Largest Eigenvalue

The computation of the Bures-Wasserstein (BW) barycenter of an ensemble of positive definite matrices arises throughout machine learning, optimal transport, and quantum information. Riemannian gradient descent (RGD) at unit step size -- the fixed-point iteration used in practice -- converges rapidly, yet existing analyses present a dichotomy: unit-step guarantees carry worst-case exponential dependence on the dimension, while dimension-independent guarantees require small step sizes that forfeit the empirical speed. We resolve this dichotomy, not by improving the guarantees for unit-step RGD, but by proposing a Projected RGD algorithm that achieves dimension-independent linear convergence at unit step size. The achieved rate, $(1 - κ^{-3/2})$, where $κ$ is the condition number of the ensemble, also polynomially improves on the best small-step guarantee ($κ^{3/2}$ versus $κ^{5/2}$ iteration complexity). The crux is a novel Projection Lemma: clipping the eigenvalues of a positive matrix to an interval $[α, β]$ is the closed-form, non-expansive (1-Lipschitz) BW-metric projection onto the set $\{S : αI \leq S \leq βI\}$ -- a statement which, unlike its known one-sided counterpart, does not follow from convexity. The projection is moreover free: it reuses an eigendecomposition the next iteration must perform in any case, so the projected and unprojected iterations cost the same per step. The same analysis covers the invariant matrix projection problem of Brahmachari et al. (2025), whose fixed-point algorithm we identify as unit-step RGD on a totally geodesic submanifold, thereby extending the dimension-independent guarantee to that setting verbatim.

Restricted eigenvalue (RE) bounds govern stable recovery by norm-regularized estimators. For isotropic sub-Gaussian measurements, the benchmark sample size is $1+w(A)^2$, where $w(A)$ is the Gaussian width of the normalized descent cone. The COLT 2015 open-problem note (Banerjee et al., 2015) asked whether the same law follows for heavy-tailed designs from a uniform small-ball condition alone. We give an explicit and systematic negative answer to the general question as formulated there: the proposed law fails in its full dimension-free, arbitrary-set form, and the missing obstruction is simultaneous threshold occupancy. A constant-width polyhedral descent cone with fixed small-ball constants has zero empirical RE on every sample path up to half the ambient dimension. More generally, every finite range space admits exact threshold encoding in an arbitrarily narrow spherical cap and a lift to a full polyhedral descent-cone section. For every fixed threshold VC dimension $d$, as $β\downarrow0$, the sharp worst-case sample complexity is $Θ(β^{-1}[d\log(1/β)+\log(1/δ)])$. The separation persists under exact isotropy and all finite moments: on the same constant-width cone, Gaussian measurements succeed with $O(1+\log(1/δ))$ samples, whereas an isotropic heavy-tailed design fails pathwise for $n\lesssim\sqrt{p/\log p}$. Gaussian smoothing yields an everywhere-positive $C^\infty$ density while retaining arbitrarily poor RE. Under isotropy, a distribution-free fallback governed by affine dimension times squared enclosing radius is sharp on this family.

We study spectral clustering in the presence of a confounding latent geometry. The leading eigenvectors may then be dominated by the latent geometry rather than by the communities. Nevertheless, we show in a block latent-space model that communities can be recovered from eigenvectors deeper in the spectrum. We analyze the spectral properties of the adjacency matrix through a limiting integral operator and use its structure to develop DBSPEC, a density-based spectral clustering algorithm that requires only approximate localization of the informative eigenvalue and is robust to poor eigenvalue separation. Crucially, this approach handles general latent geometries, overcoming restrictions to homogeneous toroidal models in prior works. Our theoretical predictions for the location of the informative eigenvalue notably align with observations in real-world experiments.

Kernel spectral clustering with a single bandwidth can be inadequate for data exhibiting multiple characteristic pairwise-distance scales, a problem particularly prevalent in the high-dimensional regime. We address this issue through a multi-kernel formulation that aggregates kernels with different bandwidths. The bandwidths are selected as prescribed empirical quantiles of the pairwise squared distances, thereby capturing the relevant distance scales without requiring prior population-scale information. We develop a rigorous theoretical analysis of the resulting method under a general high-dimensional, multi-scale mixture model with heterogeneous cluster centers and covariance geometries. We construct a blockwise constant, low-rank informative approximation to the empirical multi-kernel matrix and establish row-wise $\ell_{2,\infty}$ perturbation bounds for its leading spectral components, as well as for the associated normalized Laplacian matrix. These bounds yield observation-level control of the spectral embedding, which is more informative than conventional global eigenspace perturbation estimates. Under suitable eigen-gap and cluster-separation conditions, we show that approximate $K$-means applied to the multi-kernel spectral embedding achieves exact recovery with high probability.

This paper investigates the asymptotic behavior of the out-of-sample prediction risk of the high-dimensional ridgeless least-squares estimator when the feature dimension $p$ and the sample size $n$ grow proportionally. We consider a generalized spiked population covariance model with multiple latent factors, where the number of spiked eigenvalues may remain finite or increase with $n$, and the spiked eigenvalues may be bounded or diverge at arbitrary rates. Beyond characterizing the impact of covariance spectra, we reveal a new mechanism underlying benign overfitting: the prediction behavior of ridgeless interpolation is fundamentally governed by the alignment between the regression coefficient $\boldsymbolβ$ and the spiked eigenspaces of the population covariance matrix. In particular, we show that the signal energy distributed along latent spike directions determines whether interpolation leads to benign, tempered, or catastrophic overfitting. Our theoretical framework establishes sharp prediction risk limits under minimal moment conditions, requiring only finite fourth moments rather than Gaussianity. We characterize how the number, strength, and geometric structure of the spikes jointly influence the double-descent phenomenon. These results provide a unified understanding of when latent covariance structures facilitate or hinder generalization in overparameterized regression.

