arXiv:2605.30059cs.LGcond-mat.stat-mech2026-05

用泊松重置视角重解岭回归,揭示其与谱正则化的深层联系。

Ridge Regression from Poisson Resetting: A Renewal Perspective on Spectral Regularization

论文配图:Ridge Regression from Poisson Resetting: A Renewal Perspective on Spectral Regularization
图 1 · 摘自论文原文
  • 通过泊松重置机制,将岭回归转化为梯度流的稳态均值。
  • 指数重置律是唯一能精确复现岭回归谱滤波特性的重置规律。
  • 适用于理解随机优化中正则化机制,适合统计学习与物理交叉研究者。

我们将非平衡统计物理中的随机重置机制与统计学习中的岭正则化相联系。对于线性梯度流,以速率 $r$ 将系统重置到原点,其稳态均值为 $(X^ op X + rI)^{-1}X^ op y$,恰好对应惩罚参数 $λ = r$ 的岭估计器。该结果利用了岭回归与梯度流指数时间平均之间的已知拉普拉斯变换关系,其中指数时间被解释为泊松重置下的稳态年龄。我们进一步将这一等式推广至一般再生重置律:仅指数重置分布能在每个特征方向上精确重现标量岭回归作为谱滤波,而非常数重置律则生成其他谱滤波。在波动层面,我们研究了一个带有恒定扩散项的独立奥尔斯坦-乌伦贝克扩展,可视为简化的随机梯度下降近似。在此设定下,等式仅在均值层成立,因为重置过程存在由累积奥尔斯坦-乌伦贝克噪声和重置时间方差带来的非零稳态协方差,而确定性岭估计器具有相同中心但无波动。简化实验直接比较了由不同重置律诱导的滤波器,并展示了非指数重置律在预测上可能与岭回归不同的情形。稳态均值及诱导谱滤波的结果适用于各向同性重置下的二次目标连续时间梯度流;协方差与风险公式还需假设状态无关的加性噪声协方差。

原文摘要 · Abstract (English)

We connect stochastic resetting from non-equilibrium statistical physics with ridge regularization in statistical learning. For linear gradient flow, resetting to the origin at rate $r$ produces stationary mean $(X^\top X+rI)^{-1}X^\top y$, exactly the ridge estimator with penalty $λ=r$. This uses the known Laplace-transform relationship between ridge regression and exponential-time averaging of gradient flow, with the exponential time now interpreted as the stationary age associated with Poisson resetting. We then extend this identity to general renewal reset laws: the exponential reset time distribution is the unique renewal law whose stationary mean reproduces scalar ridge in every eigendirection as an exact filter identity for every positive curvature, while non-exponential renewal laws generate alternative spectral filters. At the fluctuation level, we study a separate additive Ornstein-Uhlenbeck extension with constant diffusion, interpreted as a stylized SGD approximation. In this setting, the equality holds only at the level of the mean, since the reset process has a nonzero stationary covariance from accumulated OU noise and reset-timing variance, whereas deterministic ridge is a fixed estimator with the same center. Stylized experiments compare the deterministic renewal-induced filters directly and illustrate when filters induced by non-exponential reset-time laws can differ predictively from ridge. The results for the stationary mean and the induced spectral filters are established for continuous-time gradient flow with isotropic resetting on quadratic objectives; the covariance and risk formulas additionally assume additive noise with state-independent covariance.

岭回归谱正则化随机重置统计学习

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