paper-with-me

Papers

Stochastic Parameter Decomposition

2025-06-25 · Lucius Bushnaq, Dan Braun, Lee Sharkey

A key step in reverse engineering neural networks is to decompose them into simpler parts that can be studied in relative isolation. Linear parameter decomposition -- a framework that has been proposed to resolve several issues with current decomposition methods -- decomposes neural network parameters into a sum of sparsely used vectors in parameter space. However, the current main method in this framework, Attribution-based Parameter Decomposition (APD), is impractical on account of its computational cost and sensitivity to hyperparameters. In this work, we introduce \textit{Stochastic Parameter Decomposition} (SPD), a method that is more scalable and robust to hyperparameters than APD, which we demonstrate by decomposing models that are slightly larger and more complex than was possible to decompose with APD. We also show that SPD avoids other issues, such as shrinkage of the learned parameters, and better identifies ground truth mechanisms in toy models. By bridging causal mediation analysis and network decomposition methods, this demonstration opens up new research possibilities in mechanistic interpretability by removing barriers to scaling linear parameter decomposition methods to larger models. We release a library for running SPD and reproducing our experiments at https://github.com/goodfire-ai/spd.

📄 PDF Abstract BibTeX arXiv:2506.20790

Code (1)

goodfire-ai/spd 공식 구현 jax

Similar Papers 제목 키워드 기반

Deterministic Decomposition of Stochastic Generative Dynamics

2026-05-09 · Xingyu Song, Yuan Mei, Naoya Takeishi arxiv

Modern generative models can be understood as probability transport from a simple base distribution to a target data distribution. Deterministic transport models offer tractable velocity-field parameterizations, whereas …

Nash Equilibria via Stochastic Eigendecomposition

2024-11-04 · Ian Gemp

This work proposes a novel set of techniques for approximating a Nash equilibrium in a finite, normal-form game. It achieves this by constructing a new reformulation as solving a parameterized system of multivariate poly…

Dual Signal Decomposition of Stochastic Time Series

2025-08-08 · Alex Glushkovsky arxiv

The decomposition of a stochastic time series into three component series representing a dual signal - namely, the mean and dispersion - while isolating noise is presented. The decomposition is performed by applying mach…

Parameter Invariance Analysis of Moment Equations Using Dulmage-Mendelsohn Decomposition

2025-03-17 · Akito Igarashi, Yutaka Hori

Living organisms maintain stable functioning amid environmental fluctuations through homeostasis, a property that preserves a system's behavior despite changes in environmental conditions. To elucidate homeostasis in sto…

Parameter Estimation in Stochastic Differential Equations via Wiener Chaos Expansion and Stochastic Gradient Descent

2026-03-27 · Francisco Delgado-Vences, José Julián Pavón-Español, Arelly Ornelas arxiv

This study addresses the inverse problem of parameter estimation for Stochastic Differential Equations (SDEs) by minimizing a regularized discrepancy functional via Stochastic Gradient Descent (SGD). To achieve computati…

Computational Efficiency