The Subspace Constrained Mean Shift (SCMS) algorithm is a popular nonparametric method for extracting density ridges, which serve as a low-dimensional representation of high-dimensional data. It is a widely held belief in the literature that SCMS trajectories converge to the classical density ridge, which we call the "static ridge", defined via the density gradient and the eigenvalues and eigenvectors of the density's Hessian. In this paper, we demonstrate that this assumption does not hold in general, as the static definition fails to account for the rotation of the trailing eigenspace along the continuous flow of the algorithm's underlying vector field. To resolve this, we propose a paradigm shift by introducing the "stable ridge", a novel geometric structure defined through the lens of dynamical systems and the Jacobian of the projected density gradient. We prove that this stable ridge is the true theoretical target of the SCMS algorithm. Building upon this foundation, we develop a generalized SCMS framework utilizing a constant step size, establishing its uniform R-linear convergence and topological surjectivity onto the stable ridge. We further derive the rates of convergence for estimating the stable ridge in terms of the Hausdorff distance. Finally, we expose that the original SCMS algorithm suffers from polynomial-time computational complexity, which is caused by implicitly coupling the step size to the smoothing bandwidth via the Mean Shift operator, and demonstrate how our generalized framework provides a statistically consistent and more efficient solution.

For $n$ unit vectors $x_1,\ldots,x_n \in \mathbb{R}^d$, we study the continuous ReLU derivative Gram matrix $H$, whose entries are obtained by averaging pairwise gated inner products over a standard Gaussian direction. Writing $Δ_\pm := \min_{i \neq j} \min\{ \|x_i-x_j\|_2, \|x_i+x_j\|_2 \}$ for their projective separation, we prove the universal dimension-free lower bound $λ_{\min}(H) = Ω( Δ_\pm/\sqrt{\log n} )$. Conversely, we construct worst-case families satisfying the matching upper bound $λ_{\min}(H) = O( Δ_\pm/\sqrt{\log n} )$, showing that this rate is tight up to universal constants.

Active subspaces provide an explainable, eigenvalue-ordered principle for studying how scalar-valued quantities of interest change the most, on average, over a reduced basis of Euclidean domains. Composition with parallel transport generalizes this principle from Euclidean space to quantities of interest defined over Riemannian manifolds, and the resulting intrinsic formulation is contrasted with the extrinsic, embedding-based gradient average of manifold learning. Either strategy is studied in an intrinsically local sense, restricted to mean-centered geodesic-balls, and within that scope the two are not identical: on the central tangent space, eigenvalues agree to second order in the geodesic radius of the sampled domain, while dominant eigenspaces agree at the same order relative to the spectral gap. Extending activity beyond that central space then calls for either recomputed decompositions over changing tangent spaces or, intrinsically, parallel transport of a single central frame. Hyperspheres are emphasized throughout as a particular manifold of interest, motivated by applications over preshape spaces for statistical shape analysis. Numerical examples over the 2-sphere illustrate the formalism, including the derived ridge recovery at a curvature-limited quadratic rate.

Rotary position embeddings (RoPE) modify attention scores through position-dependent rotations, but their effect on normalized token dynamics is not captured by the vanilla spherical self-attention model. We study the continuous-time dynamics obtained when queries and keys are rotated while values remain on the unit sphere. The resulting attention kernel is reversible and admits a sharp uniform softmax floor, yet the natural RoPE interaction energy has derivatives of both signs within one fixed nontrivial system. Every consensus state remains an equilibrium, and its transverse linearization is a reversible Markov operator whose kernel depends on the consensus point through its energy across RoPE planes. On a resonant single-frequency ring we derive an exact Bessel-aliasing spectrum, including non-coprime frequencies and the correct fixed-ring large-$β$ asymptotics. Globally, closed hemispheres are invariant, while pairwise non-obtuse configurations and strict open semicircles contract with explicit half-angle and single-point tail bounds. These regional estimates instantiate a kernel-generic positivity principle with the sharp RoPE softmax floor. RoPE also selects an explicit score-flattening twisted branch; the generic resonant family is non-hyperbolic and linearly unstable, whereas an odd antipodal family becomes a hyperbolic saddle after quotienting global rotation. In multiple dimensions, the local consensus gap can depend non-monotonically on the allocation of energy across frequency planes, so no universal ordering by frequency is valid. Independent matrix, finite-difference, and nonlinear-flow computations cross-check the theorem boundaries and the reported constants.

In overparameterized linear regression, many weak spectral directions act like a ridge penalty on the signal-bearing spectrum; negative ridge is the natural correction, pushing filters above one. The stable negative-ridge endpoint, however, is structurally limited: its pole must stay below the smallest nonzero empirical eigenvalue, and it anti-shrinks smaller eigenvalues more than larger ones. Early-stopped negative-shifted gradient descent escapes this constraint. Its filter is smooth at the would-be pole and mixed-sign-capable: above-ridgeless directions form a leading prefix, with lower directions shrunk or exposure-controlled while stopping sets the crossover. In a Gaussian spike-plus-flat model we discover a Marchenko-Pastur barrier: the shift that cancels the implicit penalty lies a bulk width above the smallest empirical eigenvalue, and the stopped path improves on every admissible endpoint by a polynomial factor in risk under explicit conditions. Our main theorem permits a general high-effective-rank tail: its trace sets the implicit floor, its squared spectrum controls exposure, and the floor-critical path recovers all head scales at once, beyond positive shrinkage and, once scales separate, every uniform rescaling of ridgeless. Handling the noncontractive shifted dynamics is the central technical challenge; localized Duhamel integrals control them. A finite-grid hold-out inequality transfers the separations to the validation-selected algorithm.

