A Rigorous, Tractable Measure of Model Complexity
- URL: http://arxiv.org/abs/2605.21167v1
- Date: Wed, 20 May 2026 13:37:38 GMT
- Title: A Rigorous, Tractable Measure of Model Complexity
- Abstract summary: We present a mathematically rigorous yet easy-to-parametric measure of model complexity that is based on the similarities between the model across inputs.<n>We prove that our measure of complexity generalizes model-specific complexity measures such as kernel length scale, number of neighbors, and number of trees.<n>We also use our measure to obtain new insights into the double descent phenomenon for random features, random forests, neural networks, and gradient boosting.
- Score: 12.424687747519037
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: An accurate assessment of a model's complexity is crucial for topics such as interpretation, generalization, and model selection. However, most existing complexity measures either rely on heuristic assumptions or are computationally prohibitive. In this paper, we present a mathematically rigorous yet easy-to-compute measure of model complexity that is based on the similarities between the model gradients across inputs. It is thus well-defined for any parametric model, but also for kernel-based non-parametric models. We prove that our measure of complexity generalizes model-specific complexity measures such as polynomial degree (for polynomial regression), kernel length scale (for Matérn kernels), number of neighbors (for k-nearest neighbors), number of splits (for decision trees), and number of trees (for random forests). We also use our measure to obtain new insights into the double descent phenomenon for random Fourier features, random forests, neural networks, and gradient boosting.
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