Minimum Norm Interpolation

Algorithm Minimum Norm Interpolation
Suppose we have a linear regression problem , the minimum norm interpolation is a training algorithm solves the optimization problem:
Prop Analytic Solution to Minimum Norm Interpolation
Assume overparametrization happens, the analytic solution to minimum norm interpolation isProof Since overparametrization happens, there exists such that . Then by KKT conditions, we have the following equations hold: