Abstract
We consider a model for logistic regression where only a subset of features of size p is used for training a linear classifier over n training samples. The classifier is obtained by running gradient descent on logistic loss. For this model, we investigate the dependence of the classification error on the ratio kappa =p/n. First, building on known deterministic results on the implicit bias of gradient descent, we uncover a phase-transition phenomenon for the case of Gaussian features: the classification error of the gradient descent solution is the same as that of the maximum-likelihood solution when kappa < kappa(star), and that of the support vector machine when kappa > kappa(star), where kappa(star) is a phase-transition threshold. Next, using the convex Gaussian min-max theorem, we sharply characterize the performance of both the maximum-likelihood and the support vector machine solutions. Combining these results, we obtain curves that explicitly characterize the classification error for varying values of kappa. The numerical results validate the theoretical predictions and unveil double-descent phenomena that complement similar recent findings in linear regression settings as well as empirical observations in more complex learning scenarios.