Benign Overfitting under Heterogeneous Input Fusion

Houzhen Liu, Xiaobo Xia

Benign overfitting is extensively studied when learning from a single high-dimensional input, but its behavior under heterogeneous input fusion remains largely unexplored. We study this question for minimum-norm linear interpolation under a heterogeneous Gaussian design, comparing two statistically dependent input blocks with their fusion while holding the underlying population task fixed. For regression, we identify a full-spectrum covariance certificate whose asymptotic status is independent of the cutoff threshold and prove that it is preserved by every positive-semidefinite joint covariance consistent with the two marginals. This protection is sharp, yet it does not extend to all benign regression problems: outside the certified regime, two benign marginals can have a harmful fusion. For one-sparse Gaussian classification, benignity in the regular regime is characterized by the balance between surviving predictive signal and nuisance contamination. Fusion can move these two quantities in opposite directions, and within this model class every marginal-to-joint benign/non-benign pattern is attainable. We further show that the same fused input can have qualitatively different…