Learning Curves
Latest papers
14 papers2 papers in the last four weeks, with none the four weeks before. 0.0% of all new papers.
Recent work in tabular machine learning has emphasized the importance of diverse and realistic evaluation settings. The niche of large-scale (1M+) data, however, remains under-explored. To study training-data scaling, we assemble eight real-world tabular datasets with up to around ten million training examples, retaining the natural distribution shifts of the tasks and using random-split evaluation as a control. We find that GBDTs and MLP-based models show broadly similar scaling trends, with gains from both additional training data and algorithmic improvements. Tabular foundation models show more varied scaling behavior, with recent versions benefiting more consistently from larger contexts even under distribution shift. However, scaling training data under distribution shift introduces new challenges: in-distribution and out-of-distribution performance mostly improve together at smaller scales but can diverge at larger scales. We examine this through MLP capacity sweeps and comparisons of the validation distributions used for tuning and early stopping in MLPs and GBDTs. We also compare common practices of using validation data, contrasting its use for model selection in MLP pipelines with using it for in-context fitting in tabular foundation model pipelines. Under stronger shifts, MLPs selected using validation representative of the evaluation conditions generally maintain or improve performance as training data grows. In contrast, including such examples in context improves foundation-model performance, but does not prevent deterioration with increasing training size in our experiments.
Seer: Maximum Likelihood Regression for Learning-Speed Curves
The research presented here focuses on modeling machine-learning performance. The thesis introduces Seer, a system that generates empirical observations of classification-learning performance and then uses those observations to create statistical models. The models can be used to predict the number of training examples needed to achieve a desired level and the maximum accuracy possible given an unlimited number of training examples. Seer advances the state of the art with 1) models that embody the best constraints for classification learning and most useful parameters, 2) algorithms that efficiently find maximum-likelihood models, and 3) a demonstration on real-world data from three domains of a practicable application of such modeling. The first part of the thesis gives an overview of the requirements for a good maximum-likelihood model of classification-learning performance. Next, reasonable design choices for such models are explored. Selection among such models is a task of nonlinear programming, but by exploiting appropriate problem constraints, the task is reduced to a nonlinear regression task that can be solved with an efficient iterative algorithm. The latter part of the thesis describes almost 100 experiments in the domains of soybean disease, heart disease, and audiological problems. The tests show that Seer is excellent at characterizing learning-performance and that it seems to be as good as possible at predicting learning performance. Finally, recommendations for choosing a regression model for a particular situation are made and directions for further research are identified.
From Spectra to Joint Schedules in LLM Pre-training: 3+3(+2) Scaling-Law Regimes
Power-law learning curves are often treated as fixed properties of a model and its data, although learning-rate and batch-size schedules can change the observed loss. We study this dependence in noisy online SGD with linear random features. Conditional on the representation, an exact Volterra equation separates two response components: a forcing term that propagates unresolved target error and a memory kernel that propagates stochastic-error injections. We prove that either component follows a power law if and only if its cumulative weighted spectral mass has the corresponding low-spectrum scaling; individual eigenvalues and target coefficients need not obey coordinatewise power laws. Under a joint schedule, intrinsic time controls optimization progress, while controls noise injection. Their interaction yields sharp conditions under which a schedule preserves, changes, or destroys the clean power law, together with a memory ceiling on noise reduction. The power-law random-feature model realizes this mechanism in propagation regimes with phase-dependent compute rates. Controlled nanoGPT experiments show that (1) learning-rate and batch-size schedules with matched paths are nearly equivalent in intrinsic time, (2) a forcing-memory surrogate accurately predicts loss across schedules, and (3) its fitted exponents across real-world datasets identify the regime of LLMs in map. The source code for reproducing our experiments is available on https://github.com/yichenblue/spectra-to-schedules-in-pretraining.
