Fluctuation-Dissipation Theorem
Momentum
5 papers in the last four weeks, against 2 the four weeks before. 0.1% of all new papers.
Latest papers 23
Machine-learning surrogates accelerate physical simulation, but lower prediction error need not coincide with lower error in physically relevant flow statistics. We examine this question for flow around a NACA4418 airfoil using paired computational-fluid-dynamics simulations and experimental particle-image-velocimetry measurements. A mean-preserving input intervention removes velocity fluctuations from selected regions of observed flow histories. Across four neural operators, removing fluctuations from the most energetic 10% of valid observed cells changes forecasts more than equal-area random removal. Because the masks are not matched for removed fluctuation energy, this contrast measures sensitivity, not independent evidence of physical importance. Separately, a CNO has lower velocity-field error but substantially higher two-component fluctuation-energy error than the reference on both analysis subsets. An output attenuation stress test also demonstrates disagreement between benchmark errors and domain-summed fluctuation energy. These single-benchmark results motivate reporting complementary physical diagnostics alongside aggregate prediction scores; they do not establish counterfactual physical correctness.
An Analytical Theory of Auxiliary Learning
Auxiliary learning is an optimization paradigm in which a neural network's performance on a target task is improved by jointly training it on additional tasks. However, the mechanisms behind this improvement remain poorly understood. We study this problem using a teacher-student framework and derive a closed system of differential equations describing the dynamics of online stochastic gradient descent in the large-input limit. For linear networks, we obtain a closed-form expression for the generalization error to leading order in the learning rate, quantifying how task correlations and label noise determine the benefit of auxiliary learning. For non-linear activation functions, we develop a fluctuation-dissipation analytical theory that establishes a general relation linking the main and auxiliary errors to the corresponding single-task error. Numerical experiments support the theoretical predictions and show how auxiliary tasks improve generalization by balancing the forcing dynamics towards the optimal solution with gradient noise.
Learning to Fluctuate: Statistical Foundations for Causal Tabular Pretraining
Causal tabular foundation models amortize effect estimation across synthetic mechanisms, but latent-effect supervision rewards posterior shrinkage rather than encoding the repeated-sample response needed in a fixed deployment population. We introduce fluctuation-supervised pretraining (FSP): each synthetic table is labeled by its average treatment effect plus its efficient influence-function fluctuation; deployment remains a frozen forward pass. Along the path , we prove an endpoint transition: every fixed retains label ambiguity of order , whereas full fluctuation makes the Gaussian label observable and reduces optimal finite-stratum causal label-prediction risk to order . A finite-pretraining bound combines label, network, episode-sampling, and optimization errors; its sampling defect controls fixed-mechanism bias, mean squared error, variance, Gaussian approximation, and, with variance-head accuracy, studentized coverage. Complementary lower bounds separate local ATE risk from the excess risk of generic finite-dictionary episode learning. Experiments trace the learned sampling response. Across 24 nonlinear continuous-covariate cells at trained context lengths, continuous-row FSP lowers checkpoint-mean macro RMSE by 7.0% versus S-learner and wins all 12 weak-overlap cells; validation-selected Summary FSP deploys faster per table in our warm one-thread benchmark. Under effect shift, matched Raw FSP lowers mean-checkpoint RMSE by 54.2% and teacher defect by 99.0% versus latent-effect supervision, and RMSE by 10.2% versus the released CausalPFN-S checkpoint. Known-effect semisynthesis tests coverage; two randomized-study evaluations show that lower RMSE can coexist with residual attenuation.
TAP Accuracy Below the Fluctuation Scale and Universal Posterior Geometry in Spherical Linear Models
We study the Bayes-optimal spherical linear model as the ambient dimension and sample size grow proportionally, under a quantitative Marchenko--Pastur spectral-regularity condition on the design. This condition is satisfied by normalized i.i.d. designs with standardized entries of finite fourth moment, but does not require entrywise independence or impose conditions on the singular vectors. Under this condition, we prove a quantitative all-temperature TAP approximation and characterize the posterior geometry. For the natural finite-aspect-ratio TAP functional, the normalized spherical free energy and the TAP optimum differ by . Each is within of its explicit deterministic equivalent, and this fluctuation scale is sharp. Uniformly over all global TAP maximizers, the normalized squared Euclidean distance to the spherical posterior mean is . We also prove that the posterior mass outside a data-dependent band determined by the ridge estimator has sharp exponential order. More precisely, uniformly over sufficiently small band widths , the logarithm of this mass is at most . For every fixed geometrically admissible width, a spherical-cap construction gives a matching exponential-order lower bound on this mass. For every deterministic sequence of widths , the corresponding bands capture asymptotically all posterior mass.
