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| Main Authors: | , , , , |
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| Format: | Preprint |
| Published: |
2025
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2507.12709 |
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Table of Contents:
- Deep neural networks have revolutionized machine learning, yet their training dynamics remain theoretically unclear-we develop a continuous-time, matrix-valued stochastic differential equation (SDE) framework that rigorously connects the microscopic dynamics of SGD to the macroscopic evolution of singular-value spectra in weight matrices. We derive exact SDEs showing that squared singular values follow Dyson Brownian motion with eigenvalue repulsion, and characterize stationary distributions as gamma-type densities with power-law tails, providing the first theoretical explanation for the empirically observed 'bulk+tail' spectral structure in trained networks. Through controlled experiments on transformer and MLP architectures, we validate our theoretical predictions and demonstrate quantitative agreement between SDE-based forecasts and observed spectral evolution, providing a rigorous foundation for understanding why deep learning works.