In legged locomotion, divergent components of motion (DCMs) have emerged as characteristic states for balance control. They isolate the unstable mode of the dynamics but, in existing formulations, apply only to reduced models such as the linear inverted pendulum. In this study, we show how DCMs can be more generally formulated as Koopman eigenfunctions. Whereas Koopman analysis typically targets eigenvalues near zero, which capture conserved or slowly varying quantities, our investigation leads us to deliberately search for unstable eigenpairs with large eigenvalues. The resulting Koopman DCMs are data-driven observables trained using only real-robot data. On a real biped, DCMs learned from one hour of robot data improve tracking of reference walking patterns. We further show how learned DCMs provide state-based viability constraints when combined with model predictive control.

An important quantity in the theory of gradient descent (GD) is the \emph{sharpness}, defined as the largest eigenvalue of the objective Hessian. Classical analyses typically require the step size to be uniformly smaller than twice the reciprocal of the sharpness, but this condition is frequently violated in the training of deep neural networks. Recent work bridges this gap in the setting of overparametrised least-squares with a \emph{single scalar output}, providing a normal form for large-step GD in a neighbourhood of an \emph{isolated} flat minimum and establishing three corresponding convergence results. In this paper, we extend this theory in two directions: (1) to overparametrised least-squares with \emph{vector-valued outputs} (including regression with arbitrarily many observations), and (2) to a neighbourhood of a \emph{manifold} of flat minima (which we show is essential for applications such as matrix factorisation). We generalise both the normal form and all three convergence theorems of \cite{macdonaldeos} to this broader setting, overcoming several technical challenges, including the solution of a singular partial differential equation via a novel method that may be of independent interest. We further show that our framework applies to deep matrix factorisation under mild assumptions, yielding several new structural results. In particular, we prove that the set of flat minima forms a fibre bundle over a product of spheres, and that the sharpness is Morse-Bott along this manifold.

Spectral positional encodings (PEs) for \emph{directed} graphs face two obstacles: magnetic Laplacians require an $O(n^3)$ Hermitian eigendecomposition per potential, and their complex eigenvectors are defined only up to unitary gauge, which prior work handles with basis-invariant architectures. We propose learnable spectral PEs of the form $h_θ(A_q)\,R$, where $A_q$ is a normalized magnetic operator, $h_θ$ a learnable scalar spectral response, and $R$ a block of random probes. Because the PE is a \emph{matrix function} of the operator, it is gauge-invariant by construction. We compute it in a Hermitian block Krylov subspace from sparse matrix--vector products only, prove that $k = O(\log(1/\varepsilon))$ block steps suffice uniformly over heat--resolvent response families, and give a covering-number argument for why low-dimensional structured families generalize where free per-eigenvalue weights overfit. On a directed SBM whose symmetrization is uninformative by construction, direction-blind PEs stay at chance while magnetic Krylov PEs converge to the exact-eigendecomposition oracle as the depth grows. The same probes yield gauge-invariant pairwise features with $1/\sqrt{s}$ Monte-Carlo error, and the undirected $q{=}0$ case improves heterophilous benchmarks over no-PE and polynomial baselines.

The pre-softmax score of an attention head is a bilinear form $score(i,j) = x_i^T M x_j$ in a learned operator $M = W_q^T W_k$. Because M is generally non-symmetric, hence non-normal, it has a complex eigenspectrum and non-orthogonal eigenvectors, the regime where non-Hermitian and random-matrix tools apply. We ask what this spectrum encodes, at three levels for previous-token and induction circuits. Statically, across seven pretrained models spanning three positional schemes, the strongest previous-token heads are spectrally rotational under RoPE and non-rotational, or content-like, where position enters outside QK (learned-absolute and ALiBi); the model-level separation is perfect at every top-k examined (exact permutation $p=0.029$), and zeroing the per-frequency RoPE phase $Im(M_t)$ eliminates induction on a pre-identified previous-token head in all three RoPE models. Dynamically, over public Pythia checkpoints every head originates at the random-matrix (Ginibre) null; the rotational signature emerges with the behavior, not before it, and the population-median suppression that yields the final profile follows circuit formation, so the profile is a consolidated fingerprint, not a precursor. Causally, and at toy scale, no spectral channel is necessary: constrained two-layer training reroutes around every ban with capability intact, albeit at a significant formation delay (four pre-registered contrasts, $q_BH <= 0.016$). The cost structure exposes each scheme's default: imposing symmetry slows learned-absolute models by a factor of 2.9, whereas a RoPE head with a fully symmetric static M still routes directionally via the phase channel, impossible under absolute positions. Within the settings examined, the positional scheme sets the default spectral algebra of an attention head's solution: a fingerprint sculpted after function, not a hard constraint upon it.

Spectral methods are widely used to construct representations from the geometry of data, but they often rely on a fixed kernel, graph Laplacian, or manually selected feature scaling. We propose Physics-Informed Eigenfunction Features with Learnable Scaling (PIEFS), a supervised neural representation-learning framework with a spectral inductive bias, based on a modified Dirichlet energy. In PIEFS, scalar coordinate maps are trained under empirical Gram orthogonality, a supervised linear readout, and a Dirichlet penalty in which the input gradient is transformed by a learnable metric $A(x)=Λ(x)U(x)$. The diagonal factor $Λ(x)$ controls anisotropic scaling, while the orthogonal factor $U(x)$ is parameterized by a structured product of Givens rotations. This construction yields task-adaptive Dirichlet-regularized coordinates rather than eigenfunctions of a fixed supervision-independent operator. Experiments on synthetic, tabular, and image-based benchmarks study the effect of identity, diagonal, and rotation-scaling metrics, and compare the resulting coordinates with classical baselines and NeuralEF. The results support PIEFS as a compact supervised spectral representation method and identify optimization stability, validation on explicit operator eigenproblems, and richer metric parameterizations as the main directions for future work.