Scaling Laws for Classical Machine Learning on Tabular Data: A Benchmark Study
Prior classical-ML learning-curve work fits power laws to tree, linear, and kernel models on tabular data, but at small scale: typically one curve, one team, a handful of cells. We present a distributed classroom-scale replication: 127 graduate students each ran a fixed protocol on 3 assigned datasets, drawn from 18 tabular classification and regression datasets and 6 model families (Boosting, Random Forest, SVM, Linear/Logistic, Ridge, Lasso), yielding 11,536 training runs and 1,648 fitted power-law curves of the form error(N) = a N^(-b) + c. Three findings. (1) Power laws fit: R^2 > 0.8 on 77.7% of cells, with tree ensembles dominating at full data (Boosting 50% of datasets, RandomForest 33%; linear models underperform on classification). (2) Approximate shared exponents within a model family: for 5 of 6 families, a single family-level exponent predicts each family's cross-dataset curves nearly as well as per-dataset exponents (R^2 gap < 0.011), though AIC favors the unconstrained fit and curve collapse is partial (32-58% of points within +/-0.5 dex). We frame this as approximate predictive compressibility, not dataset-independent universality; Lasso fails outright (negative control) and Ridge is fragile under leave-one-dataset-out. (3) Replicator-implementation variance: with random_state=42 fixed, independent re-implementations of the same protocol still differ by mean CV(b) = 0.144 on the fitted exponent -- not seed variance, but the spread induced by unconstrained parts of the protocol (preprocessing, encoding, missing-value handling). We release the aggregated curves, per-cell fits, and a practical data-requirement table for N* to reach target error 0.15.
Data-Efficient Deep Learning: Empirical Guidelines for Training Set Size Estimation in Inertial Sensor Classification
Deep learning models dependency on large-scale inertial datasets presents a significant bottleneck in inertial sensor-based classification tasks, such as human activity recognition and smartphone location recognition. In these domains, data collection requires massive recording campaigns that are complex, time-consuming, and difficult to scale. Currently, data-driven guidelines for determining the minimum sample size required to reach a desired accuracy level do not exist. To address this gap, this study presents a systematic empirical evaluation of learning curve convergence rates in inertial classification. We introduce a unified framework that analyzes classification performance under both binary and multi-class scenarios, and derive an empirical formula to estimate performance relative to dataset size. Testing across six diverse, real-world datasets totaling 102.7 hours of inertial measurements demonstrates that accuracy follows a consistent logarithmic growth pattern, regardless of task complexity. Leveraging this finding, we propose a quantitative stability point metric, defined as the sample size required for the learning curve to stabilize within a predefined mean absolute percentage deviation of its asymptotic maximum. Our analysis reveals that models often reach practical stability with substantially fewer samples than traditional heuristics suggest. Ultimately, we offer a generalizable framework to extrapolate total data requirements from small-scale pilot studies, optimizing the tradeoff between recording effort and model reliability. These findings shift the prevailing paradigm from maximizing data volume toward optimizing data efficiency, offering concrete, data-backed guidelines for planning recording campaigns in inertial sensing applications.
A Boundary-Layer Mechanism for One-Third Scaling in Online Softmax Classification
Hard-label classification is usually trained with smooth surrogate losses, most prominently softmax cross-entropy. We isolate an asymptotic mechanism by which this mismatch between smooth surrogate and discrete labels produces power-law learning curves in an online teacher-student model. After subtracting the mean logit, the thermodynamic-limit dynamics close in centered variables: a growing centered student-teacher alignment and the residual student variance . At late times, examples away from teacher decision boundaries are already classified confidently and contribute exponentially little. Only boundary layers of width remain active, while the noise of fixed-learning-rate online gradient descent maintains a nonzero . As a function of the training time the late-time solution yields a power law not only for the test loss but also for the generalization error , i.e., one minus test accuracy. This is much slower than the Bayes-optimal reference for the same model. We further show that learning-rate schedules can improve the generalization error towards a power law. Simulations support the predicted order parameter dynamics and learning curves. Controlled experiments with correlated Gaussian inputs and whitened pretrained features show that data structure can dominate transients. Therefore, our result is an asymptotic, complementary mechanism rather than an alternative to spectral explanations of neural scaling laws.
Active Budget Allocation for Efficient Scaling Law Estimation via Surrogate-Guided Pruning
Predicting model performance at larger scales enables the design of training strategies and architectures tailored to specific performance targets. Empirical scaling law research identifies functional forms to aid this prediction task. These describe the relationship between loss and compute using a loss-compute frontier defined by learning curves. Due to the empirical nature of this approach, the computational burden is substantial, making strategic resource allocation essential - yet it remains surprisingly underexplored. In this work, we address this shortcoming by exploring the suitability of Successive Halving (SH) and SH combined with parametric and non-parametric surrogate models. In addition to enabling a more systematic allocation of a given compute budget, our findings show that SH paired with surrogate models yields a set of learning curves that includes one with a lower loss-compute value than what naive uniform allocation or an SH-only approach can obtain. Our experiments demonstrate mean relative improvements of up to 2.84% and 5.47% on real-world and synthetic learning curve datasets. This strategic resource allocation enables us to obtain accurate scaling laws at significantly reduced computational costs, saving up to 98.7% over the traditional exhaustive approach.
