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Simplified derivations for high-dimensional convex learning problems

David G. Clark, Haim Sompolinsky

TL;DR

The paper introduces a concise, non-replica cavity framework for high-dimensional convex learning problems, unifying perceptron point classification, perceptron manifold classification, and kernel ridge regression through a bipartite interaction between feature and datum variables. By exploiting a zero-temperature cavity method and symmetry arguments, it derives exact capacity and generalization-related results, clarifying why naive mean-field analyses can succeed in some cases due to underlying structure. A central outcome is the computation of explicit response functions S^w and S^λ that govern how capacities scale with data and how cavities on both sides reconcile inconsistencies in naive analyses. The framework extends readily to correlated data and dynamical settings, offering a tractable, intuitive route to understand high-dimensional learning systems and their generalization properties in terms of a common bipartite geometry.

Abstract

Statistical-physics calculations in machine learning and theoretical neuroscience often involve lengthy derivations that obscure physical interpretation. Here, we give concise, non-replica derivations of several key results and highlight their underlying similarities. In particular, using a cavity approach, we analyze three high-dimensional learning problems: perceptron classification of points, perceptron classification of manifolds, and kernel ridge regression. These problems share a common structure--a bipartite system of interacting feature and datum variables--enabling a unified analysis. Furthermore, for perceptron-capacity problems, we identify a symmetry that allows derivation of correct capacities through a naive method.

Simplified derivations for high-dimensional convex learning problems

TL;DR

The paper introduces a concise, non-replica cavity framework for high-dimensional convex learning problems, unifying perceptron point classification, perceptron manifold classification, and kernel ridge regression through a bipartite interaction between feature and datum variables. By exploiting a zero-temperature cavity method and symmetry arguments, it derives exact capacity and generalization-related results, clarifying why naive mean-field analyses can succeed in some cases due to underlying structure. A central outcome is the computation of explicit response functions S^w and S^λ that govern how capacities scale with data and how cavities on both sides reconcile inconsistencies in naive analyses. The framework extends readily to correlated data and dynamical settings, offering a tractable, intuitive route to understand high-dimensional learning systems and their generalization properties in terms of a common bipartite geometry.

Abstract

Statistical-physics calculations in machine learning and theoretical neuroscience often involve lengthy derivations that obscure physical interpretation. Here, we give concise, non-replica derivations of several key results and highlight their underlying similarities. In particular, using a cavity approach, we analyze three high-dimensional learning problems: perceptron classification of points, perceptron classification of manifolds, and kernel ridge regression. These problems share a common structure--a bipartite system of interacting feature and datum variables--enabling a unified analysis. Furthermore, for perceptron-capacity problems, we identify a symmetry that allows derivation of correct capacities through a naive method.

Paper Structure

This paper contains 34 sections, 130 equations, 1 figure.

Figures (1)

  • Figure 1: Bipartite structure and cavity analysis of three high-dimensional learning problems. Each panel illustrates the interaction between feature variables (top) and datum variables (bottom), connected by random couplings (arrows). Left: Gardner capacity problem with weight variables $w_i$ interacting with Lagrange multipliers $\lambda^\mu$ through random data components $x_i^\mu$. Middle: manifold capacity problem with weights $w_i$ interacting with products of Lagrange multipliers and anchor points ("vector-Lagrange multipliers") $\lambda^\mu\bm{s}^\mu$ through random $(D+1)$-dimensional embedding vectors $\bm{u}_i^\mu$. Right: kernel ridge regression with eigenbasis errors $\Delta_i$ interacting with prediction errors $\varepsilon^\mu$ through random eigenfunction components $\phi_i^\mu$. In each case, the cavity method introduces new variables (right side of each panel) while analyzing perturbations to the existing unperturbed system (left side). Thick arrows indicate the primary couplings in the unperturbed system and thin arrows show the additional couplings introduced for the cavity variables.