Ayca Ozcelikkale

Random Features Model with General Convex Regularization: A Fine Grained Analysis with Precise Asymptotic Learning Curves

We compute precise asymptotic expressions for the learning curves of least squares random feature (RF) models with either a separable strongly convex regularization or the $\ell_1$ regularization. We propose a novel multi-level application of the convex Gaussian min max theorem (CGMT) to overcome th…