# Asymptotics of Learning with Deep Structured (Random) Features

Dominik Schröder, Hugo Cui, Daniil Dmitriev, Bruno Loureiro

ICML 2024(2024)

## Summary

We derive an approximative formula for the generalization error of deep neural networks with structured (random) features, confirming a widely believed conjecture. We also show that our results can capture feature maps learned by deep, finite-width neural networks trained under gradient descent.A widely observed phenomen in deep learning is that the generalization error of a trained model is often well-predicted by the so-called “double descent” curve. This curve is characterized by a peak in the generalization error for a certain model complexity, followed by a decrease in the error as the model complexity increases. The following plot shows the generalization error computed using our asymptotic formula for a deep neural network with structured features. The double descent curve is visible for sufficiently big additive noise.

## Asymptotic formula for the generalization error

For $n$ independent samples $x_i\in\mathbb{R}^p$ of a zero mean random vector with covariance matrix

$\Omega := \mathbf E\, x_i x_i^\top$define the sample covariance matrix, and the Gram matrices

$\frac{XX^\top}{p}\quad\text{and}\quad \frac{X^\top X}{p}$and the corresponding resolvents

$G(\lambda):=\Bigl(\frac{XX^\top}{p}+\lambda\Bigr)^{-1}, \qquad \check G(\lambda):=\Bigl(\frac{X^\top X}{p}+\lambda\Bigr)^{-1}.$The deterministic equivalents of these matrices are

$G(\lambda)\approx M(\lambda),\quad \check G(\lambda)\approx m(\lambda)I,$where $m(\lambda)$ is the solution of the self-consistent equation

$\frac{1}{m(\lambda)}=\lambda + \lambda \langle\Omega M(\lambda)\rangle = \lambda + \Bigl\langle \Omega\Bigl(1+\frac{n}{p}m(\lambda)\Omega\Bigr)^{-1}\Bigr\rangle.$and

$M(\lambda):= \Bigl(\lambda + \frac{n}{p}\lambda m(\lambda)\Omega\Bigr)^{-1}.$The generalization error of ridge regression is given by

$\begin{split} \mathcal E_\mathrm{gen}^\mathrm{rmt}(\lambda)&:=\frac{1}{k}\theta_\ast^\top \frac{ \Psi-\frac{n}{p} m\lambda \Phi (M+\lambda M^2)\Phi^\top}{1-\frac{n}{p}(\lambda m)^2\braket{\Omega M\Omega M}}\theta_\ast + \braket{\Sigma} \frac{ (\lambda m)^2\frac{n}{p} \braket{ M\Omega M\Omega }}{1-\frac{n}{p}(\lambda m)^2\braket{\Omega M\Omega M}}, \end{split}$where $\Omega,\Phi,\Psi$ are the covariances of the student features $x$ and the teacher features $z$

$\Omega := \mathbf E\, x x^\top\in\mathbf R^{p\times p},\quad \Phi := \mathbf E\, x z^\top\in\mathbf R^{p\times k},\quad \Psi := \mathbf E\, z z^\top\in\mathbf R^{k\times k},$$\theta_\ast\in\R^{k}$ is the target weight vector, and $\Sigma\in\R^{k\times k}$ is covariance of the additive noise.

## Abstract

For a large class of feature maps we provide a tight asymptotic characterisation of the test error associated with learning the readout layer, in the high-dimensional limit where the input dimension, hidden layer widths, and number of training samples are proportionally large. This characterization is formulated in terms of the population covariance of the features. Our work is partially motivated by the problem of learning with Gaussian rainbow neural networks, namely deep non-linear fully-connected networks with random but structured weights, whose row-wise covariances are further allowed to depend on the weights of previous layers. For such networks we also derive a closed-form formula for the feature covariance in terms of the weight matrices. We further find that in some cases our results can capture feature maps learned by deep, finite-width neural networks trained under gradient descent.