A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Lectures on deep learning properties in infinite and large-width networks.
problem Understanding deep neural networks in extreme width conditions.
method Analysis of random deep neural networks, connections to linear models, kernels, and Gaussian processes, perturbative and non-perturbative treatments.
result Properties and behaviors of deep neural networks in the infinite-width limit and large-width regime.
This paper studies large-width asymptotics for ReLU neural networks with α-Stable initializations.
problem Characterizing the large-width behavior of ReLU neural networks with α-Stable initializations.
method Analysis of the large-width distributions and training dynamics of ReLU neural networks initialized with α-Stable distributions.
result For ReLU neural networks with α-Stable initializations, the large-width training dynamics achieve zero training error at a linear rate, characterized by a random kernel.
We extend the classical definition of {\it width} to higher dimensional, smooth codimension 2 knots and show in each dimension there are knots of arbitrarily large width.
Quantitative CLTs show neural network distributions converge to Gaussian as width increases.
problem Understanding the distribution of fully connected neural networks with random weights and biases.
method Analyzing the distribution of a fully connected neural network with random Gaussian weights and biases, proving quantitative bounds on normal approximations.
result The distance between a random fully connected network and the corresponding infinite width Gaussian process scales like n−γ for γ>0.
We prove the precise scaling, at finite depth and width, for the mean and variance of the neural tangent kernel (NTK) in a randomly initialized ReLU network. The standard deviation is exponential in the ratio of network depth to width. Thus, even in the limit of infinite overparameterization, the NTK is not determinist…
In this work we construct a sequence of Riemannian metrics on the three-sphere with scalar curvature greater than or equal to 6 and arbitrarily large widths. Our procedure is based on the connected sum construction of positive scalar curvature metrics due to Gromov and Lawson. We develop analogies between the area of…
Understanding the asymptotic behavior of wide networks is of considerable interest. In this work, we present a general method for analyzing this large width behavior. The method is an adaptation of Feynman diagrams, a standard tool for computing multivariate Gaussian integrals. We apply our method to study training dyn…
How large can be the width of Riemannian three-spheres of the same volume in the same conformal class? If a maximum value is attained, how does a maximising metric look like? What happens as the conformal class changes? In this paper, we investigate these and other related questions, focusing on the context of Simon-Sm…
Given a 2-dimensional surface M and a constant C we construct a Riemannian metric g, so that diameter diam(M,g)=1 and every 1-cycle dividing M into two regions of equal area has length >C. It follows that there exists no universal inequality bounding 1-width of M in terms of its diameter. This answers a question of Ste…
Distributed implementations of mini-batch stochastic gradient descent (SGD) suffer from communication overheads, attributed to the high frequency of gradient updates inherent in small-batch training. Training with large batches can reduce these overheads; however, large batches can affect the convergence properties and…
Maximal initial learning rate for deep ReLU networks identified.
problem Finding the optimal initial learning rate for deep neural networks.
method Simple approach to estimate maximal initial learning rate η∗, analyzing its behavior in constant-width fully-connected ReLU networks.
result Maximal initial learning rate η∗ is well predicted as a power of depth × width, with specific conditions for network width and input layer training.
In order to investigate the origin of large price fluctuations, we analyze stock price changes of ten frequently traded NASDAQ stocks in the year 2002. Though the influence of the trading frequency on the aggregate return in a certain time interval is important, it cannot alone explain the heavy tailed distribution of …
Deep networks can perfectly classify two low-dimensional manifolds on a sphere with large depth and width.
problem Binary classification of two low-dimensional submanifolds on a sphere.
method Analysis of a deep fully-connected neural network trained to separate two submanifolds of the unit sphere.
result Randomly-initialized gradient descent can perfectly classify the two manifolds with high probability when the network depth is large relative to certain geometric and statistical properties of the data.