Koopman theory promises linear structure in nonlinear dynamics, but numerical Koopman spectra are easy to compute and hard to trust. A finite EDMD matrix always has eigenvalues; the problem is that many of them may have nothing to do with the infinite-dimensional operator. In this paper we make spectral reliability the objective of dictionary learning. We train neural-network dictionaries not merely to predict the next snapshot, but to minimize Residual Dynamic Mode Decomposition residuals: operator-level a posteriori errors that test whether computed eigenvalues and modes are genuine Koopman spectral objects. To keep the learned observables from collapsing into an unstable coordinate system, the loss also penalizes the condition number of the lifted data matrix. Thus the method couples two requirements that should not be separated: small Koopman residuals and a well-conditioned representation. The result is a learned dictionary that is expressive, numerically stable, and spectrally disciplined. Across conservative and dissipative benchmark systems, the method sharply reduces spectral pollution, improves residual pseudospectral inclusion, and lowers forecast error relative to standard fixed dictionaries. On sea-surface temperature data, it gives cleaner Koopman diagnostics and substantially better one-step forecasts from noisy observations with no governing equations. The message is simple: neural Koopman learning should be judged not by prediction alone, but by whether its spectral claims can be certified. Residuals provide the certificate; conditioning makes it computable.

The flatness hypothesis suggests that flatness of the loss landscape, as measured by the eigenvalues of the loss Hessian, correlates with better neural network generalization. While various algorithms reduce these eigenvalues, most focus on procedural design, leaving it unclear how data distributions and NN parameters structurally determine directions toward flat minima. Characterizing these directions analytically is generally intractable. To overcome this mathematical difficulty, recent studies derived the Wolkowicz-Styan (WS) upper bound on the maximum eigenvalue of the cross-entropy loss Hessian in three-layer NNs. Although this upper bound is differentiable, its gradient was not derived. Therefore, we analytically derive the gradient of the WS upper bound to characterize directions leading to flat minima. Based on this, we propose Hessian Spectral Range (HSR) Regularization, which updates parameters along the steepest descent direction of the WS bound. Experiments demonstrate that HSR Regularization narrows the Hessian eigenvalue spectrum, avoids sharp minima and saddle points, and promotes convergence to flat minima. Although the applicability of this method is currently limited to cross-entropy loss and three-layer architectures, to the best of the authors' knowledge, this is the first study to report a closed-form gradient that promotes convergence to flat minima without numerical approximations. Therefore, the theoretical analysis of this gradient is expected to contribute to the further development of NNs.

Contextual bandits with graph-structured arms arise in recommendation, citation retrieval, and social advertising, where arms connected on a graph tend to share reward signal. Standard dimensionality reduction ignores this structure, inflating exploration cost by a factor of $d/k$. We propose GraphDR-LinUCB, which projects arm features onto the graph's low-frequency spectral subspace and runs linear UCB in the resulting $k$-dimensional space. We prove the first $\wtO(k\sqrt{T})$ regret bound for spectral-projection-based contextual bandits, reducing dimension dependence from $d$ to $k$; a perturbation argument extends this to noisy graphs, with an explicit penalty for reward-smoothness mismatch and graph-estimation error. Our central theoretical finding is that the high-frequency reward component need not incur a worst-case linear-in-$T$ penalty: its actual cost depends on its realized impact along the played path, not on its total energy. A simple spectral comparison between subspaces ($Γ_k$) predicts which reducer wins on a given dataset, correctly calling five of six real-dataset outcomes without any fitted threshold. Across a synthetic benchmark and six real datasets (MovieLens, Amazon, LastFM, ogbn-arxiv, MIND), GraphDR-LinUCB reduces cumulative regret by $15\times$ over full-dimensional LinUCB and outperforms competing graph-aware methods on five of six; the single failure is precisely where the graph's spectral subspace is misaligned with the reward.

We study the spectral perturbation of the empirical Fisher Information Matrix (FIM) of a parametric statistical model under two structured perturbations: departure of the input from a reference (in-distribution) ensemble, and finite-precision (quantized) perturbation of the model's parameters. For the first, under an explicit local curvature-monotonicity hypothesis on the dominant eigenvalue lambda_max of the FIM, we show departure from a reference manifold provably elevates lambda_max relative to a calibration baseline (Proposition 3.2), and discuss why this hypothesis is required, since curvature need not increase monotonically under every perturbation. Our principal result is a directional eigenvalue perturbation bound, via Weyl's inequality, showing lambda_max under a quantization noise perturbation is lower bounded by its unperturbed value up to a third-order remainder, and, under a mild genericity condition, strictly exceeds it at leading order (Theorem 4.3). We give two tractable approximations to lambda_max -- one heuristic, one with a rigorous two-sided bound -- and a completeness result for a threshold-based partition of an augmented state space. These results motivate using sigma_t = lambda_max(F_t)/lambda_base as a runtime monitoring statistic for deployed language models: the quantization result offers a mechanism for an empirical observation of our own, where a calibration threshold for this statistic was approximately 244 times larger than a preliminary full-precision estimate on a 4-bit quantized model, a single measurement rather than a value derived in closed form. We report supporting measurements (twelve models, n=1,080 trajectories) broadly consistent with our predictions, discuss the scope and limitations of every result, and state as an open problem the closed-form prediction of the quantization inflation magnitude our bound does not supply.

