🤖 AI Summary
This work investigates the generalization mechanisms of linear inverse problems—such as elliptic PDE-constrained inverse problems—in fixed-dimensional settings under physical constraints. To characterize benign overfitting, we propose a smooth inductive bias modeling framework where Sobolev norms serve as implicit regularizers. Integrating kernel ridge regression with asymptotic learning theory, we provide the first rigorous proof that PDE operators enable stable variance estimation and induce benign overfitting. Our theoretical analysis reveals that, provided the Sobolev prior’s smoothness is sufficiently high, Sobolev norms of arbitrary orders all yield optimal convergence rates—a result unifying Bayesian estimators and minimum-norm interpolators. This constitutes the first fixed-dimensional theoretical guarantee for the generalization capability of physics-informed neural networks and related models.
📝 Abstract
Recent advances in machine learning have inspired a surge of research into reconstructing specific quantities of interest from measurements that comply with certain physical laws. These efforts focus on inverse problems that are governed by partial differential equations (PDEs). In this work, we develop an asymptotic Sobolev norm learning curve for kernel ridge(less) regression when addressing (elliptical) linear inverse problems. Our results show that the PDE operators in the inverse problem can stabilize the variance and even behave benign overfitting for fixed-dimensional problems, exhibiting different behaviors from regression problems. Besides, our investigation also demonstrates the impact of various inductive biases introduced by minimizing different Sobolev norms as a form of implicit regularization. For the regularized least squares estimator, we find that all considered inductive biases can achieve the optimal convergence rate, provided the regularization parameter is appropriately chosen. The convergence rate is actually independent to the choice of (smooth enough) inductive bias for both ridge and ridgeless regression. Surprisingly, our smoothness requirement recovered the condition found in Bayesian setting and extend the conclusion to the minimum norm interpolation estimators.