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diff --git a/notes/13_time_varying_kernel_diagnostic.md b/notes/13_time_varying_kernel_diagnostic.md new file mode 100644 index 0000000..19cef0a --- /dev/null +++ b/notes/13_time_varying_kernel_diagnostic.md @@ -0,0 +1,98 @@ +# Time-Varying Kernel Diagnostic + +We tested the finite-\(T\) proposal directly. + +## Setup + +- task: random-label regression; +- architecture: \(16\to64\to64\to4\); +- \(N=128\); +- SGD, learning rate \(10^{-3}\); +- horizon \(T=50\); +- 2 initialization seeds; +- 4 feedback seeds per initialization; +- 8 FA trajectories total. + +For each trajectory, compute three predictions: + +1. empirical BP/FA train losses; +2. fixed-kernel prediction using \(K(0)\); +3. measured time-varying product using \(K(t)\) at every step. + +The time-varying residual recursion is + +\[ +r_{t+1}^{\mathrm{tv}} += +\left(I-\frac{\eta}{N}K_t\right)r_t^{\mathrm{tv}}, +\] + +with + +\[ +K_t^{\mathrm{BP}}=J_tJ_t^\top, +\qquad +K_t^{\mathrm{FA}}=J_t\tilde J_t^\top. +\] + +No fitted scale or offset is used. + +## Result + +Output: + +`outputs/finite_time_kernel_probe_T50_N128_8runs` + +Figures: + +- `outputs/finite_time_kernel_probe_T50_N128_8runs/T50_fixed_vs_timevarying_gap.png` +- `outputs/finite_time_kernel_probe_T50_N128_8runs/T50_prediction_scatter.png` + +Gap prediction: + +| predictor | mean gap error | gap MAE | max abs gap error | +|---|---:|---:|---:| +| fixed \(K(0)\) | 0.027683 | 0.027683 | 0.037170 | +| time-varying \(K(t)\) | 0.000273 | 0.000273 | 0.000390 | + +BP loss prediction: + +| predictor | mean BP error | BP MAE | +|---|---:|---:| +| fixed \(K(0)\) | -0.025404 | 0.025404 | +| time-varying \(K(t)\) | -0.000237 | 0.000237 | + +FA loss prediction: + +| predictor | mean FA error | FA MAE | +|---|---:|---:| +| fixed \(K(0)\) | 0.002279 | 0.004991 | +| time-varying \(K(t)\) | 0.000036 | 0.000060 | + +## Interpretation + +At \(T=50\), the fixed-kernel gap error is almost entirely removed by using the +measured time-varying kernel product. + +Therefore, for this regime, the finite-time mismatch is dominated by kernel +drift: + +\[ +K_t-K_0. +\] + +The second-order output Taylor residual is small at this step size/horizon, +because the measured \(K(t)\) product already matches empirical losses to +roughly \(10^{-4}\) to \(10^{-3}\) absolute error. + +This validates the finite-time extension direction: + +\[ +\text{local theory: }K(0) +\quad\rightarrow\quad +\text{finite-time theory: }K(t). +\] + +The next theoretical task is not to fit a scalar correction. It is to model the +evolution of \(K_t^{\mathrm{BP}}\) and \(K_t^{\mathrm{FA}}\), especially the FA +alignment-driven improvement of \(K_t^{\mathrm{FA}}\). |
