The Zero Pattern of a Design Matrix Drives Multiple Descent in Over-parameterized Regression

Over-parameterized linear regression has been widely studied over the last decade. However, most existing works assume that the covariates are independent and that their covariance matrices are non-degenerate. In this paper, we relax both assumptions and derive deterministic equivalents for the prediction risk in a vanishing-ridge regime. We show that degeneracy of the covariance matrices and dependence can lead to multiple descent, and characterize where the corresponding peaks can occur. Our proofs use a novel graph representation of the variance profile. We show that maximum matchings and the Dulmage--Mendelsohn decomposition of the associated bipartite graph identify the configurations at which the variance becomes singular.

Data augmented bootstrap: Unifying confidence interval construction by approximate invariance

We propose the data augmented bootstrap (DAB), a framework for constructing confidence intervals from approximately invariant transformations of the data. As special cases, DAB recovers popular methods that rely on exact group symmetries, such as conformal prediction, wild bootstrap for Maximum Mean Discrepancy U-statistics and the recently proposed SymmPI. Meanwhile, DAB also recovers the classical bootstrap method, which exploits the dataset's approximate invariance under uniform sampling of data indices as the dataset size grows. For all DAB methods, we establish theoretical coverage results that interpolate between finite-sample and asymptotic guarantees according to the strength of the invariance, and without assuming a group structure. The approximate invariance is measured in the Kolmogorov distance and, for statistics that satisfy Gaussian universality, reduces to conditional mean and variance matching. This allows us to incorporate data augmentation (DA), a widely used machine learning heuristic based on approximate invariances, into known statistical methods. We empirically test the performance of incorporating DA into bootstrap, wild bootstrap and conformal prediction for simulated settings as well as for image, language and scientific data.

Diagonal Symmetrization of Neural Network Solvers for the Many-Electron Schrödinger Equation

Incorporating group symmetries into neural networks has been a cornerstone of success in many AI-for-science applications. Diagonal groups of isometries, which describe the invariance under a simultaneous movement of multiple objects, arise naturally in many-body quantum problems. Despite their importance, diagonal groups have received relatively little attention, as they lack a natural choice of invariant maps except in special cases. We study different ways of incorporating diagonal invariance in neural network ans\"atze trained via variational Monte Carlo methods, and consider specifically data augmentation, group averaging and canonicalization. We show that, contrary to standard ML setups, in-training symmetrization destabilizes training and can lead to worse performance. Our theoretical and numerical results indicate that this unexpected behavior may arise from a unique computational-statistical tradeoff not found in standard ML analyses of symmetrization. Meanwhile, we demonstrate that post hoc averaging is less sensitive to such tradeoffs and emerges as a simple, flexible and effective method for improving neural network solvers.