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Autori principali: Aarts, Gert, Hajizadeh, Ouraman, Lucini, Biagio, Park, Chanju
Natura: Preprint
Pubblicazione: 2024
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Accesso online:https://arxiv.org/abs/2411.13512
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author Aarts, Gert
Hajizadeh, Ouraman
Lucini, Biagio
Park, Chanju
author_facet Aarts, Gert
Hajizadeh, Ouraman
Lucini, Biagio
Park, Chanju
contents During training, weight matrices in machine learning architectures are updated using stochastic gradient descent or variations thereof. In this contribution we employ concepts of random matrix theory to analyse the resulting stochastic matrix dynamics. We first demonstrate that the dynamics can generically be described using Dyson Brownian motion, leading to e.g. eigenvalue repulsion. The level of stochasticity is shown to depend on the ratio of the learning rate and the mini-batch size, explaining the empirically observed linear scaling rule. We verify this linear scaling in the restricted Boltzmann machine. Subsequently we study weight matrix dynamics in transformers (a nano-GPT), following the evolution from a Marchenko-Pastur distribution for eigenvalues at initialisation to a combination with additional structure at the end of learning.
format Preprint
id arxiv_https___arxiv_org_abs_2411_13512
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Dyson Brownian motion and random matrix dynamics of weight matrices during learning
Aarts, Gert
Hajizadeh, Ouraman
Lucini, Biagio
Park, Chanju
Disordered Systems and Neural Networks
Machine Learning
High Energy Physics - Lattice
During training, weight matrices in machine learning architectures are updated using stochastic gradient descent or variations thereof. In this contribution we employ concepts of random matrix theory to analyse the resulting stochastic matrix dynamics. We first demonstrate that the dynamics can generically be described using Dyson Brownian motion, leading to e.g. eigenvalue repulsion. The level of stochasticity is shown to depend on the ratio of the learning rate and the mini-batch size, explaining the empirically observed linear scaling rule. We verify this linear scaling in the restricted Boltzmann machine. Subsequently we study weight matrix dynamics in transformers (a nano-GPT), following the evolution from a Marchenko-Pastur distribution for eigenvalues at initialisation to a combination with additional structure at the end of learning.
title Dyson Brownian motion and random matrix dynamics of weight matrices during learning
topic Disordered Systems and Neural Networks
Machine Learning
High Energy Physics - Lattice
url https://arxiv.org/abs/2411.13512