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1 Model,contributionsandrelatedworks Randomfeaturesmodelasa2-layersneuralnetwork. Givennobservations(x1,y1), (xn,yn) withxi Rp andyi Rforeachi=1,,n,theobjectofstudyofthispaperistheestimate bα=argmin

Neural Information Processing Systems

We establish Central Limit Theorems (CLT) for the derivatives of 2-layers NN models in(2) when n,p,d + in the proportional asymptotic regime(6). A weighted average of the gradients of the trained NN, up to an explicit additive correction, is proved to be asymptotically normal, where the variance of the limit can be estimatedexplicitly.



Theory of Optimal Learning Rate Schedules and Scaling Laws for a Random Feature Model

Bordelon, Blake, Mori, Francesco

arXiv.org Machine Learning

Setting the learning rate for a deep learning model is a critical part of successful training, yet choosing this hyperparameter is often done empirically with trial and error. In this work, we explore a solvable model of optimal learning rate schedules for a powerlaw random feature model trained with stochastic gradient descent (SGD). We consider the optimal schedule $η_T^\star(t)$ where $t$ is the current iterate and $T$ is the total training horizon. This schedule is computed both numerically and analytically (when possible) using optimal control methods. Our analysis reveals two regimes which we term the easy phase and hard phase. In the easy phase the optimal schedule is a polynomial decay $η_T^\star(t) \simeq T^{-ξ} (1-t/T)^δ$ where $ξ$ and $δ$ depend on the properties of the features and task. In the hard phase, the optimal schedule resembles warmup-stable-decay with constant (in $T$) initial learning rate and annealing performed over a vanishing (in $T$) fraction of training steps. We investigate joint optimization of learning rate and batch size, identifying a degenerate optimality condition. Our model also predicts the compute-optimal scaling laws (where model size and training steps are chosen optimally) in both easy and hard regimes. Going beyond SGD, we consider optimal schedules for the momentum $β(t)$, where speedups in the hard phase are possible. We compare our optimal schedule to various benchmarks in our task including (1) optimal constant learning rates $η_T(t) \sim T^{-ξ}$ (2) optimal power laws $η_T(t) \sim T^{-ξ} t^{-χ}$, finding that our schedule achieves better rates than either of these. Our theory suggests that learning rate transfer across training horizon depends on the structure of the model and task. We explore these ideas in simple experimental pretraining setups.


On the Double Descent of Random Features Models Trained with SGD

Neural Information Processing Systems

We study generalization properties of random features (RF) regression in high dimensions optimized by stochastic gradient descent (SGD) in under-/over-parameterized regime. In this work, we derive precise non-asymptotic error bounds of RF regression under both constant and polynomial-decay step-size SGD setting, and observe the double descent phenomenon both theoretically and empirically. Our analysis shows how to cope with multiple randomness sources of initialization, label noise, and data sampling (as well as stochastic gradients) with no closed-form solution, and also goes beyond the commonly-used Gaussian/spherical data assumption. Our theoretical results demonstrate that, with SGD training, RF regression still generalizes well for interpolation learning, and is able to characterize the double descent behavior by the unimodality of variance and monotonic decrease of bias. Besides, we also prove that the constant step-size SGD setting incurs no loss in convergence rate when compared to the exact minimum-norm interpolator, as a theoretical justification of using SGD in practice.


Model, sample, and epoch-wise descents: exact solution of gradient flow in the random feature model

Neural Information Processing Systems

Recent evidence has shown the existence of a so-called double-descent and even triple-descent behavior for the generalization error of deep-learning models. This important phenomenon commonly appears in implemented neural network architectures, and also seems to emerge in epoch-wise curves during the training process. A recent line of research has highlighted that random matrix tools can be used to obtain precise analytical asymptotics of the generalization (and training) errors of the random feature model. In this contribution, we analyze the whole temporal behavior of the generalization and training errors under gradient flow for the random feature model. We show that in the asymptotic limit of large system size the full time-evolution path of both errors can be calculated analytically. This allows us to observe how the double and triple descents develop over time, if and when early stopping is an option, and also observe time-wise descent structures. Our techniques are based on Cauchy complex integral representations of the errors together with recent random matrix methods based on linear pencils.