Stochastic Gradient Descent over P2
Stochastic gradient descent (SGD) admits diffusion approximations that replace the complicated randomness of stochastic gradients by Gaussian noise, providing a powerful tool for understanding its dynamics and long-time behavior. We investigate whether an analogous approximation principle holds for optimization over probability measures, where the objective is a functional defined on the Wasserstein space P2. The nonlinear geometry and infinite-dimensional nature of P2 prevent a direct extension of the classical Euclidean theory. Using Lions differentiability, we lift the problem to a linear Hilbert space, where higher-order differential calculus becomes available. We then construct a Gaussian random-field approximation whose velocity field matches the mean and covariance of the original stochastic gradient. By exploiting this moment matching through higher-order Taylor expansions, we show that the Gaussian approximation captures the SGD dynamics with second-order weak accuracy. Our result provides a rigorous foundation for replacing sample-driven randomness by analytically tractable Gaussian fluctuations in stochastic optimization over probability measures.
GazeFS: Target-Centered Gaze-Trajectory Forecasting and Stabilization from Gaze-Head History
Target-centered gaze interaction requires more than suppressing frame-to-frame fluctuations: target acquisition produces task-aligned changes in gaze-head dynamics, while a gaze trace may retain a persistent target-relative residual direction. We formulate gaze correction as online target-centered gaze-trajectory forecasting and stabilization and introduce GazeFS, which maps a variable-length gaze-head history to the next target-center direction and a short-horizon Search/Focus estimate without target information at inference. Across 7,960 acquisition episodes from 30 participants, Search-Focus differences remain stable under quality control, onset exclusion, and duration matching. History windows improve phase decoding over the current endpoint, but explicit task progress remains a strong control. Under the 30-participant, five-fold grouped out-of-fold protocol across three seeds, the reductions relative to raw hold in Focus episode bias, within-episode dispersion, and P90 target error are 0.182 degrees, 0.257 degrees, and 0.400 degrees, with participant-bootstrap 95% confidence intervals excluding zero. Endpoint-free replay from empty history preserves the Focus advantage and yields raw-network phase balanced accuracy/AUPRC of 0.925/0.993; coordinate controls further show that recent history contributes beyond explicit progress metadata. GazeFS therefore improves Focus target centering and empirical residual contraction while leaving temporal smoothness as a separate objective.
Towards Large-Scale Heterogeneous Data Organization for Scientific Foundation Models: A Nuclear Fusion Case Study
Training effective foundation models requires massive and organized datasets, yet scientific domains such as nuclear fusion present unique challenges due to largely heterogeneous and sparse data. Here we characterize the data used in developing such a model: with over 20 sensor types spanning 5 orders of magnitude in sampling rate, mixed tensor structures (point measurements, spectrograms, images), and nonstationary physics. We analyze our input complexity and discuss trade-offs between temporal context and frequency resolution. Our analysis provides a template for representing multi-modal fluctuation data at scale, with implications for both multi-modal control systems and nuclear fusion.
IACM-RL: Intent-Aware Context Management and Reinforcement Learning for Complex Tool Invocation under Dynamic Intent Fluctuations
Executing long-horizon tool invocations in real-world environments is severely challenged by dynamic user intent noise. Existing methods attempt robustness via implicit history scanning or text compression, yet predominantly assume perfect instructions in simplistic scenarios. Inevitably, under fluctuating contexts, obsolete constraints dilute model attention, triggering catastrophic intent deviation and infinite API loops. To resolve this, we propose IACM-RL, a comprehensive framework for robust tool invocation. First, we introduce the DynamicIntent pipeline, synthesizing trajectories across 13 fine-grained fluctuation scenarios, paired with a five-dimensional diagnostic metric suite. Second, IACM-RL deploys a BeliefState-based Self-Generated Context Manager that proactively tracks shifting goals and isolates overwritten parameters using structural stale flags. To autonomously internalize this state-tracking capability, we optimize the policy using a hierarchical intent-driven reward alongside three auxiliary losses (action calibration, CM extraction, and state distillation). Experiments on DynamicIntent, BFCL-V3, and -Bench demonstrate that IACM-RL significantly outperforms baselines, reducing infinite loops and stale context errors while enhancing out-of-domain generalization.
