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During training, weight matrices in machine learning architectures are updated using stochastic gradient descent or variations thereof. In this contribution we employ concepts of random matrix theory to analyse the resulting stochastic…

Disordered Systems and Neural Networks · Physics 2024-11-22 Gert Aarts , Ouraman Hajizadeh , Biagio Lucini , Chanju Park

We demonstrate that the update of weight matrices in learning algorithms can be described in the framework of Dyson Brownian motion, thereby inheriting many features of random matrix theory. We relate the level of stochasticity to the ratio…

Disordered Systems and Neural Networks · Physics 2025-01-10 Gert Aarts , Biagio Lucini , Chanju Park

Understanding the learning dynamics of neural networks is one of the key issues for the improvement of optimization algorithms as well as for the theoretical comprehension of why deep neural nets work so well today. In this paper, we…

Machine Learning · Statistics 2021-03-18 Zhenyu Liao , Romain Couillet

Increasing effort is put into the development of methods for learning mechanistic models from data. This task entails not only the accurate estimation of parameters but also a suitable model structure. Recent work on the discovery of…

Machine Learning · Computer Science 2024-07-01 Justin N. Kreikemeyer , Philipp Andelfinger , Adelinde M. Uhrmacher

We define a message-passing algorithm for computing magnetizations in Restricted Boltzmann machines, which are Ising models on bipartite graphs introduced as neural network models for probability distributions over spin configurations. To…

Machine Learning · Computer Science 2020-12-02 Burak Çakmak , Manfred Opper

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…

Machine Learning · Statistics 2026-04-21 Hossein Taheri , Avishek Ghosh , Arya Mazumdar

We study the problem of learning-to-learn: inferring a learning algorithm that works well on tasks sampled from an unknown distribution. As class of algorithms we consider Stochastic Gradient Descent on the true risk regularized by the…

Machine Learning · Computer Science 2019-03-26 Giulia Denevi , Carlo Ciliberto , Riccardo Grazzi , Massimiliano Pontil

The Restricted Boltzmann Machine (RBM), an important tool used in machine learning in particular for unsupervized learning tasks, is investigated from the perspective of its spectral properties. Starting from empirical observations, we…

Disordered Systems and Neural Networks · Physics 2018-01-17 Aurélien Decelle , Giancarlo Fissore , Cyril Furtlehner

We present a theoretical analysis of some popular adaptive Stochastic Gradient Descent (SGD) methods in the small learning rate regime. Using the stochastic modified equations framework introduced by Li et al., we derive effective…

Machine Learning · Statistics 2025-09-29 Luca Callisti , Marco Romito , Francesco Triggiano

We employ constraints to control the parameter space of deep neural networks throughout training. The use of customized, appropriately designed constraints can reduce the vanishing/exploding gradients problem, improve smoothness of…

Machine Learning · Computer Science 2021-06-22 Benedict Leimkuhler , Tiffany Vlaar , Timothée Pouchon , Amos Storkey

Recurrent neural networks (RNNs) have shown promising performance for language modeling. However, traditional training of RNNs using back-propagation through time often suffers from overfitting. One reason for this is that stochastic…

Computation and Language · Computer Science 2017-04-25 Zhe Gan , Chunyuan Li , Changyou Chen , Yunchen Pu , Qinliang Su , Lawrence Carin

We consider a toy model for the study of monitored dynamics in a many-body quantum systems. We study the stochastic Schrodinger equation resulting from the continuous monitoring with a rate $\Gamma$ of a random hermitian operator chosen at…

Statistical Mechanics · Physics 2024-07-02 Federico Gerbino , Pierre Le Doussal , Guido Giachetti , Andrea De Luca

We take a Bayesian perspective to illustrate a connection between training speed and the marginal likelihood in linear models. This provides two major insights: first, that a measure of a model's training speed can be used to estimate its…

Machine Learning · Computer Science 2020-10-28 Clare Lyle , Lisa Schut , Binxin Ru , Yarin Gal , Mark van der Wilk

We study large deviations in the context of stochastic gradient descent for one-hidden-layer neural networks with quadratic loss. We derive a quenched large deviation principle, where we condition on an initial weight measure, and an…

Probability · Mathematics 2025-01-14 Christian Hirsch , Daniel Willhalm

While offering a principled framework for uncertainty quantification in deep learning, the employment of Bayesian Neural Networks (BNNs) is still constrained by their increased computational requirements and the convergence difficulties…

Machine Learning · Computer Science 2025-05-26 Moule Lin , Shuhao Guan , Weipeng Jing , Goetz Botterweck , Andrea Patane

We consider two questions at the heart of machine learning; how can we predict if a minimum will generalize to the test set, and why does stochastic gradient descent find minima that generalize well? Our work responds to Zhang et al.…

Machine Learning · Computer Science 2018-02-16 Samuel L. Smith , Quoc V. Le

We propose a simple algorithm to train stochastic neural networks to draw samples from given target distributions for probabilistic inference. Our method is based on iteratively adjusting the neural network parameters so that the output…

Machine Learning · Statistics 2017-11-01 Yihao Feng , Dilin Wang , Qiang Liu

Recent years have seen a lot of progress in algorithms for learning parameters of spreading dynamics from both full and partial data. Some of the remaining challenges include model selection under the scenarios of unknown network structure,…

Social and Information Networks · Computer Science 2024-01-02 Mateusz Wilinski , Andrey Y. Lokhov

Understanding the dynamics of a system is important in many scientific and engineering domains. This problem can be approached by learning state transition rules from observations using machine learning techniques. Such observed time-series…

Machine Learning · Computer Science 2022-12-08 Koji Watanabe , Katsumi Inoue

Graphical models are powerful tools for modeling high-dimensional data, but learning graphical models in the presence of latent variables is well-known to be difficult. In this work we give new results for learning Restricted Boltzmann…

Machine Learning · Computer Science 2020-07-28 Surbhi Goel , Adam Klivans , Frederic Koehler
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