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OLS is a convex optimization problem, so this doesn't really apply. And for statistical analysis you really don't want to add poorly understood artificial noise
by jampekka 1y ago
OLS is a convex optimization problem, so this doesn't really apply. And for statistical analysis you really don't want to add poorly understood artificial noise to the parameter estimates anyway.
- esafak 1y agoIn general you do, because the unbiased estimates have higher generalization error. You are already dealing with sampling noise. I am not an expert in optimization, and what "poorly understood" means to you, but I know there is quite some research on the properties of SGD noise; e.g., https://francisbach.com/rethinking-sgd-noise/ https://francisbach.com/rethinking-sgd-noise/ Dissecting the Effects of SGD Noise in Distinct Regimes of Deep Learning https://arxiv.org/abs/2301.13703 https://arxiv.org/abs/2301.13703