Geometry-aware Incremental Neural Operator for Long-Horizon PDE prediction
Neural operators have shown strong potential for learning solution operators of partial differential equations (PDEs). However, long-horizon autoregressive prediction remains challenging: local errors accumulate as spectral inconsistency, phase misalignment, or mean drift. Existing methods mainly improve state representations and operator backbones, while leaving the repeatedly applied latent transition increment weakly structured, allowing spectral errors and unstable channel couplings to accumulate during rollout. To address these issues, we propose a geometry-aware incremental neural operator (GeoIncNO) for stable long-horizon PDE prediction. GeoIncNO predicts latent increments for residual advancement and uses lightweight low-rank projectors to regulate channel coupling within active frequency bands derived from the increment spectral energy distribution. To reduce physical-space reconstruction errors, GeoIncNO further introduces a mean--fluctuation decoupled reconstruction mechanism, where stable mean structures and dynamic fluctuations are fused separately, and phase correction is applied only to the zero-mean fluctuation component. Extensive experiments on six PDE benchmarks, covering 1D, 2D, and 3D dynamical systems, show that GeoIncNO achieves consistently strong prediction accuracy, improved rollout stability, and better spectral fidelity compared with competitive neural-operator baselines.
Reconstructing Backpropagation from Forward Fluctuations in Noise-modulated Neural Networks
A Noise-modulated Neural Network (NNN) learns and infers only in the presence of noise, treating noise as a computational resource rather than a disturbance. The noise lets it learn efficiently by backpropagation while transmitting spike-like signals, but backpropagation needs a reverse path through transposed weights, the weight transport problem, which undermines biological and neuromorphic plausibility. Forward-only alternatives typically substitute a different objective or fixed random feedback, sacrificing stability and accuracy. We show that backpropagation itself can be reconstructed in the NNN from forward-pass statistics alone: a weight mirror estimates each weight matrix from the covariance between a previous-layer unit's output and the next-layer unit's input, and combining it with local differential estimation inside the units propagates the output error recursively along the computational graph, with no transposed-weight readout and no backward data path. The resulting gradient is empirically near-unbiased, and with local per-weight Adam updates it matches the final accuracy of backpropagation on simple regression tasks. With uniformly distributed noise, the local operations reduce to polynomials and comparators, making the whole system, learning rule included, well suited to digital circuits. Thus, in the NNN, noise is a resource not only for inference but also for reconstructing backpropagation.
SPECTRA: State-Space Exogenous Context and Temporal-Frequency Resolution Architecture for Probabilistic Energy Forecasting
Modern power systems increasingly require probabilistic forecasts amid interacting uncertainties from renewable intermittency, flexible demand, market volatility, and weather-dependent generation. However, existing methods often treat multi-scale decomposition, exogenous-variable alignment, and probabilistic output as separate steps, obscuring how predictable structures and uncertainty-bearing fluctuations jointly shape the forecast distribution. This paper proposes a state-space exogenous-context and temporal-frequency resolution architecture for general probabilistic energy forecasting. Its central premise is that trend-periodic components primarily determine the baseline trajectory, whereas high-frequency residuals and external perturbations govern the spread and asymmetry of forecast uncertainty. Accordingly, the architecture adaptively separates deterministic and residual streams, aligns exogenous context with both, refines the deterministic backbone through multi-resolution spectral-temporal state-space modeling, and estimates ordered quantile boundaries from their complementary representations. Experiments on load, price, solar, and wind forecasting achieve the best continuous ranked probability score in 14 of 18 settings, reducing average CRPS by 5.74% and upper-tail quantile risk by 7.27% over the strongest baselines. These results support deterministic-stochastic separation as an effective design principle for general probabilistic energy forecasting.
