From 48f43ffa66c8af1b5aec123ebe9877bc3852ecd3 Mon Sep 17 00:00:00 2001 From: YurenHao0426 Date: Thu, 28 May 2026 22:54:53 -0500 Subject: Add prior-free minimax initialization simulation --- scripts/README.md | 31 +++++++++++++++++++++++++++++++ 1 file changed, 31 insertions(+) (limited to 'scripts/README.md') diff --git a/scripts/README.md b/scripts/README.md index 3124261..94f9fff 100644 --- a/scripts/README.md +++ b/scripts/README.md @@ -53,3 +53,34 @@ The default run compares two regimes: - `chance`: \(q=1/D\), where \(C_{\mathrm{all}}\) grows mostly with \(L\). Outputs are written under `outputs/capacity_scaling/`. + +## Minimax Initialization Bound + +Run: + +```bash +python scripts/minimax_initialization.py --dimension 32 --feedback-samples 20000 --target-samples 10000 --seed 11 --subspace-dim 4 --plot +``` + +This estimates the feedback second-moment matrix: + +\[ +M_\mu=\mathbb E_\mu[\hat b\hat b^\top] +\] + +for several initialization distributions. The worst-case expected squared alignment is: + +\[ +\inf_{\|a\|=1} +\mathbb E_\mu[(a^\top \hat b)^2] += +\lambda_{\min}(M_\mu). +\] + +The prior-free minimax theorem says: + +\[ +\sup_\mu \lambda_{\min}(M_\mu)=\frac1D, +\] + +with equality for isotropic feedback. Outputs are written under `outputs/minimax_initialization/`. -- cgit v1.2.3