Exact Analysis of Inverse Problems in High Dimensions with Applications to Machine Learning
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Exact Analysis of Inverse Problems in High Dimensions with Applications to Machine Learning

Abstract

Modern machine learning techniques rely heavily on iterative optimization algorithms to solve high dimensional estimation problems involving non-convex landscapes. However, in the absence of knowing the closed-form expression of the solution, analyzing statistical properties of the estimators remains challenging in most cases. This dissertation provides a framework, called Multi-layer Vector Approximate Message Passing (ML-VAMP), for analyzing optimization-based estimators for a broad class of inverse problems. This framework is based on new developments in random matrix theory. Importantly, it does not rely on convex analysis and applies more broadly to non-convex optimization problems.

The ML-VAMP framework enables exact analysis in a certain high dimensional asymptotic regime for several problems of interest in machine learning and signal processing. In particular, the following problems have been explored in some detail,- Reconstruction of signals from noisy measurements using deep generative models, - Generalization error of learned one-layer and two-layer neural networks, \label{prob:nn} to demonstrate the analytical capabilities of the framework.

Using this framework we can analyze the effect of important design choices such asdegree of overparameterization, loss function, regularization, initialization, feature correlation, and a mismatch between train and test data in several problems of interest in machine learning.

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