Structured Fluctuations and the Information Dynamics of Self-Maintenance in Growing Neural Cellular Automata
Growing Neural Cellular Automata (GNCA) are capable of robust self-maintenance and self-repair, yet the internal dynamical mechanisms that support these capabilities remain poorly understood. Here, we investigate the role of internal fluctuations--temporal micro-variability of hidden channel states--in a trained GNCA model, challenging the assumption that such variability is merely residual stochastic noise. Through systematic analysis spanning update-rate sweeps, spatial correlation measurements, dimensionality reduction of collective state trajectories, localized damage experiments, transfer entropy vector field estimation, and partial information decomposition, we show that internal fluctuations are spatially structured, dynamically coupled to an attracting collective state, and associated with distributed small-magnitude updates that contribute to damage recovery. Damage induces a global deviation in latent state space followed by gradual re-convergence, and suppressing distributed small-magnitude updates associated with baseline fluctuation dynamics outside a permissive radius that encompasses the majority of the cells significantly impairs recovery. Transfer entropy analysis characterizes a spatially differentiated repair response: corrective inward flow near the damage site coexists with outward perturbation propagation at greater distances. Partial information decomposition further suggests a regime shift from synergy-dominant resting computation to redundancy-increased coordination during recovery. These findings indicate that GNCA self-repair emerges from high-dimensional nonlinear collective dynamics in which internal fluctuations serve as a functional component supporting information flow, coordination, and return toward an attracting recurrent state.
Broken Ergodicity and the Violation of the Fluctuation-Dissipation Theorem Lead to Generalization Beyond Overfitting in Machine Learning
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.
Variance Reduction for Stochastic Gradient Generalized Non-reversible Langevin Monte Carlo Algorithms
We study the leading-order fluctuation of stochastic gradient Euler-Maruyama estimators for generalized non-reversible Langevin dynamics. Under structural assumptions tailored to the small-stepsize central limit theorem and under an unbiased stochastic gradient oracle, we prove that the empirical average over a horizon of order the inverse squared stepsize satisfies a central limit theorem in the vanishing-stepsize regime. The limiting variance is characterized through the Poisson equation of the limiting full-gradient diffusion. We then rewrite this constant in an operator form that links it to the continuous-time asymptotic variance and, under standard operator-theoretic assumptions, derive a sufficient condition under which an anti-symmetric perturbation strictly reduces the leading-order fluctuation constant relative to the reversible baseline. We also identify bounded smooth predictive observables that re directly covered by the main theorem. As a separate Gaussian calculation beyond the bounded-test-function regime, we obtain closed-form formulas for quadratic Hamiltonians and linear observables. The framework covers non-reversible Langevin dynamics and augmented-state examples including Hessian-free high-resolution dynamics and a positive-definite subclass of gradient-adjusted underdamped Langevin dynamics that allow stochastic gradients. Numerical experiments on basic examples and Bayesian linear regression using synthetic data, and Bayesian logistic regression using real data support the predicted Gaussian fluctuations and show that the non-reversible schemes consistently reduce the root mean squared error (RMSE) relative to their reversible baselines.
Causal Semantic Alignment for LLM-based Time Series Forecasting
Recent advances in Large Language Models (LLMs) have opened new possibilities for time series forecasting by enabling alignment between temporal patterns and pretrained word embeddings. However, most LLM-based methods overlook the heterogeneous nature of time series, where dynamic fluctuations and invariant semantics are entangled. This entanglement introduces spurious correlations during the alignment, as dynamic components act as confounders by simultaneously influencing invariant components and the resulting aligned embeddings. To address this issue, a variable-level alignment framework CVAformer is proposed. CVAformer explicitly disentangles each variable into invariant and dynamic components just before alignment, and applies causal intervention to mitigate the confounding effect of the dynamics. To better support variable-level alignment, CVAformer replaces the standard causal attention in LLMs with a non-causal attention mechanism that captures interactions among variables at each time step. Extensive experiments across long-term, short-term, few-shot, and zero-shot forecasting settings indicate that CVAformer matches or exceeds state-of-the-art performance on most datasets, and in some cases achieves notably better accuracy. Experimental results validate the effectiveness of variable-level alignment and dynamic disentanglement in CVAformer, offering a new perspective for LLM-based time series tasks.