LEAP: Trajectory-Level Evaluation of LLMs in Iterative Scientific Design
LLMs are increasingly deployed in autonomous laboratories, under the assumption that their domain priors and reasoning over iterative feedback let them converge on good designs in fewer iterations than feedback-only baselines. Current iterative scientific design benchmarks, however, score only outcome snapshots at fixed horizons. This leaves the learning trajectory unmeasured, even though the trajectory is what captures learning efficiency, where each iteration saved is a real saving in cost and time. Motivated by this, we examine three evaluation choices that change the conclusions one draws about LLM learning efficiency in iterative scientific design: what to measure, what baseline to compare against, and what to ground against. We introduce LEAPBench, Learning Efficiency in Adaptive Processes, a 55-task framework that pairs a best-so-far area under the curve (AUC) trajectory metric with a classical Bayesian-optimization reference and an audit grounded in published literature. Applied to eight contemporary LLMs, switching from final-outcome to trajectory scoring changes the best-model decision on 53% of tasks at matched horizons, and exposes efficiency gains overlooked by outcome-based scoring. LLMs do not outperform a classical Bayesian baseline. On 16 biology tasks where the oracle's reward signal is aligned with configurations from the published-best design, domain-aware prompting leads to LLM choices that match the published-best's approximately 10 percentage points less often than domain-agnostic prompting at iteration 30. The pattern is sharpest on 6 tasks where the literature-typical and published-best configurations diverge, and domain-agnostic prompting matches the published-best more often on all 6. The trajectory metric also doubles as a tractable training target. Offline reinforcement learning with the metric as a reward improves performance on 14 of 21 held-out tasks.
On the Learning Curves of Revenue Maximization
Learning curves are a fundamental primitive in supervised learning, describing how an algorithm's performance improves with more data and providing a quantitative measure of its generalization ability. Formally, a learning curve plots the decay of an algorithm's error for a fixed underlying distribution as a function of the number of training samples. Prior work on revenue-maximizing learning algorithms, starting with the seminal work of Cole and Roughgarden [STOC, 2014], adopts a distribution-free perspective, which parallels the PAC learning framework in learning theory. This approach evaluates performance against the hardest possible sequence of valuation distributions, one for each sample size, effectively defining the upper envelope of learning curves over all possible distributions, thus leading to error bounds that do not capture the shape of the learning curves. In this work we initiate the study of learning curves for revenue maximization and provide a near-complete characterization of their rate of decay in the basic setting of a single item and a single buyer. In the absence of any restriction on the valuation distribution, we show that there exists a Bayes-consistent algorithm, meaning that its learning curve converges to zero for any arbitrary valuation distribution as the number of samples . However, this convergence must be arbitrarily slow, even if the optimal revenue is finite. In contrast, if the optimal revenue is achieved by a finite price, then the optimal rate of decay is roughly . Finally, for distributions supported on discrete sets of values, we show that learning curves decay almost exponentially fast, a rate unattainable under the PAC framework.
Learning Curves and Benign Overfitting of Spectral Algorithms in Large Dimensions
Existing large-dimensional theory for spectral algorithms resolves either the optimally tuned point or the interpolation limit, but leaves the under-regularized regime unexplored. We study the learning curve and benign overfitting of spectral algorithms in the large-dimensional setting where the sample size and dimension are of comparable order, i.e., for some . We first consider inner-product kernels on the sphere and establish a sharp asymptotic characterization of the excess risk across the full regularization path under various source conditions , where measures the relative smoothness of the regression function. Our results reveal that the learning curve is not simply U-shaped but instead consists of three distinct regimes: over-regularized, under-regularized, and interpolation regimes. This characterization allows us to fully capture the benign overfitting phenomenon, demonstrating that benign overfitting arises consistently across both the under-regularized and interpolation regimes whenever is positive but no larger than a critical threshold. We further show that, in the sufficiently regularized regime, the kernel learning curve is recovered by an associated sequence model. Finally, we extend the learning-curve analysis to large-dimensional KRR for a class of kernels on general domains in whose low-degree eigenspaces satisfy spectral-scaling and hyper-contractivity conditions.
