Poster
in
Workshop: 3rd Workshop on High-dimensional Learning Dynamics (HiLD)
Two-point deterministic equivalence for SGD in random feature models
Alexander Atanasov · Blake Bordelon · Jacob A Zavatone-Veth · Courtney Paquette · Cengiz Pehlevan
Abstract:
We derive a novel deterministic equivalence for the two-point function of a random matrix resolvent. Using this result, we give a unified derivation of the performance of a wide variety of high-dimensional linear models trained with stochastic gradient descent. This includes high-dimensional linear regression, kernel regression, and random feature models. Our results include previously known asymptotics as well as novel ones.
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