: Analytical risk curves for l2 and l1 penalized interpolationcited by 23
- 2021Optimization Variance: Exploring Generalization Properties of DNNscited by 4
- 2019Image recognition from raw labels collected without annotatorscited by 1
Built on by
Citing papers per year: 2022: 1; 2023: 5; 2024: 3.
9 papers.
- 2022Omnigrok: Grokking Beyond Algorithmic Datacited by 142
- 2024On Regularization via Early Stopping for Least Squares Regressioncited by 10
- 2024Survival of the Fittest Representation: A Case Study with Modular Additioncited by 7
- 2023DSD2: Can We Dodge Sparse Double Descent and Compress the Neural Network Worry-Free?cited by 6
- 2023Least Squares Regression Can Exhibit Under-Parameterized Double Descentcited by 4
- 2023Can we avoid Double Descent in Deep Neural Networks?cited by 2
- 2023Sparse Double Descent in Vision Transformers: real or phantom threat?cited by 2
- 2023The Quest of Finding the Antidote to Sparse Double Descentcited by 0
- 2024eGAD! double descent is explained by Generalized Aliasing Decompositioncited by 0
- 2024eGAD! double descent is explained by Generalized Aliasing Decomposition15 Aug 2024
- 2024On Regularization via Early Stopping for Least Squares Regression6 Jun 2024
- 2024Survival of the Fittest Representation: A Case Study with Modular Addition27 May 2024
- 2023The Quest of Finding the Antidote to Sparse Double Descent31 Aug 2023
- 2023Sparse Double Descent in Vision Transformers: real or phantom threat?26 Jul 2023
- 2023Least Squares Regression Can Exhibit Under-Parameterized Double Descent24 May 2023
- 2023DSD2: Can We Dodge Sparse Double Descent and Compress the Neural Network Worry-Free?2 Mar 2023
- 2023Can we avoid Double Descent in Deep Neural Networks?26 Feb 2023
- 2022Omnigrok: Grokking Beyond Algorithmic Data3 Oct 2022