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A Random Matrix Theory Perspective on the Consistency of Diffusion Models

Wang, Binxu, Zavatone-Veth, Jacob, Pehlevan, Cengiz

arXiv.org Machine Learning

Diffusion models trained on different, non-overlapping subsets of a dataset often produce strikingly similar outputs when given the same noise seed. We trace this consistency to a simple linear effect: the shared Gaussian statistics across splits already predict much of the generated images. To formalize this, we develop a random matrix theory (RMT) framework that quantifies how finite datasets shape the expectation and variance of the learned denoiser and sampling map in the linear setting. For expectations, sampling variability acts as a renormalization of the noise level through a self-consistent relation $σ^2 \mapsto κ(σ^2)$, explaining why limited data overshrink low-variance directions and pull samples toward the dataset mean. For fluctuations, our variance formulas reveal three key factors behind cross-split disagreement: \textit{anisotropy} across eigenmodes, \textit{inhomogeneity} across inputs, and overall scaling with dataset size. Extending deterministic-equivalence tools to fractional matrix powers further allows us to analyze entire sampling trajectories. The theory sharply predicts the behavior of linear diffusion models, and we validate its predictions on UNet and DiT architectures in their non-memorization regime, identifying where and how samples deviates across training data split. This provides a principled baseline for reproducibility in diffusion training, linking spectral properties of data to the stability of generative outputs.



auto-fpt: Automating Free Probability Theory Calculations for Machine Learning Theory

Subramonian, Arjun, Dohmatob, Elvis

arXiv.org Artificial Intelligence

A large part of modern machine learning theory often involves computing the high-dimensional expected trace of a rational expression of large rectangular random matrices. To symbolically compute such quantities using free probability theory, we introduce auto-fpt, a lightweight Python and SymPy-based tool that can automatically produce a reduced system of fixed-point equations which can be solved for the quantities of interest, and effectively constitutes a theory. We overview the algorithmic ideas underlying auto-fpt and its applications to various interesting problems, such as the high-dimensional error of linearized feed-forward neural networks, recovering well-known results. We hope that auto-fpt streamlines the majority of calculations involved in high-dimensional analysis, while helping the machine learning community reproduce known and uncover new phenomena.


Two-Point Deterministic Equivalence for Stochastic Gradient Dynamics in Linear Models

Atanasov, Alexander, Bordelon, Blake, Zavatone-Veth, Jacob A., Paquette, Courtney, Pehlevan, Cengiz

arXiv.org Machine Learning

Modern deep learning practice is governed by the surprising predictability of performance improvement with increases in the scale of data, model size, and compute [17]. Often, the scaling of performance as a function of these quantities exhibits remarkably regular power law behavior, termed a neural scaling law [2, 6, 12, 13, 15, 16, 18, 19, 22, 32]. Here, performance is usually measured by some differentiable loss on the predictions of the model on a held out test set representative of the population. Given the relatively universal behavior of the exponents across architectures and optimizers [11, 18, 19], one might hope that relatively simple models of information processing systems might be able to recover the same types of scaling laws. The (stochastic) gradient descent (SGD) dynamics in random feature models were analyzed in recent works [7, 20, 26] which exhibits a surprising breadth of scaling behavior and captures several interesting phenomena in deep network training. Each of the above works has isolated various effects that can hurt performance compared to the idealized infinite data and infinite model size limits. The model was first studied in [7], where the bottlenecks due to finite width and finite dataset size were computed and, for certain data structure, resulted in a Chinchilla-type scaling result as in [18].


Re-examining Double Descent and Scaling Laws under Norm-based Capacity via Deterministic Equivalence

Wang, Yichen, Chen, Yudong, Rosasco, Lorenzo, Liu, Fanghui

arXiv.org Machine Learning

The number of parameters, i.e., model size, provides a basic measure of the capacity of a machine learning (ML) model. However it is well known that it might not describe the effective model capacity (Bartlett, 1998), especially for over-parameterized neural networks (Belkin et al., 2018; Zhang et al., 2021) and large language models (Brown et al., 2020). The focus on the number of parameters results in an inaccurate characterization of the relationship between the test risk R, training data size n, and model size p, which is central in ML to understand the bias-variance trade-off (Vapnik, 1995), double descent (Belkin et al., 2019) and scaling laws (Kaplan et al., 2020; Xiao, 2024). For example, even for the same architecture (model size), the test error behavior can be totally different (Nakkiran et al., 2020, 2021), e.g., double descent may disappear. Here we shift the focus from model size to weights and consider their norm, a perspective pioneered in the classical results in Bartlett (1998). Indeed, norm based capacity/complexity are widely considered to be more effective in characterizing generalization behavior, see e.g.


