Phase-transition conjecture for support vector proliferation in ℓ₁-SVMs

Let (\bX,y)Rn×d×Rn(\bX,y) \in \mathbb{R}^{n \times d} \times \mathbb{R}^n be an isotropic Gaussian sample, and let SVP denote support vector proliferation, namely coincidence between the solutions of the corresponding SVM and minimum-1\ell_1-norm interpolation problems. Phase-transition conjecture for 1\ell_1-SVMs. The probability of SVP occurring for an 1\ell_1-SVM with \bX\bX and yy undergoes a phase transition around d=f(n)d=f(n), for some f(n)=ω(nlogn)f(n)=\omega(n\log n). Formally, there exist positive constants cc and cc' with ccc\leq c' such that

limnP(SVP occurs for an 1-SVM)={0if d<cf(n),1if d>cf(n).\lim_{n\to\infty}\mathbb{P}(\text{SVP occurs for an $\ell_1$-SVM})=\begin{cases}0&\text{if }d<cf(n),\\1&\text{if }d>c'f(n). \end{cases}

The conjecture predicts that support vector proliferation for 1\ell_1-SVMs requires a substantially higher-dimensional regime than the corresponding phenomenon for 2\ell_2-SVMs; the precise growth rate of f(n)f(n) is not established by the conjecture.

Sources & referencesView supporting material

Primary source

Navid Ardeshir, Clayton Sanford and Daniel Hsu, “Support vector machines and linear regression coincide with very high-dimensional features”, arXiv:2105.14084 (2021).

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