Random Features Outperform Linear Models: Effect of Strong Input-Label Correlation in Spiked Covariance Data
Keywords: Random feature model, Gaussian equivalence, universality
TL;DR: We study the random feature model under spiked covariance data setting with strong input-label correlation, which allows us to break the linear performance barrier of the random features.
Abstract: Random Feature Model (RFM) with a nonlinear activation function is instrumental in understanding training and generalization performance in high-dimensional learning. While existing research has established an asymptotic equivalence in performance between the RFM and noisy linear models under isotropic data assumptions, empirical observations indicate that the RFM frequently surpasses linear models in practical applications. To address this gap, we ask, _"When and how does the RFM outperform linear models?"_ In practice, inputs often have additional structures that significantly influence learning. Therefore, we explore the RFM under anisotropic input data characterized by spiked covariance in the proportional asymptotic limit, where dimensions diverge jointly while maintaining finite ratios. Our analysis reveals that a high correlation between inputs and labels is a critical factor enabling the RFM to outperform linear models. Moreover, we show that the RFM performs equivalent to noisy polynomial models, where the polynomial degree depends on the strength of the correlation between inputs and labels. Our numerical simulations validate these theoretical insights, confirming the performance-wise superiority of RFM in scenarios characterized by strong input-label correlation.
Primary Area: learning theory
Code Of Ethics: I acknowledge that I and all co-authors of this work have read and commit to adhering to the ICLR Code of Ethics.
Submission Guidelines: I certify that this submission complies with the submission instructions as described on https://iclr.cc/Conferences/2025/AuthorGuide.
Anonymous Url: I certify that there is no URL (e.g., github page) that could be used to find authors’ identity.
No Acknowledgement Section: I certify that there is no acknowledgement section in this submission for double blind review.
Submission Number: 11161
Loading