The test error of a model plotted against its number of parameters d falls, peaks when the model can just fit the training data, and falls again, exhibiting the double descent phenomenon. We explain the phenomenon with statistical mechanics. The training trajectory of a stochastic gradient-based method is a particle wandering over the energy landscape of the training loss at an induced temperature T, and a run that has equilibrated visits every parameter vector of a given training loss equally often, the fundamental postulate of statistical mechanics, with probability given by the Boltzmann distribution. Because training starts at an initial point and has only finite time to diffuse, it carries an effective weight decay, which makes every parameter a quadratic degree of freedom. The equipartition theorem then distributes the energy among the d degrees of freedom in shares of T/2, so at a fixed training loss adding parameters lowers the temperature and drives the Boltzmann distribution toward the stationary path. Finally, adding parameters can only lower the L2 norm of the stationary path, so a solution sampled at fixed loss is less likely to be large with increasing d, effectively increasing weight regularization.
The remarkable ability of modern neural networks to generalize improves with increasing network capacity, even when the number of model parameters or effective degrees of freedom exceeds the number of training data points. This phenomenon is all the more surprising given that generalization error diverges when the number of model parameters approaches a critical value from below. Here we use dynamical mean field theory to show that this so-called "double descent" behavior is the outcome of a phase transition in the stochastic field theory describing the training process. We calculate the critical exponents and scaling function of the double descent phase transition, and show that it is marked by a breakdown of the fluctuation-dissipation theorem associated with broken ergodicity. The corresponding response function has the same functional form as the simple London model of the superconducting transition, with the rigidity of the wave function corresponding to the neural network's ability to generalize accurately.
We introduce a model for neural scaling laws under sparse activations. In the model, test loss is often dominated by rare coordinates that are never observed in the training input. This mechanism induces a novel bottleneck absent from dense models. We derive the asymptotic population loss in both the underparameterized and overparameterized regimes, and show that the loss exhibits a double-descent peak near the interpolation threshold -- where the number of parameters is just sufficient to fit the training data -- resulting in a loss curve governed by two distinct scaling exponents -- one for the overparameterized regime and one for the underparameterized regime -- with a gap determined by the degree of sparsity. Additionally, we derive a compute-optimal frontier that favors increasing dataset size over model capacity under fixed compute budgets. We also analyze gradient-descent dynamics and identify a scaling law for the probability that fixed-step gradient descent becomes unstable. We further show that the sparsity-induced effect persists under nonlinear activations.
We study the dynamics of gradient descent in the Edge of Stability regime, where the learning rate is large enough to induce persistent oscillations in the loss and the sharpness. We propose a continuous-time effective model that tracks the evolution of the average trajectory coupled with the time-averaged covariance of its fast oscillations. Our analysis reveals that the natural quantity to monitor in such unstable regimes is an effective free energy, which combines the original risk functional with a curvature-related "entropic" term. Our model allows us to track the envelope of the oscillations even in situations where its dynamics evolve on similar timescales as the averaged weights. Otherwise stated, we can track the spikes that occur during the training of some neural network architectures. For wide two-layer neural networks optimized under stable non-vanishing oscillations, we derive a mean-field limit that results in a novel kinetic equation describing the joint distribution of weights and their fluctuations. We show that this equation can be interpreted as a Wasserstein-2 gradient flow of a macroscopic free energy. Finally, we provide numerical evidence on matrix factorization and deep learning tasks (CIFAR-10) to demonstrate the model's accuracy in capturing the envelope of the oscillations and the predictive power of the effective free energy.