Asymptotic Learning Curves for Diffusion Models with Random Features Score and Manifold Data
We study the theoretical behavior of denoising score matching--the learning task associated to diffusion models--when the data distribution is supported on a low-dimensional manifold and the score is parameterized using a random feature neural network. We derive asymptotically exact expressions for the test, train, and score errors in the high-dimensional limit. Our analysis reveals that, for linear manifolds the sample complexity required to learn the score function scales linearly with the intrinsic dimension of the manifold, rather than with the ambient dimension. Perhaps surprisingly, the benefits of low-dimensional structure starts to diminish once we have a non-linear manifold. These results indicate that diffusion models can benefit from structured data; however, the dependence on the specific type of structure is subtle and intricate.
Sample Size Calculations for Developing Clinical Prediction Models: Overview and pmsims R package
Background: Clinical prediction models are increasingly used to inform healthcare decisions, but determining the minimum sample size for their development remains a critical and unresolved challenge. Inadequate sample sizes can lead to overfitting, poor generalisability, and biased predictions. Existing approaches, such as heuristic rules, closed-form formulas, and simulation-based methods, vary in flexibility and accuracy, particularly for complex data structures and machine learning models. Methods: We review current methodologies for sample size estimation in prediction modelling and introduce a conceptual framework that distinguishes between mean-based and assurance-based criteria. Building on this, we propose a novel simulation-based approach that integrates learning curves, Gaussian Process optimisation, and assurance principles to identify sample sizes that achieve target performance with high probability. This approach is implemented in pmsims, an open-source, model-agnostic R package. Results: Through case studies, we demonstrate that sample size estimates vary substantially across methods, performance metrics, and modelling strategies. Compared to existing tools, pmsims provides flexible, efficient, and interpretable solutions that accommodate diverse models and user-defined metrics while explicitly accounting for variability in model performance. Conclusions: Our framework and software advance sample size methodology for clinical prediction modelling by combining flexibility with computational efficiency. Future work should extend these methods to hierarchical and multimodal data, incorporate fairness and stability metrics, and address challenges such as missing data and complex dependency structures.
The Challenger: When Do New Data Sources Justify Switching Machine Learning Models?
Organizations often have an incumbent predictive model in production when new data sources become available. Because historical training data lack the new features, a challenger model must be trained on a small but growing full-feature dataset. We study whether, and when, the organization should switch to the challenger. The decision is statistical and economic: the challenger's predictive performance improves as full-feature data accumulate, but repeated retraining is costly and delays benefits from deployment. We develop a framework linking learning-curve dynamics to model-switching economics. Under a standard power-law learning curve and finite data-collection horizon , the optimal time to train and evaluate the challenger scales as : learning-curve shape (through its learning speed ) is the primary theoretical determinant of when to stop experimenting; costs determine switching profitability. Even without knowing the learning curve, the operational problem is tractable: we show that any algorithm stopping on the scale and making reliable switch/discard decisions achieves regret relative to a full-foresight oracle. We propose a sequential evaluation algorithm that uses local learning-curve trends to anticipate improvement, and test it in a real-world credit-scoring study. Even with this local approximation, the algorithm theoretically and empirically achieves near-oracle performance. It is also more stable than greedy sequential evaluation algorithms, where noisy early estimates trigger premature discarding, or simple one-shot evaluation algorithms, which work only when their fixed evaluation time matches the (unknown in practice) theoretical timing scale. Our framework offers a step toward principled model governance when new data sources require costly collection, validation, and deployment.
Predicting kernel regression learning curves from only raw data statistics
We study kernel regression with common rotation-invariant kernels on real datasets including CIFAR-5m, SVHN, and ImageNet. We give a theoretical framework that predicts learning curves (test risk vs. sample size) from only two measurements: the empirical data covariance matrix and an empirical polynomial decomposition of the target function . The key new idea is an analytical approximation of a kernel's eigenvalues and eigenfunctions with respect to an anisotropic data distribution. The eigenfunctions resemble Hermite polynomials of the data, so we call this approximation the Hermite eigenstructure ansatz (HEA). We prove the HEA for Gaussian data, but we find that real image data is often "Gaussian enough" for the HEA to hold well in practice, enabling us to predict learning curves by applying prior results relating kernel eigenstructure to test risk. Extending beyond kernel regression, we empirically find that MLPs in the feature-learning regime learn Hermite polynomials in the order predicted by the HEA. Our HEA framework is a proof of concept that an end-to-end theory of learning which maps dataset structure all the way to model performance is possible for nontrivial learning algorithms on real datasets.