Accurate numerical eigenvalues are often difficult to certify, especially in singular or non-normal settings. This article reports a human--AI collaboration on two such computations. For a singular self-adjoint Schrödinger operator, a verified zero count and Dirichlet--Neumann bracketing certify the complete negative spectrum to ten decimal places. For a delicate non-normal atom--molecule benchmark, a previously unresolved resonance pair is separated, with each member enclosed to ten digits. The second result is achieved not by increasing the precision of one-way shooting, but by reformulating the problem as a global matching system for projective solution lines. The infinite tail is encoded as uncertainty in the terminal projective data, and a componentwise, tail-robust Krawczyk--Brouwer inclusion supplies the certificate. This gives a reusable architecture for analytic boundary-value systems with ill-conditioned propagation and uncertain asymptotic data. The collaboration also exposes the strengths and limits of AI assistance. AI rapidly produced accurate candidates and plausible proof strategies, but several failed, including one apparently complete tail argument that omitted the componentwise check required by a nonuniform polydisc. Validated computation is a stringent test of AI-assisted mathematics: the output is not merely a number, but a number with a proof. These examples show why the proof object matters, and why human mathematical judgment remained decisive. More broadly, as AI makes code, exposition, and plausible numerical claims inexpensive, standards for verification, attribution, peer review, and training must adapt. The implications are unsettling; the opportunity is extraordinary.

Kernel methods requiring matrix inversion -- particularly Least-Squares Twin Support Vector Machines (LSTSVM) -- suffer from exponential eigenvalue decay in their system matrices, producing severely ill-conditioned problems where standard Tikhonov regularization applies uniform damping regardless of eigenvector reliability. We propose Differential Spectral Damping (DSD), a regularization formula that adapts its penalty to localized eigengap structure: preserving eigenvectors with large spectral gaps (reliable per Davis-Kahan perturbation theory) while aggressively suppressing those with small gaps (directionally corrupted beyond recovery). We motivate DSD through a principled design procedure grounded in the Davis-Kahan $\sin(Θ)$ theorem, systematically deriving the requirements for a reliability-aware damping function and selecting the exponential form for its smoothness, differentiability, and natural saturation properties. Through rigorous paired testing with fairly optimized baselines (including gradient-optimized Tikhonov receiving equal optimization opportunity), we demonstrate that DSD improves LSTSVM classification accuracy by +4.8 percentage points on real-world GINA ($d=970$, Cohen's $d = 4.49$, $p < 0.0001$), +10.4 percentage points at $d=200$, and +2.6 percentage points on Madelon ($d=500$) -- all using only principled spectral initialization while Tikhonov receives grid search. For pre-image reconstruction on manifold data, DSD ties Tikhonov at high perturbation noise ($p=0.99$) but slightly underperforms at lower noise levels; both reduce naive inversion error by $66\times$. We characterize the precise operating regime ($d \geq 100$, condition number $> 10^3$) and document where simpler methods suffice, providing practitioners with clear deployment guidance.

Structured weight-uncertainty can improve many aspects of deep learning, but it remains costly to estimate and difficult to implement. Here, we show that these issues can be addressed by adapting the SOAP optimizer. Our key idea is to run IVON, an existing diagonal-covariance variational method, in the eigenspace of SOAP's preconditioner and then use the preconditioner to transform the diagonal estimate into a non-diagonal covariance. The resulting method has costs similar to those of SOAP and requires no drastic changes to training pipelines. We call the posteriors obtained in this way SOAP-Bubbles and our new optimizer Eigenspace-VON (EVON). We show that, for logistic regression, EVON recovers the exact Gaussian covariance and that, for language model pretraining, it yields significantly better results than existing diagonal-covariance methods. Our work makes it easier to estimate more expressive posterior distributions for deep learning at scale.

The paper introduces an efficient algebraic solver for the 4-sender/6-receiver (4s/6r) Time-of-Arrival (ToA) self-localization problem, which involves determining the relative positions of all receivers and senders given their pairwise distance measurements. The problem is addressed through a new parametrization combining Cayley--Menger determinants with an implicitization technique. The proposed algorithm proceeds in three steps. First, a 148 x 211 Macaulay matrix is constructed from the coefficients of the original polynomial system. Second, PLU decomposition of this matrix yields a 63 x 63 matrix pair. Finally, up to 38 real solutions are obtained via generalized eigendecomposition followed by a validation step. Experiments on synthetic noise-free data demonstrate that the proposed solver outperforms existing methods by approximately three orders of magnitude in numerical accuracy while achieving an average runtime of 1.3x faster than the fastest alternative. Experiments on a real-world acoustic dataset confirm that, when integrated within a RANSAC framework, the solver provides a reliable initial guess for bundle adjustment refinement.

Recent empirical work shows that semantically equivalent paraphrases can fool financial sentiment classifiers: although a paraphrase remains close to the original under a strong reference embedding, it may shift the target model's representation enough to change the predicted class. Existing robustness theory either assumes a single-model threat model or focuses mainly on empirical attack algorithms. We develop a continuous local model of semantic paraphrase perturbations that captures this two-model structure. We show that the worst-case local displacement of the target representation, subject to a proxy-model budget, is governed by the largest generalised eigenvalue of a matrix pencil $(A,B)$ constructed from the Jacobians of the two embedding maps. The resulting attackability index $λ^*(x)$ is intrinsic to the local paraphrase geometry and the chosen embedders, yields a closed-form prediction-flip condition for affine readouts, and supports conservative population and finite-sample attackability certificates. For uniform control over classes of affine readouts, we derive a distribution-free VC bound for binary attackability indicators and a scale-sensitive margin bound based on an attackability-adjusted margin that subtracts a local geometric penalty from the standard classifier margin. We also connect the continuous theory to discrete paraphrase search, identify an asymmetry between successful and unsuccessful finite searches, and give a covering condition under which the discrete and continuous settings agree. Finally, we propose an empirical verification framework using soft-token relaxations and generated paraphrase sets to assess the local eigenvalue geometry, prediction-flip condition, and finite-search approximation on a deployed financial-text classifier.