Asymptotic normality and confidence intervals for derivatives of 2-layers neural network in the random features model

Neural Information Processing Systems

This paper studies two-layers Neural Networks (NN), where the first layer contains random weights, and the second layer is trained using Ridge regularization. This model has been the focus of numerous recent works, showing that despite its simplicity, it captures some of the empirically observed behaviors of NN in the overparametrized regime, such as the double-descent curve where the generalization error decreases as the number of weights increases to $+\infty$. This paper establishes asymptotic distribution results for this 2-layers NN model in the regime where the ratios $\frac p n$ and $\frac d n$ have finite limits, where $n$ is the sample size, $p$ the ambient dimension and $d$ is the width of the first layer. We show that a weighted average of the derivatives of the trained NN at the observed data is asymptotically normal, in a setting with Lipschitz activation functions in a linear regression response with Gaussian features under possibly non-linear perturbations. We then leverage this asymptotic normality result to construct confidence intervals (CIs) for single components of the unknown regression vector. The novelty of our results are threefold: (1) Despite the nonlinearity induced by the activation function, we characterize the asymptotic distribution of a weighted average of the gradients of the network after training; (2) It provides the first frequentist uncertainty quantification guarantees, in the form of valid ($1\text{-}\alpha$)-CIs, based on NN estimates; (3) It shows that the double-descent phenomenon occurs in terms of the length of the CIs, with the length increasing and then decreasing as $\frac d n\nearrow +\infty$ for certain fixed values of $\frac p n$. We also provide a toolbox to predict the length of CIs numerically, which lets us compare activation functions and other parameters in terms of CI length.


Triple descent and the two kinds of overfitting: where & why do they appear?

Neural Information Processing Systems

A recent line of research has highlighted the existence of a ``double descent'' phenomenon in deep learning, whereby increasing the number of training examples N causes the generalization error of neural networks to peak when N is of the same order as the number of parameters P. In earlier works, a similar phenomenon was shown to exist in simpler models such as linear regression, where the peak instead occurs when N is equal to the input dimension D. Since both peaks coincide with the interpolation threshold, they are often conflated in the litterature. In this paper, we show that despite their apparent similarity, these two scenarios are inherently different. In fact, both peaks can co-exist when neural networks are applied to noisy regression tasks. The relative size of the peaks is then governed by the degree of nonlinearity of the activation function. Building on recent developments in the analysis of random feature models, we provide a theoretical ground for this sample-wise triple descent.


One-Bit Quantization for Random Features Models

Akhtiamov, Danil, Ghane, Reza, Hassibi, Babak

arXiv.org Machine Learning

The success of deep neural networks in tasks such as image recognition, natural language processing, and reinforcement learning has come at the cost of escalating computational and memory requirements. Modern models, often comprised of billions of parameters, demand significant resources for training and inference, rendering them impractical for deployment on resource-constrained devices like mobile phones, embedded systems, or IoT devices. To address this challenge, weight quantization--reducing the precision of neural network weights--has emerged as a promising technique to lower memory footprint and accelerate inference. In particular, one-bit quantization, which restricts weights to{+1, 1}, offers extreme compression (e.g., 32 memory reduction for 32-bit floats) and enables efficient hardware implementations using bitwise operations. Various works have explored the possibility of network quantization in the recent years. In particular, for Large Language Models (LLMs), some post-training have been able to reduce the model size via fine-tuning. Examples of such approach include GPTQ Frantar et al. (2022) which can quantize a 175 billion GPT model to 4 bits and QuIP which Chee et al. (2023) compresses Llama 2 70B to 2 and 3 bits. Furthermore, quantization-aware training approaches, such as Bitnet Wang et al. (2023), Bitnet 1.58b Ma et al. (2024), have been able to achieve one-bit language models with comparable performance to the models from the same weight class. For a recent survey on efficient LLMs we refer to Xu et al. (2024).


Early-stopped neural networks are consistent

Neural Information Processing Systems

Rounding out the story and contributions, firstly we present a brief toy univariate model hinting towards the necessity of early stopping: concretely, any univariate predictor satisfying a local interpolation property can not achieve optimal test error for noisy distributions.