Exact expressions for double descent and implicit regularization via surrogate random design

Double descent refers to the phase transition that is exhibited by the generalization error of unregularized learning models when varying the ratio between the number of parameters and the number of training samples. The recent success of highly over-parameterized machine learning models such as deep neural networks has motivated a theoretical analysis of the double descent phenomenon in classical models such as linear regression which can also generalize well in the over-parameterized regime. We build on recent advances in Randomized Numerical Linear Algebra (RandNLA) to provide the first exact non-asymptotic expressions for double descent of the minimum norm linear estimator. Our approach involves constructing what we call a surrogate random design to replace the standard i.i.d. design of the training sample. This surrogate design admits exact expressions for the mean squared error of the estimator while preserving the key properties of the standard design. We also establish an exact implicit regularization result for over-parameterized training samples. In particular, we show that, for the surrogate design, the implicit bias of the unregularized minimum norm estimator precisely corresponds to solving a ridge-regularized least squares problem on the population distribution.