arXiv stat.ML
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High-dimensional ridgeless least squares interpolation under spiked covariance structures
arXiv:2608.07281v1 Announce Type: cross Abstract: This paper investigates the asymptotic behavior of the out-of-sample prediction risk of the high-dimensional ridgeless least-squares estimator when the feature dimension $p$ and the sample size $n$ grow proportionally. We consider a generalized spiked population covaria