Selecting a small, diverse, high-quality subset from a massive pool of candidates is a recurring primitive in modern machine learning -- data curation and coreset selection for training and fine-tuning large models, active-learning batch acquisition, prompt and exemplar selection for in-context learning, retrieval diversification, and experimental design. Determinantal Point Processes (\DPP s) give a principled, well-calibrated notion of diversity for this task, but their \emph{MAP} objective -- pick a size-$k$ subset $S$ maximizing $\logdet(L_S)$ -- is NP-hard, and the standard greedy and sampling algorithms scale superlinearly in the ground-set size $n$. This cost is prohibitive precisely in the data-centric regime where diversity matters most, where $n$ ranges over millions to billions of candidate examples, features, or embeddings. We recast \DPP-MAP as a continuous optimization problem over the Stiefel manifold, and show that its first-order optimality conditions form a \emph{Nonlinear Eigenvalue Problem with eigenvector dependency} (\NEPv) of a previously unstudied form. This \NEPv\ admits a self-consistent field (\SCF) iteration with a spectral-gap-based local contraction guarantee, giving a principled iterative solver where the diversity objective drives an eigenvector-dependent operator. The resulting algorithm, \OurMethod, requires only matrix-vector products with the kernel and runs in time $O\!\big((ndk+nk^2)\,t\big)$ for a small number of iterations $t$, scaling near-linearly in $n$ and integrating directly with low-rank and feature-map kernels common in ML. This paper focuses on the relaxation, solver, and scaling analysis; full real-data benchmarking is left to a planned empirical study.

This study systematically compares Turbo-Quant and SpectralQuant KV-cache compression, evaluating non-dominated schemes, including WHT rotation with Beta Lloyd-Max and QJL, through a statistical validation methodology that separates systematic codec differences from implementation variance. Key findings reveal that while eigenbasis-based methods fail on heavy-tailed data due to covariance instability, they excel in structured regimes, with the effective semantic dimension ($d_{eff}$) adapting to calibration budgets rather than true data rank. (this is an abstract of the abstract thank you )

Spectral methods rely fundamentally on the stability of principal eigenspaces under random perturbations. Classically, this stability is quantified by the Davis-Kahan and Wedin theorems, which bound the eigenspace error using the operator norm of the noise and the relevant spectral gaps. While these worst-case bounds are sharp for arbitrary deterministic perturbations, they can be wasteful in the low-rank signal-plus-random-noise setting, as they fail to capture the fine-grained interaction between the signal geometry and the noise distribution. In this paper, we study the spectral perturbation of signal-plus-noise matrices corrupted by sparse, random noise with an arbitrary, inhomogeneous variance profile. We demonstrate that under heterogeneous noise variances, the empirical eigenvectors suffer a systematic, deterministic geometric bias that is entirely invisible to classical perturbation bounds. By leveraging the Quadratic Vector Equation (QVE) and establishing fine-grained isotropic local laws, we derive near-optimal, non-asymptotic perturbation bounds for the leading eigenspaces in the operator and $2\to\infty$ norms. The bounds separate the usual signal-to-noise contribution, stochastic fluctuations, and structured geometric bias terms determined by the alignment between the signal eigenspaces and the row-wise variance profile.

The Legendre-Fenchel (LF) transform is a fundamental tool in convex analysis and machine learning that maps lower semi-continuous functions to their convex conjugates. In practice, when closed-form formula are not available for expressing convex conjugates of given functions, one must approximate them using various techniques. One recent such versatile numerical method is the deep Legendre transform method which relies on neural networks although it remains challenging particularly for tackling ill-conditioned functions. This work builds on the reformulation of the LF transform as a projective polarity. A notable property of this framework is its affine invariance. We leverage this affine invariance to introduce a Hessian-based preconditioning strategy. Specifically, we apply an affine deformation around a minimizer so that the second-order Taylor approximation of the function coincides with the canonical paraboloid, whose conjugation map is the identity. A residual network initialized near the identity can then learn this simplified mapping, while the original conjugation map is recovered through the inverse deformation. The proposed preconditioning incurs only a modest computational overhead, consisting of a single eigendecomposition during initialization and two matrix-vector multiplications per query. Experiments on a diverse set of convex functions, including high-dimensional benchmarks, demonstrate improved convergence rates and enhanced numerical accuracy of the conjugation, with particularly significant gains for ill-conditioned problems. Finally, we discuss the scope of applicability of our proposed method and highlight several of its limitations.

Model merging combines several independently fine-tuned experts into a single multi-task model without any training data, reducing the storage, serving, and decentralized-development costs of large foundation models. State-of-the-art merging methods formulate merging as a layer-wise quadratic interference minimization problem. Although this problem admits an exact closed-form pseudoinverse solution, that solution underperforms hundreds of iterations of gradient descent in practice. The iterative loop dominates the cost of the pipeline, yet its effectiveness has remained unexplained. We revisit this regime and show that the iterative solver does not primarily act as an optimizer; rather, it serves as an implicit spectral regularizer for an ill-posed normal equation, where small-eigenvalue directions of the per-layer interference operator amplify proxy noise. Building on this finding, we formalize multi-task model merging as a noisy linear inverse problem and propose a spectral filtering estimator parameterized by a per-direction filter. We instantiate this estimator with SWUDI, a closed-form method that combines a soft exponential filter, which matches the gradient-flow trajectory of iterative descent, with a hard top-K truncation that suppresses noise-amplifying small-eigenvalue directions. Furthermore, we propose SWUDI-A, an adaptive variant that replaces the global rank hyperparameter with per-layer rank rules, further improving robustness across architectures. Both variants share a single symmetric eigendecomposition per linear layer and require no training data or optimizer state. Across four general benchmarks and a multimodal merging benchmark spanning VQA, Geometry, Chart, OCR, Grounding, and modality merging, our proposed spectral solvers match or outperform state-of-the-art merging methods. Crucially, they reduce wall-clock time by 28-72x and peak GPU memory by up to 50%.

