Related papers: A Dynamical Central Limit Theorem for Shallow Neur…
This paper is concerned with the limiting spectral behaviors of large dimensional Kendall's rank correlation matrices generated by samples with independent and continuous components. We do not require the components to be identically…
This paper deals with subspace estimation in the small sample size regime, where the number of samples is comparable in magnitude with the observation dimension. The traditional estimators, mostly based on the sample correlation matrix, are…
Natural gradient descent is a principled method for adapting the parameters of a statistical model on-line using an underlying Riemannian parameter space to redefine the direction of steepest descent. The algorithm is examined via methods…
We theoretically characterize gradient descent dynamics in deep linear networks trained at large width from random initialization and on large quantities of random data. Our theory captures the ``wider is better" effect of…
This paper investigates asymptotic behaviors of gradient descent algorithms (particularly accelerated gradient descent and stochastic gradient descent) in the context of stochastic optimization arising in statistics and machine learning…
Deep learning models have proven enormously successful at using multiple layers of representation to learn relevant features of structured data. Encoding physical symmetries into these models can improve performance on difficult tasks, and…
We analyze recurrent neural networks with diagonal hidden-to-hidden weight matrices, trained with gradient descent in the supervised learning setting, and prove that gradient descent can achieve optimality \emph{without} massive…
Combining cross-section and time series data is a long and well established practice in empirical economics. We develop a central limit theory that explicitly accounts for possible dependence between the two data sets. We focus on common…
This work aims to provide understandings on the remarkable success of deep convolutional neural networks (CNNs) by theoretically analyzing their generalization performance and establishing optimization guarantees for gradient descent based…
Continual learning, the ability of a model to adapt to an ongoing sequence of tasks without forgetting earlier ones, is a central goal of artificial intelligence. To better understand its underlying mechanisms, we study the limitations of…
We consider a data-driven formulation of the classical discrete-time stochastic control problem. Our approach exploits the natural structure of many such problems, in which significant portions of the system are uncontrolled. Employing the…
Recent work in dynamic causal inference introduced a class of discrete-time stochastic processes that generalize martingale difference sequences and arrays as follows: the random variates in each sequence have expectation zero given certain…
Diagonal linear networks (DLNs) are a tractable model that captures several nontrivial behaviors in neural network training, such as initialization-dependent solutions and incremental learning. These phenomena are typically studied in…
In this paper, we interpret Deep Neural Networks with Complex Network Theory. Complex Network Theory (CNT) represents Deep Neural Networks (DNNs) as directed weighted graphs to study them as dynamical systems. We efficiently adapt CNT…
Despite the widespread empirical success of ResNet, the generalization properties of deep ResNet are rarely explored beyond the lazy training regime. In this work, we investigate \emph{scaled} ResNet in the limit of infinitely deep and wide…
We consider sequences of needlet random fields defined as weighted averaged forms of spherical Gaussian eigenfunctions. Our main result is a Central Limit Theorem in the high energy setting, for the boundary lengths of their excursion sets.…
Generalization error bounds for deep neural networks trained by stochastic gradient descent (SGD) are derived by combining a dynamical control of an appropriate parameter norm and the Rademacher complexity estimate based on parameter norms.…
Recent research has been focused on two different approaches to studying neural networks training in the limit of infinite width (1) a mean-field (MF) and (2) a constant neural tangent kernel (NTK) approximations. These two approaches have…
We revisited the central limit theorem (CLT) for stochastic gradient descent (SGD) type methods, including the vanilla SGD, momentum SGD and Nesterov accelerated SGD methods with constant or vanishing damping parameters. By taking advantage…
We study the discrete-to-continuum consistency of the training of shallow graph convolutional neural networks (GCNNs) on proximity graphs of sampled point clouds under a manifold assumption. Graph convolution is defined spectrally via the…