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Least-squares NTK flow decays mode by mode and fits distinct sphere data

Statement

Assume AC and use the source-normalized network with scalar output, a finite data set x1,…,xN with N≥1, and limiting neural tangent Gram matrix K∞ from the sequential infinite-width theorem. For a target vector y∈RN, consider the finite-data least-squares loss L(f)=12N∑i=1N(fi−yi)2 and its limiting kernel-gradient-flow equation

f˙(t)=−1NK∞(f(t)−y),f(0)=f0.

Let K∞=Qdiag⁡(λ1,…,λN)QT with Q orthogonal and λi≥0. Then for every t≥0,

(QT(f(t)−y))i=e−tλi/N (QT(f0−y))i(1≤i≤N).

Zero-eigenvalue residual components remain constant. If the inputs are pairwise distinct points on Sn0−1, with n0≥1, L≥2, β>0, and a globally Lipschitz nonpolynomial activation, then K∞ is positive definite and f(t)→y as t→∞.

Facts & Assumptions

Given: AC; the source-normalized scalar-output network; a finite data set of size N≥1 and its labels; the limiting kernel K∞; and an initial prediction vector f0.

[F1]

The finite-width tangent kernel is a Jacobian Gram matrix, hence every finite-data Gram matrix is symmetric positive semidefinite (The neural tangent kernel of a differentiable parameterized function).

[F2]

Under the AC and source-normalized network hypotheses, the sequential theorem supplies the deterministic limiting Gram matrix as the probability limit of finite-width Gram matrices (Sequential infinite-width NTK limit and finite-time lazy training dynamics).

[F3]

A self-adjoint endomorphism of a finite-dimensional real inner product space has an orthonormal eigenbasis (Real spectral theorem: a self-adjoint endomorphism of a finite-dimensional real inner product space has an orthonormal eigenbasis).

[F4]

The exponential has derivative equal to itself (The exponential function is smooth and (exp⁡)′=exp⁡).

[F5]

For distinct unit-sphere inputs under the listed assumptions, the recursive limiting NTK Gram matrix is positive definite (The limiting neural tangent kernel is strictly positive definite on every unit sphere).

Proof

technique · diagonalize the symmetric Gram matrix and solve each scalar residual equation
1.1F1F2givenalgebra

For any finite-width parameters θ and coefficients ci, [F1] gives cTKθc=∥∑i=1Nci∇θfθ(xi)∥22≥0. Thus every Kθ is symmetric positive semidefinite. Taking the finite-dimensional probability limit in [F2] preserves symmetry and each quadratic inequality, so K∞ is symmetric positive semidefinite.

2.1F3F4step 1.1algebra

Apply [F3] to K∞. In the orthogonal coordinates r(t)=QT(f(t)−y), the flow equation becomes r˙i(t)=−(λi/N)ri(t). Differentiating etλi/Nri(t) using [F4] gives derivative zero, so it equals its initial value. Therefore ri(t)=e−tλi/Nri(0) for every i, including λi=0.

3.1F5step 2.1algebra∎

Under the sphere hypotheses, [F5] makes every eigenvalue strictly positive. Hence e−tλi/N→0 for every i, so each coordinate of QT(f(t)−y) tends to zero. Since Q is orthogonal, f(t)−y→0 in Euclidean norm, proving convergence to the target vector.

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