# Bayesian Inference for Consistent Predictions in Overparameterized Nonlinear Regression

arXiv: https://arxiv.org/abs/2404.04498 · HTML: https://mlsanity.com/paper/2404.04498/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 22 of its 53 references that are in the map.
- First posted on arXiv 6 Apr 2024.

## Builds on (most cited first, 22 of 22)

- [Adam: A Method for Stochastic Optimization](https://mlsanity.com/paper/1412.6980/) (2014)
- [Variational Inference with Normalizing Flows](https://mlsanity.com/paper/1505.05770/) (2015)
- [Normalizing Flows for Probabilistic Modeling and Inference](https://mlsanity.com/paper/1912.02762/) (2019)
- [A Tutorial on Bayesian Optimization](https://mlsanity.com/paper/1807.02811/) (2018)
- [Benign Overfitting in Linear Regression](https://mlsanity.com/paper/1906.11300/) (2019)
- [Stein Variational Gradient Descent: A General Purpose Bayesian Inference Algorithm](https://mlsanity.com/paper/1608.04471/) (2016)
- [Pyro: Deep Universal Probabilistic Programming](https://mlsanity.com/paper/1810.09538/) (2018)
- [Just Interpolate: Kernel "Ridgeless" Regression Can Generalize](https://mlsanity.com/paper/1808.00387/) (2018)
- [Benign Overfitting in Two-layer Convolutional Neural Networks](https://mlsanity.com/paper/2202.06526/) (2022)
- [Benign Overfitting without Linearity: Neural Network Classifiers Trained by Gradient Descent for Noisy Linear Data](https://mlsanity.com/paper/2202.05928/) (2022)
- [Uniform Convergence of Interpolators: Gaussian Width, Norm Bounds, and Benign Overfitting](https://mlsanity.com/paper/2106.09276/) (2021)
- [Dimension free ridge regression](https://mlsanity.com/paper/2210.08571/) (2022)
- [Learning a Single Neuron with Gradient Methods](https://mlsanity.com/paper/2001.05205/) (2020)
- [The Implicit Bias of Benign Overfitting](https://mlsanity.com/paper/2201.11489/) (2022)
- [Benign Overfitting for Two-layer ReLU Convolutional Neural Networks](https://mlsanity.com/paper/2303.04145/) (2023)
- [Six Lectures on Linearized Neural Networks](https://mlsanity.com/paper/2308.13431/) (2023)
- [Benign Overfitting and Noisy Features](https://mlsanity.com/paper/2008.02901/) (2020)
- [The Interplay Between Implicit Bias and Benign Overfitting in Two-Layer Linear Networks](https://mlsanity.com/paper/2108.11489/) (2021)
- [Posterior Projection for Inference in Constrained Spaces](https://mlsanity.com/paper/1812.05741/) (2018)
- [Benign Overfitting in Time Series Linear Models with Over-Parameterization](https://mlsanity.com/paper/2204.08369/) (2022)
- [Empirical Bayes inference in sparse high-dimensional generalized linear models](https://mlsanity.com/paper/2303.07854/) (2023)
- [Bayesian Group Selection in Logistic Regression with Application to MRI Data Analysis](https://mlsanity.com/paper/1912.01833/) (2019)

## Abstract (arXiv)

The remarkable generalization performance of large-scale models has been challenging the conventional wisdom of the statistical learning theory. Although recent theoretical studies have shed light on this behavior in linear models and nonlinear classifiers, a comprehensive understanding of overparameterization in nonlinear regression models is still lacking. This study explores the predictive properties of overparameterized nonlinear regression within the Bayesian framework, extending the methodology of the adaptive prior considering the intrinsic spectral structure of the data. Posterior contraction is established for generalized linear and single-neuron models with Lipschitz continuous activation functions, demonstrating the consistency in the predictions of the proposed approach. Moreover, the Bayesian framework enables uncertainty estimation of the predictions. The proposed method was validated via numerical simulations and a real data application, showing its ability to achieve accurate predictions and reliable uncertainty estimates. This work provides a theoretical understanding of the advantages of overparameterization and a principled Bayesian approach to large nonlinear models.
