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Overparameterized optimal subsample size for infinite-ensemble subagging
Sourced from the work of Takuya Koriyama, Pratik Patil, Jin-Hong Du, Kai Tan, Pierre C. Bellec
§ Problem Statement
Setup
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§ Discussion
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§ Significance & Implications
§ Known Partial Results
§ References
[1]
Precise Asymptotics of Bagging Regularized M-estimators
Takuya Koriyama, Pratik Patil, Jin-Hong Du, Kai Tan, Pierre C. Bellec (2024)
Annals of Statistics (to appear)
📍 Section 5.2 (“Optimal subsample size”), first paragraph discussing $k^\star$ shifting to the overparameterized regime and Figure 5 (“Optimal subsample size … always in the overparameterized regime”), p. 25 (continued on p. 26).
Source paper where this problem appears.