paper-with-me

홈 › Papers

Nonlinear spiked covariance matrices and signal propagation in deep neural networks

2024-02-15 · Zhichao Wang, Denny Wu, Zhou Fan

Many recent works have studied the eigenvalue spectrum of the Conjugate Kernel (CK) defined by the nonlinear feature map of a feedforward neural network. However, existing results only establish weak convergence of the empirical eigenvalue distribution, and fall short of providing precise quantitative characterizations of the ''spike'' eigenvalues and eigenvectors that often capture the low-dimensional signal structure of the learning problem. In this work, we characterize these signal eigenvalues and eigenvectors for a nonlinear version of the spiked covariance model, including the CK as a special case. Using this general result, we give a quantitative description of how spiked eigenstructure in the input data propagates through the hidden layers of a neural network with random weights. As a second application, we study a simple regime of representation learning where the weight matrix develops a rank-one signal component over training and characterize the alignment of the target function with the spike eigenvector of the CK on test data.

📄 PDF Abstract BibTeX arXiv:2402.10127

Code (0)

등록된 구현이 없습니다.

Tasks

Representation Learning

Similar Papers 제목 키워드 기반

Radar Clutter Covariance Estimation: A Nonlinear Spectral Shrinkage Approach

2023-02-04 · Shashwat Jain, Vikram Krishnamurthy, Muralidhar Rangaswamy, Bosung Kang 외

In this paper, we exploit the spiked covariance structure of the clutter plus noise covariance matrix for radar signal processing. Using state-of-the-art techniques high dimensional statistics, we propose a nonlinear shr…

The Algorithmic Phase Transition in Correlated Spiked Models

2025-11-08 · Zhangsong Li arxiv

We study the computational task of detecting and estimating correlated signals in a pair of spiked matrices $$ X=\tfracλ{\sqrt{n}} xu^{\top}+W, \quad Y=\tfracμ{\sqrt{n}} yv^{\top}+Z $$ where the spikes $x,y$ have correla…

Approximate MLE of High-Dimensional STAP Covariance Matrices with Banded & Spiked Structure -- A Convex Relaxation Approach

2025-05-12 · Shashwat Jain, Vikram Krishnamurthy, Muralidhar Rangaswamy, Sandeep Gogineni 외

Estimating the clutter-plus-noise covariance matrix in high-dimensional STAP is challenging in the presence of Internal Clutter Motion (ICM) and a high noise floor. The problem becomes more difficult in low-sample regime…

Optimal Differentially Private PCA and Estimation for Spiked Covariance Matrices

2024-01-08 · T. Tony Cai, Dong Xia, Mengyue Zha

Estimating a covariance matrix and its associated principal components is a fundamental problem in contemporary statistics. While optimal estimation procedures have been developed with well-understood properties, the inc…

valid

Detection problems in the spiked matrix models

2023-01-12 · Ji Hyung Jung, Hye Won Chung, Ji Oon Lee

We study the statistical decision process of detecting the low-rank signal from various signal-plus-noise type data matrices, known as the spiked random matrix models. We first show that the principal component analysis …