REVIEW 2 cited by
Rethinking Parameter Counting in Deep Models: Effective Dimensionality Revisited
Not yet reviewed by Pith; the record is open.
This paper has not been read by Pith yet. Machine review is queued; the pith claim, tier, and objections will appear here once it completes.
SPECIMEN: schema-true, not a live event
T0 review · schema-true
One-sentence machine reading of the paper's core claim.
pith:XXXXXXXX · record.json · timestamp
read the original abstract
Neural networks appear to have mysterious generalization properties when using parameter counting as a proxy for complexity. Indeed, neural networks often have many more parameters than there are data points, yet still provide good generalization performance. Moreover, when we measure generalization as a function of parameters, we see double descent behaviour, where the test error decreases, increases, and then again decreases. We show that many of these properties become understandable when viewed through the lens of effective dimensionality, which measures the dimensionality of the parameter space determined by the data. We relate effective dimensionality to posterior contraction in Bayesian deep learning, model selection, width-depth tradeoffs, double descent, and functional diversity in loss surfaces, leading to a richer understanding of the interplay between parameters and functions in deep models. We also show that effective dimensionality compares favourably to alternative norm- and flatness- based generalization measures.
Forward citations
Cited by 2 Pith papers
-
Comparing Classical Simulation and Sample-Based Learning of Quantum Systems
For random MPS and Clifford+T circuits, increases in entanglement or T-count correlate with sharper loss minima and worse reconstruction under constrained neural capacity.
-
Time Series Foundation Models for Multivariate Financial Time Series Forecasting
Pretrained TTM shows large transfer and sample-efficiency gains in three financial forecasting tasks relative to training from scratch, but methodological flaws including possible look-ahead bias weaken the quantitati...
Discussion (0). Sign in to comment.