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This paper builds upon the work of Pfau (2013), which generalized the bias variance tradeoff to any Bregman divergence loss function.
Problem Complexity and Method Efficiency in Optimization
A.S. Nemirovski and D.B. Yudin · 1983
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Neural Networks and the Bias/Variance Dilemma
Stuart Geman, Elie Bienenstock, and René Doursat · 1992
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David A. McAllester · 1998
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A unified bias-variance decomposition and its applications
Pedro Domingos · 2000
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Improving predictive inference under covariate shift by weighting the log-likelihood function
Hidetoshi Shimodaira · 2000
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Joint and separate convexity of the bregman distance
Heinz H. Bauschke and Jonathan M. Borwein · 2001
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The Elements of Statistical Learning
Trevor Hastie, Robert Tibshirani, and Jerome Friedman · 2001
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Clustering with bregman divergences
Arindam Banerjee, Srujana Merugu, Inderjit S. Dhillon, and Joydeep Ghosh · 2005
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S. Smale and D. X. Zhou · 2007
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Primal-dual subgradient methods for convex problems
Yurii E. Nesterov · 2009
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A Generalized Bias-Variance Decomposition for Bregman Divergences
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A modern take on the bias-variance tradeoff in neural networks, 2019a
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Understanding double descent requires A fine-grained bias-variance decomposition
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Double trouble in double descent : Bias and variance(s) in the lazy regime, 2020
Stéphane d’Ascoli, Maria Refinetti, Giulio Biroli, and Florent Krzakala · 2020
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To ensemble or not ensemble: When does end-to-end training fail?
Andrew Webb, Charles Reynolds, Wenlin Chen, Henry Reeve, Dan Iliescu, Mikel Lujan, and Gavin Brown · 2020
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Rethinking bias-variance trade-off for generalization of neural networks
Zitong Yang, Yaodong Yu, Chong You, Jacob Steinhardt, and Yi Ma · 2020
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Unifying mirror descent and dual averaging, 2021
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Brady Neal, Sarthak Mittal, Aristide Baratin, Vinayak Tantia, Matthew Scicluna, Simon Lacoste-Julien, and Ioannis Mitliagkas
Cited in the paper.
A modern take on the bias-variance tradeoff in neural networks, 2019b
Brady Neal, Sarthak Mittal, Aristide Baratin, Vinayak Tantia, Matthew Scicluna, Simon Lacoste-Julien, and Ioannis Mitliagkas
Cited in the paper.
Anatoli Juditsky, Joon Kwon, and Éric Moulines · 2021
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