Quantifying Uncertainty In Wide Two-Layer Neural Networks: On The Law Of The Limiting Fluctuation Process
Uncertainty quantification in neural networks prediction is a main issue for usual applications. Our approach seeks at reducing computation costs by directly evaluating uncertainty using PDE's information on the asymptotic variance, rather than the deep ensemble method which may be seen as a Monte Carlo estimation of the prediction, requiring the training of multiple networks. We thus study the law of the limiting process describing the random fluctuations around the mean-field limit of wide two-layer neural networks trained by stochastic gradient descent in a weak-noise regime. Building on a recent trajectorial central limit theorem, in which this limit is characterized as the weak solution of a linear stochastic evolution equation, we identify its law explicitly. More precisely, we show that it is a centered Gaussian process in the dual of a weighted Sobolev space, and we derive a closed covariance representation for the finite-dimensional distributions obtained by testing it against smooth functions. This covariance is expressed through the solution of a backward transport equation with a nonlocal source term, whose coefficients are driven by the mean-field trajectory. As a consequence, by testing against the activation function at a fixed input, we obtain an expression for the limiting variance of the corresponding network-output fluctuations. We illustrate this result numerically on a one-dimensional regression example.
FlashbackCL: Mitigating Temporal Forgetting in Federated Learning
Federated Learning (FL) of foundation and edge models increasingly targets deployments where client data distributions drift over time, yet existing forgetting-mitigation methods assume each client's distribution is stationary. Flashback, the strongest recent FL method against cross-client (spatial) forgetting, uses monotonically accumulating per-class label counts as a knowledge proxy; this proxy becomes miscalibrated under temporal distribution shift and anchors the global model to an outdated class balance. We formalise temporal forgetting in FL with a per-phase metric isolated from protocol-level fluctuations and propose Flashback Continual Learning (FlashbackCL), a drop-in extension of Flashback with (i) temporally-decayed label counts; (ii) a device-aware replay buffer with Class-Balanced Reservoir Sampling (CBRS); and (iii) server-side active coreset curation on the public distillation set. The results show that FlashbackCL achieves 6.9% to 10.0% relative improvement relative to Flashback, on CIFAR-10 with 50 clients and three controlled temporal shift modes, while simultaneously reducing temporal forgetting by up to 68%. A 5-variant ablation identifies CBRS replay as the critical component. FlashbackCL also improves Flashback by 3.5 points on stationary CIFAR-100, suggesting that class-balanced replay regularises spatial heterogeneity as well as temporal shift.
Memory Uncertainty Relation and Harmonic Memory in Random Recurrent Networks
We present an inequality that bounds the short-term memory capability of dynamical systems from below. It can be interpreted as an uncertainty relation between a measure of short-term memory and that of the size of state fluctuations induced by input signals. The lower bound can be achieved by a readout weight and thus represents a suboptimal memory called harmonic memory. We examine analytically and numerically the inequality in a number of reservoir systems subject to input noise. We illustrate cases in which equality is achieved exactly, equality holds asymptotically, and the inequality is strict. We also study the effect of a state-space regularization to elucidate the inequality in terms of the fluctuation structure of the state-space. We find that a certain strength of input noise induces extra memory under the regularization, and we refer to this phenomenon as noise-induced memory. We observe that the memory uncertainty relation does not hold in general for the regularized memory and harmonic memory. This fact is explained in terms of the mechanism of noise-induced memory.
On Stability and Decomposition of Sample Quantiles under Heavy-Tailed Distributions
We study sample quantiles of distributions indexed by estimated parameters, with a on Value-at-Risk related to linear projections of financial returns that whose underlying probability law is heavy-tailed. In this setting, the projection direction and the empirical quantile threshold are estimated from the data, so the standard Bahadur representation under a fixed distribution does not separate the distinct sources of instability. A canonical starting point is Bahadur's representation, which expresses the sample quantile through the empirical distribution function plus a remainder term \cite{bahadur1966}. Empirical-process theory provides a usable scaffolding through the mechanics of half-spaces, symmetric differences, and Glivenko--Cantelli uniform convergence. They yield stability bounds, but absorb changes in projection direction and changes in quantile threshold into a single symmetric-difference measure. Interestingly, a global uniform-convergence requirement is imposed on what is intrinsically a local quantile-stability problem. This paper introduces a Q-Q orthogonality formulation for separating projection-direction and quantile-threshold effects. The object of interest is the difference between the empirical quantile computed using the estimated projection direction and the population quantile computed at the reference projection direction. We decompose this difference into three terms, . Here, measures the population quantile movement induced by perturbing the projection direction, measures the empirical quantile fluctuation with the projection direction held fixed, and is the Bahadur-type remainder.
