# A Random Matrix Approach to Neural Networks

Abstract : This article studies the Gram random matrix model $G=\frac1T\Sigma^{\rm T}\Sigma$, $\Sigma=\sigma(WX)$, classically found in the analysis of random feature maps and random neural networks, where $X=[x_1,\ldots,x_T]\in{\mathbb R}^{p\times T}$ is a (data) matrix of bounded norm, $W\in{\mathbb R}^{n\times p}$ is a matrix of independent zero-mean unit variance entries, and $\sigma:{\mathbb R}\to{\mathbb R}$ is a Lipschitz continuous (activation) function --- $\sigma(WX)$ being understood entry-wise. By means of a key concentration of measure lemma arising from non-asymptotic random matrix arguments, we prove that, as $n,p,T$ grow large at the same rate, the resolvent $Q=(G+\gamma I_T)^{-1}$, for $\gamma>0$, has a similar behavior as that met in sample covariance matrix models, involving notably the moment $\Phi=\frac{T}n{\mathbb E}[G]$, which provides in passing a deterministic equivalent for the empirical spectral measure of $G$. Application-wise, this result enables the estimation of the asymptotic performance of single-layer random neural networks. This in turn provides practical insights into the underlying mechanisms into play in random neural networks, entailing several unexpected consequences, as well as a fast practical means to tune the network hyperparameters.
Type de document :
Article dans une revue
The Annals of Applied Probability : an official journal of the institute of mathematical statistics, The Institute of Mathematical Statistics, 2018
Domaine :
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https://hal.archives-ouvertes.fr/hal-01961951
Contributeur : Zhenyu Liao <>
Soumis le : jeudi 20 décembre 2018 - 11:59:23
Dernière modification le : dimanche 23 décembre 2018 - 01:14:16

### Identifiants

• HAL Id : hal-01961951, version 1
• ARXIV : 1702.05419

### Citation

Cosme Louart, Zhenyu Liao, Romain Couillet. A Random Matrix Approach to Neural Networks. The Annals of Applied Probability : an official journal of the institute of mathematical statistics, The Institute of Mathematical Statistics, 2018. 〈hal-01961951〉

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