Predator Prey Scavenger Model using Holling's Functional Response of Type III and Physics-Informed Deep Neural Networks

Panchal, Aneesh, Beniwal, Kirti, Kumar, Vivek

arXiv.org Artificial Intelligence

Nonlinear mathematical models introduce the relation between various physical and biological interactions present in nature. One of the most famous models is the Lotka-Volterra model which defined the interaction between predator and prey species present in nature. However, predators, scavengers, and prey populations coexist in a natural system where scavengers can additionally rely on the dead bodies of predators present in the system. Keeping this in mind, the formulation and simulation of the predator prey scavenger model is introduced in this paper. For the predation response, respective prey species are assumed to have Holling's functional response of type III. The proposed model is tested for various simulations and is found to be showing satisfactory results in different scenarios. After simulations, the American forest dataset is taken for parameter estimation which imitates the real-world case. For parameter estimation, a physics-informed deep neural network is used with the Adam backpropagation method which prevents the avalanche effect in trainable parameters updation. For neural networks, mean square error and physics-informed informed error are considered. After the neural network, the hence-found parameters are fine-tuned using the Broyden-Fletcher-Goldfarb-Shanno algorithm. Finally, the hence-found parameters using a natural dataset are tested for stability using Jacobian stability analysis. Future research work includes minimization of error induced by parameters, bifurcation analysis, and sensitivity analysis of the parameters.


An Effective Theory of Bias Amplification

Subramonian, Arjun, Bell, Samuel J., Sagun, Levent, Dohmatob, Elvis

arXiv.org Machine Learning

Machine learning models may capture and amplify biases present in data, leading to disparate test performance across social groups. To better understand, evaluate, and mitigate these possible biases, a deeper theoretical understanding of how model design choices and data distribution properties could contribute to bias is needed. In this work, we contribute a precise analytical theory in the context of ridge regression, both with and without random projections, where the former models neural networks in a simplified regime. Our theory offers a unified and rigorous explanation of machine learning bias, providing insights into phenomena such as bias amplification and minority-group bias in various feature and parameter regimes. For example, we demonstrate that there may be an optimal regularization penalty or training time to avoid bias amplification, and there can be fundamental differences in test error between groups that do not vanish with increased parameterization. Importantly, our theoretical predictions align with several empirical observations reported in the literature.


Strong Model Collapse

Dohmatob, Elvis, Feng, Yunzhen, Subramonian, Arjun, Kempe, Julia

arXiv.org Machine Learning

Within the scaling laws paradigm, which underpins the training of large neural networks like ChatGPT and Llama, we consider a supervised regression setting and establish the existance of a strong form of the model collapse phenomenon, a critical performance degradation due to synthetic data in the training corpus. Our results show that even the smallest fraction of synthetic data (e.g., as little as 1\% of the total training dataset) can still lead to model collapse: larger and larger training sets do not enhance performance. We further investigate whether increasing model size, an approach aligned with current trends in training large language models, exacerbates or mitigates model collapse. In a simplified regime where neural networks are approximated via random projections of tunable size, we both theoretically and empirically show that larger models can amplify model collapse. Interestingly, our theory also indicates that, beyond the interpolation threshold (which can be extremely high for very large datasets), larger models may mitigate the collapse, although they do not entirely prevent it. Our theoretical findings are empirically verified through experiments on language models and feed-forward neural networks for images.


Risk and cross validation in ridge regression with correlated samples

Atanasov, Alexander, Zavatone-Veth, Jacob A., Pehlevan, Cengiz

arXiv.org Machine Learning

Recent years have seen substantial advances in our understanding of high-dimensional ridge regression, but existing theories assume that training examples are independent. By leveraging recent techniques from random matrix theory and free probability, we provide sharp asymptotics for the in- and out-of-sample risks of ridge regression when the data points have arbitrary correlations. We demonstrate that in this setting, the generalized cross validation estimator (GCV) fails to correctly predict the out-of-sample risk. However, in the case where the noise residuals have the same correlations as the data points, one can modify the GCV to yield an efficiently-computable unbiased estimator that concentrates in the high-dimensional limit, which we dub CorrGCV. We further extend our asymptotic analysis to the case where the test point has nontrivial correlations with the training set, a setting often encountered in time series forecasting. Assuming knowledge of the correlation structure of the time series, this again yields an extension of the GCV estimator, and sharply characterizes the degree to which such test points yield an overly optimistic prediction of long-time risk. We validate the predictions of our theory across a variety of high dimensional data.