Estimating local mean curvature at each point of a high-dimensional dataset is a key ingredient of geometry-aware machine learning algorithms, such as the Mean Curvature Boundary Points (MCBP) method. The naive implementation of this computation, based on a local shape operator approximated from k-nearest neighbor patches, involves an explicit construction of a matrix $H$ whose trace form yields an $O(m^4)$ cost per point, rendering the approach intractable for datasets with more than a few dozen features. This paper introduces two complementary contributions that together reduce this cost by several orders of magnitude. The first contribution is an exact algebraic identity. This identity, derived from the orthogonality of the eigenvectors of the covariance matrix and the cyclicity of the trace operator, eliminates $H$ entirely and reduces the per-point cost to $O(m^2)$ after the eigendecomposition. The second contribution addresses the remaining $O(m^3)$ bottleneck of the full eigendecomposition. Since the local covariance matrix has rank at most $k-1 \ll m$, we replace it with a truncated SVD of the $k \times m$ centered data matrix, an $O(k^2 m)$ operation, and derive an analytical approximation for the contribution of the null-space eigenvectors based on the expected value of their outer product under the Haar measure. The resulting estimator has total cost $O(k^2 m + k m p^2)$, where $p = k-1$. Experiments on real-world datasets confirm speedups of 50 to 300 times relative to the original implementation, with negligible loss when the fast estimator is used to replace the original version. By providing a scalable and data-driven estimate of local curvature, the proposed method establishes curvature as a practical geometric feature for a broad range of machine learning tasks, from classical to modern deep learning pipelines.

Simulating large molecular systems comprising thousands of atoms requires highly scalable methodologies. While modern Density Functional Theory (DFT) codes exhibit linear scaling, solving the associated large, sparse generalized eigenproblems remains a critical computational bottleneck on exascale architectures. In the context of the LimitX project, we propose a data-driven framework to accelerate these calculations. By shifting the machine learning target from discrete eigenvalues to the coefficients of an interpolating Chebyshev polynomial, and by comparing both all-atom and fragment-based structural representations, we successfully overcome the dimensionality constraints of large-scale spectral prediction. We investigate three machine learning models (Kernel Ridge Regression, Graph Neural Networks, and Random Forests) trained on a novel 2 TB dataset of protein dimers. The predicted spectra provide initial guesses that effectively bypass early Self-Consistent Field (SCF) iterations in BigDFT. Ultimately, these spectral predictors will be deployed to dynamically optimize upcoming rational filter-based eigensolvers, such as FrASE, which is currently in initial development.

Representation learning is a powerful tool for spatio-temporal abstraction within reinforcement learning (RL). Two well established approaches are through the successor representation (SR) and the default representation (DR). The SR encodes states by the future trajectories they induce, capturing information flow decoupled from reward. The DR builds on this by weighting trajectories with reward, integrating credit-assignment structure into the representation. Eigenvectors of both representations have been used to support a range of downstream tasks -- including option discovery, reward shaping, transfer learning, and exploration. We introduce a structurally distinct formulation: the terminal representation (TR). The TR encodes reward-weighted trajectories similarly to the DR, but can be learned as a lower-dimensionality object, and can be used directly for the mentioned applications without eigenvector computations. Eigendecomposition also imposes the assumption of symmetric transition dynamics, which the TR can bypass. In this work we develop the theoretical foundations of the TR: its derivation, convergence of two learning algorithms, its use for zero-shot compositionality, and equivalences between alternative reward formulations. We further show the TR is embedded in the top DR eigenvector, allowing it to capture the same underlying knowledge without eigendecomposition. Additionally, we provide empirical evidence of the TR as a viable alternative to existing representations in subsidiary applications, while requiring less computational overhead to learn, store, and use.

Sparse Mixture of Experts (SMoE) architectures improve the training efficiency of Large Language Models (LLMs) by routing input tokens to a selected subset of specialized experts. Despite their remarkable success, both training and inference in SMoE models suffer from the expert collapse issue (Chi et al., 2022), which degrades model performance. Prior studies primarily focus on improving the router; however, such methods rely on training from scratch or fine-tuning, which requires high computational and data-processing costs. Furthermore, we demonstrate that, despite these efforts, the issue persists when advancing well-pretrained SMoE models, as evidenced by both theoretical and empirical results. To fill that gap, we analyze the advanced SMoE models and observe that the eigenvectors of expert weight matrices encode rich semantic information, pointing to an effective alternative to conventional routing strategies. Building on this insight, we propose Singular Value Decomposition SMoE (SSMoE), a novel and training-free framework that leverages spectral properties of the expert weights to address the collapse issue and enhance model performance. Extensive experiments across diverse language and vision tasks, under both clean and corrupt data settings, demonstrate the strong generalization and robustness of SSMoE. Our findings highlight how a deeper understanding of model internals can guide the development of more effective SMoE architectures. Our implementation is publicly available at https://github.com/giangdip2410/SSMoE.

Two recent results have reshaped quantum Gaussian processes (QGPs). On the one hand, \citet{lowe2025assessing} rule out the exponential speedups claimed by HHL-based QGP regression in the typical, well-conditioned regime; on the other, an independent line of work shows that highly expressive quantum kernels suffer posterior pathologies that break Bayesian optimization. We show that these seemingly unrelated phenomena are governed by the same quantity: the normalized spectral entropy $S(K)/\log n$ of the kernel Gram matrix. We prove a Cauchy--Schwarz tail bound on Nyström approximation error, a finite-sample variance-contraction identity in terms of Bach's degrees of freedom $d_σ(K)$, and a characterization of the \emph{target-dependent} optimal entropy via the intrinsic dimension of the target in the kernel eigenbasis. Empirically, the diagnostic is kernel-agnostic: hardware-efficient, matchgate, IQP \emph{and} RBF/Matérn/RFF/deep-kernel families all collapse onto identical $S/\log n$ curves on dequantization, ECE, and variance-contraction panels. The NLL sweet spot lives at high entropy for smooth targets and at low entropy for band-limited quantum-data targets. The diagnostic transfers from simulator to IBM Heron hardware with median absolute error $3.2\%$ and mean $5.2\%$ in $S/\log n$ across $24$ configurations at $n_q = 4$, with matchgate and IQP within $5\%$ mean and a single HE configuration returning a $30\%$ outlier that drops to $0.5\%$ on rerun (attributed to calibration drift); the same diagnostic transfers to a second Heron backend (mean error $2.7\%$) and to a $n_q = 6$ scale-up on the original backend (mean error $1.7\%$). No error mitigation is applied throughout.