Scaling Limits of Long-Context Transformers
We study the long-context limit of softmax self-attention with a fixed query and a random context of i.i.d. keys on the sphere, viewing the inverse temperature as the scaling parameter that decides whether attention degenerates into uniform averaging or collapses onto the single closest key. We show that the critical scale at which selectivity emerges is determined by the local exponent of the distance-to-query distribution near zero rather than by global features of the context, and scales like for uniform keys on . Furthermore, we characterize the limiting laws of the ordered attention weights and of the attention output across all regimes of : a subcritical regime in which the output reduces to a local average around with explicit deterministic bias and Gaussian fluctuations; a critical regime in which a finite collection of nearest keys retains macroscopic mass without single-key collapse; and a supercritical regime in which all mass concentrates on the closest key. Of notable interest is the subcritical case with identity value matrix where the attention map approximately implements a backward heat equation.
Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning
These notes introduce the theory of susceptibilities as developed in [arXiv:2504.18274, arXiv:2601.12703] for interpreting neural networks. The susceptibility of an observable to a data perturbation is defined as a derivative of a posterior expectation, which by the fluctuation--dissipation theorem equals a posterior covariance. Different choices of yield different objects: per-sample losses give the influence matrix (the Bayesian influence function of [arXiv:2509.26544]), while component-localized observables give the structural susceptibility matrix that pairs model components with data patterns. The susceptibility matrix is (up to a factor of ) the Jacobian of the map from data distributions to structural coordinates; its pseudo-inverse provides a linearized solution to the patterning problem of [arXiv:2601.13548]: finding data perturbations that produce a desired structural change. We motivate the theory from its statistical-mechanical foundations, then give a detailed exposition of susceptibilities, their empirical estimators, and their connection to the geometry of the loss landscape.
Phase Transitions in the Fluctuations of Functionals of Random Neural Networks
We establish central and non-central limit theorems for sequences of functionals of the Gaussian output of an infinitely-wide random neural network on the d-dimensional sphere . We show that the asymptotic behaviour of these functionals as the depth of the network increases depends crucially on the fixed points of the covariance function, resulting in three distinct limiting regimes: convergence to the same functional of a limiting Gaussian field, convergence to a Gaussian distribution, convergence to a distribution in the Qth Wiener chaos. Our proofs exploit tools that are now classical (Hermite expansions, Diagram Formula, Stein-Malliavin techniques), but also ideas which have never been used in similar contexts: in particular, the asymptotic behaviour is determined by the fixed-point structure of the iterative operator associated with the covariance, whose nature and stability governs the different limiting regimes.
Structural Instability of Feature Composition
Sparse Autoencoders (SAEs) have emerged as a powerful paradigm for disentangling feature superposition in transformer-based architectures, enabling precise control via activation steering. However, the theoretical foundations of compositional steering -- the simultaneous activation of distinct semantic latents -- remain under-explored. The prevailing Linear Representation Hypothesis often abstracts away non-linear interference effects that arise in overcomplete dictionaries. We present a geometric framework for analyzing the instability of feature unions. Modeling the activation space as a high-dimensional sparse cone manifold, we derive an asymptotic compositional-collapse threshold under a spherical dictionary model, characterized by the Gaussian mean width (statistical dimension) of the signal cone. We further show that, in the high-bias regime, ReLU rectification converts microscopic correlation-induced variance fluctuations into a systematic drift that accumulates under composition, yielding interference growth consistent with a ratchet effect. We validate the predicted scaling trends on structured semantic features extracted from CLEVR, where hierarchical correlations accelerate the transition relative to random baselines. Together, our results highlight geometric constraints on the scalability of union-based steering and motivate composition mechanisms that explicitly manage interference beyond naive linear superposition.