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Research Article

Reconciling modern machine-learning practice and the classical bias–variance trade-off

Mikhail Belkin, Daniel Hsu, Siyuan Ma, and Soumik Mandal
  1. aDepartment of Computer Science and Engineering, The Ohio State University, Columbus, OH 43210;
  2. bDepartment of Statistics, The Ohio State University, Columbus, OH 43210;
  3. cComputer Science Department and Data Science Institute, Columbia University, New York, NY 10027

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PNAS August 6, 2019 116 (32) 15849-15854; first published July 24, 2019; https://doi.org/10.1073/pnas.1903070116
Mikhail Belkin
aDepartment of Computer Science and Engineering, The Ohio State University, Columbus, OH 43210;
bDepartment of Statistics, The Ohio State University, Columbus, OH 43210;
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  • For correspondence: mbelkin@cse.ohio-state.edu
Daniel Hsu
cComputer Science Department and Data Science Institute, Columbia University, New York, NY 10027
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Siyuan Ma
aDepartment of Computer Science and Engineering, The Ohio State University, Columbus, OH 43210;
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Soumik Mandal
aDepartment of Computer Science and Engineering, The Ohio State University, Columbus, OH 43210;
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  1. Edited by Peter J. Bickel, University of California, Berkeley, CA, and approved July 2, 2019 (received for review February 21, 2019)

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Significance

While breakthroughs in machine learning and artificial intelligence are changing society, our fundamental understanding has lagged behind. It is traditionally believed that fitting models to the training data exactly is to be avoided as it leads to poor performance on unseen data. However, powerful modern classifiers frequently have near-perfect fit in training, a disconnect that spurred recent intensive research and controversy on whether theory provides practical insights. In this work, we show how classical theory and modern practice can be reconciled within a single unified performance curve and propose a mechanism underlying its emergence. We believe this previously unknown pattern connecting the structure and performance of learning architectures will help shape design and understanding of learning algorithms.

Abstract

Breakthroughs in machine learning are rapidly changing science and society, yet our fundamental understanding of this technology has lagged far behind. Indeed, one of the central tenets of the field, the bias–variance trade-off, appears to be at odds with the observed behavior of methods used in modern machine-learning practice. The bias–variance trade-off implies that a model should balance underfitting and overfitting: Rich enough to express underlying structure in data and simple enough to avoid fitting spurious patterns. However, in modern practice, very rich models such as neural networks are trained to exactly fit (i.e., interpolate) the data. Classically, such models would be considered overfitted, and yet they often obtain high accuracy on test data. This apparent contradiction has raised questions about the mathematical foundations of machine learning and their relevance to practitioners. In this paper, we reconcile the classical understanding and the modern practice within a unified performance curve. This “double-descent” curve subsumes the textbook U-shaped bias–variance trade-off curve by showing how increasing model capacity beyond the point of interpolation results in improved performance. We provide evidence for the existence and ubiquity of double descent for a wide spectrum of models and datasets, and we posit a mechanism for its emergence. This connection between the performance and the structure of machine-learning models delineates the limits of classical analyses and has implications for both the theory and the practice of machine learning.

  • machine learning
  • bias–variance trade-off
  • neural networks

Footnotes

  • ↵1To whom correspondence may be addressed. Email: mbelkin{at}cse.ohio-state.edu.
  • Author contributions: M.B., D.H., S. Ma, and S. Mandal designed research, performed research, analyzed data, and wrote the paper.

  • The authors declare no conflict of interest.

  • This article is a PNAS Direct Submission.

  • This article contains supporting information online at www.pnas.org/lookup/suppl/doi:10.1073/pnas.1903070116/-/DCSupplemental.

Published under the PNAS license.

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Reconciling modern machine-learning practice and the classical bias–variance trade-off
Mikhail Belkin, Daniel Hsu, Siyuan Ma, Soumik Mandal
Proceedings of the National Academy of Sciences Aug 2019, 116 (32) 15849-15854; DOI: 10.1073/pnas.1903070116

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Reconciling modern machine-learning practice and the classical bias–variance trade-off
Mikhail Belkin, Daniel Hsu, Siyuan Ma, Soumik Mandal
Proceedings of the National Academy of Sciences Aug 2019, 116 (32) 15849-15854; DOI: 10.1073/pnas.1903070116
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