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| -rw-r--r-- | notes/01_theory_notes.md | 88 | ||||
| -rw-r--r-- | notes/02_experiment_notes.md | 25 |
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diff --git a/notes/01_theory_notes.md b/notes/01_theory_notes.md index c0ac8fe..d524000 100644 --- a/notes/01_theory_notes.md +++ b/notes/01_theory_notes.md @@ -215,6 +215,94 @@ Thus: Isotropic initialization attains this bound. +### Proof Sketch + +The proof only needs second moments. For any feedback initialization \(\mu\), define: + +\[ +M_\mu=\mathbb E_\mu[\hat b\hat b^\top]. +\] + +Since \(\|\hat b\|=1\): + +\[ +\operatorname{tr}M_\mu += +\mathbb E_\mu[\operatorname{tr}(\hat b\hat b^\top)] += +\mathbb E_\mu[\|\hat b\|^2] +=1. +\] + +For any fixed target direction \(a\): + +\[ +\mathbb E_\mu[(a^\top \hat b)^2] += +\mathbb E_\mu[a^\top \hat b\hat b^\top a] += +a^\top M_\mu a. +\] + +The worst-case target direction is the minimum-eigenvalue direction of \(M_\mu\): + +\[ +\inf_{\|a\|=1} a^\top M_\mu a += +\lambda_{\min}(M_\mu). +\] + +Because the average eigenvalue is \(1/D\): + +\[ +\lambda_{\min}(M_\mu) +\le +\frac1D. +\] + +Hence: + +\[ +\inf_{\|a\|=1} +\mathbb E_\mu[(a^\top \hat b)^2] +\le +\frac1D +\] + +for every initialization \(\mu\). If \(\mu\) is isotropic, then: + +\[ +M_\mu=\frac1D I, +\] + +so every direction has: + +\[ +a^\top M_\mu a=\frac1D. +\] + +Thus: + +\[ +\sup_\mu +\inf_{\|a\|=1} +\mathbb E_\mu[(a^\top \hat b)^2] += +\frac1D. +\] + +This is a worst-case theorem. If the target direction is itself uniformly random, then: + +\[ +\mathbb E_a[a^\top M_\mu a] += +\frac{\operatorname{tr}M_\mu}{D} += +\frac1D +\] + +for every \(\mu\). Therefore prior-free average-case alignment over uniform targets cannot distinguish initializations by their mean; the distinction is worst-case coverage, tail behavior, and conditioning. + ## Prior-Aware Corollary If target directions have prior covariance: diff --git a/notes/02_experiment_notes.md b/notes/02_experiment_notes.md index ab69cd8..05b108b 100644 --- a/notes/02_experiment_notes.md +++ b/notes/02_experiment_notes.md @@ -259,3 +259,28 @@ Result: - chance-level max total cost: `18.3652` nats at width `128`, layers `16` This cleanly separates the fixed-threshold regime, where total cost scales like \(Ln^2\), from the chance-level regime, where per-layer cost is nearly width-independent. + +## Minimax Initialization Run Log + +Script: + +```bash +python scripts/minimax_initialization.py --dimension 32 --feedback-samples 20000 --target-samples 10000 --seed 11 --subspace-dim 4 --plot +``` + +Result: + +- minimax bound \(1/D\): `0.03125` +- isotropic \(\lambda_{\min}\): `0.029084138` +- rademacher \(\lambda_{\min}\): `0.028946927` +- anisotropic \(\lambda_{\min}\): `0.006149976` +- subspace \(\lambda_{\min}\): `0` +- axis \(\lambda_{\min}\): `0` + +Random-target means remain close to \(1/D\) for all distributions, but worst-case target coverage differs sharply: + +- isotropic and rademacher nearly equalize all target directions; +- anisotropic improves some directions while sacrificing others; +- subspace and axis initializations leave entire orthogonal directions uncovered. + +This empirically illustrates the prior-free minimax theorem: without target or weight prior information, anisotropic feedback cannot improve the worst-case angular bound. |
