Benign overfitting without concentration

Abstract

We obtain a sufficient condition for benign overfitting of linear regression problem. Our result does not rely on concentration argument but on small-ball assumption and thus can holds in heavy-tailed case. The basic idea is to establish a coordinate small-ball estimate in terms of effective rank so that we can calibrate the balance of epsilon-Net and exponential probability. Our result indicates that benign overfitting is not depending on concentration property of the input vector. Finally, we discuss potential difficulties for benign overfitting beyond linear model and a benign overfitting result without truncated effective rank.