Debashis Paul

Meta-Learning with Generalized Ridge Regression: High-dimensional Asymptotics, Optimality and Hyper-covariance Estimation

Meta-learning involves training models on a variety of training tasks in a way that enables them to generalize well on new, unseen test tasks. In this work, we consider meta-learning within the framework of high-dimensional multivariate random-effects linear models and study generalized ridge-regres…