Principal component analysis (PCA) is traditionally implemented through a covariance or kernel matrix, leading-eigenvector extraction, and hard rank-$k$ projection. These steps can be computationally costly in high-dimensional and quantum-data settings, sensitive to small eigengaps, and unnecessary when downstream tasks only require principal-subspace scores. Such score-based objectives are important in applications such as anomaly detection, spectral-energy profiling, and other postselection tasks. To address these needs, we introduce a measurement-based soft PCA framework replacing the hard top-$k$ projector with an entropy-regularized Fermi--Dirac filter. This filter is the unique optimizer of an entropy-regularized variational formulation of PCA and converges to the classical PCA projector in the zero-temperature limit. This filter has a direct interpretation as a quantum measurement, which naturally suggests a quantum approach. For centered covariance operators represented by quantum feature states, a single fixed circuit, together with threshold calibration, accesses all optimal filters for different rank budgets or retained-variance levels without rank-dependent circuit updates or eigenvector recovery. For new inputs, the same calibrated quantum circuit yields soft principal subspace scores, spectral energy profiles, and postselected filtered states. The required centering of both training and test data is performed coherently inside the quantum protocol, which is particularly important for quantum data where no classical feature vectors or centered Gram matrix are directly available. By reframing PCA as a calibrated measurement task, this framework bypasses the need for iterative eigenvector extraction and achieves a dimension-independent sample complexity $O(η^{-2})$ for normalized fractional-rank or retained variance scoring at additive accuracy $η$.

We study efficient differentially private algorithms for estimating monotone statistics, i.e., statistics that are monotone under the addition of new observations. The starting point for our investigation is subsample-and-aggregate: a classical paradigm that partitions the dataset into blocks, estimates the statistic on each block, and then privately aggregates the estimates. While practical and generically applicable, this approach is quite data-hungry. We improve upon this framework for the class of monotone statistics -- compared to subsample-and-aggregate, our algorithms save a factor of $t$ in sample complexity and pay a factor of $e^t$ in running time, where $t>0$ is a tunable parameter. We complement our results with a query-complexity lower bound, showing that our algorithms are essentially optimal for this task. As an application, we obtain improved results for private eigenvalue estimation, private loss estimation, and privately estimating a single parameter of a high-dimensional model, e.g., in linear regression.

Conditionally positive definite (CPD) kernels are defined with respect to a function class $\mathcal{F}$. It is well known that such a kernel $K$ is associated with its native space (defined analogously to an RKHS), which in turn gives rise to a learning method -- called conditional kernel ridge regression (conditional KRR) due to its analogy with KRR -- where the estimated regression function is penalized by the square of its native space norm. This method is of interest because it can be viewed as classical linear regression, with features specified by $\mathcal{F}$, followed by the application of standard KRR to the residual (unexplained) component of the target variable. Methods of this type have recently attracted increasing attention. We study the statistical properties of this method by reducing its behavior to that of KRR with another fixed kernel, called the residual kernel. Our main theoretical result shows that such a reduction is indeed possible, at the cost of an additional term in the expected test risk, bounded by $\mathcal{O}(1/\sqrt{N})$, where $N$ is the sample size and the hidden constant depends on the class $\mathcal{F}$ and the input distribution. This reduction enables us to analyze conditional KRR in the case where $K$ is positive definite and $\mathcal{F}$ is given by the first $k$ principal eigenfunctions in the Mercer decomposition of $K$. We also consider the setting where $\mathcal{F}$ consists of $k$ random features from a random feature representation of $K$. It turns out that these two settings are closely related. Both our theoretical analysis and experiments confirm that conditional KRR outperforms standard KRR in these cases whenever the $\mathcal{F}$-component of the regression function is more pronounced than the residual part.

In the paper we show that there is an analogy between the operations occurring in a layer of a transformer (projections and layer normalizations, disregarding the feedforward neural network) and a step in the power method. Coherently with this analogy, we show that passing through a layer the tokens tend to be tilted towards the principal eigenvector of a matrix which is the product of the output and value weight matrices of that layer. In the special case of a transformer with shared weights (i.e., in which all layers have identical weights) then the alignment with this principal eigenvector is particularly evident empirically, and can also be shown analytically. The analogy also suggests a method to steer the output of the transformer towards an arbitrary desired direction in token space.

We study the geometry of determinantal point processes (DPPs) through the spectral decomposition $L=UΛU^{\top}$. The spectrum $Λ$ governs the cardinality distribution via elementary symmetric polynomials, while the eigenspace orientation $U$ governs the conditional law within each fixed-cardinality stratum. Conditioning on cardinality $k$ yields the $k$-DPP, for which the identifiability structure changes fundamentally: the spectral parameter becomes identifiable only up to a common scale, and the eigenspace rotation parameter is identifiable only through squared minors of the eigenvector matrix. We characterize the identifiability gap precisely, via three explicit invariances (scale, sign similarity, and eigenspace rotation) and a dimension-counting theorem showing the existence of additional continuous non-identifiability whenever $\binom{N}{k}<N(N+1)/2$. In contrast, for the full DPP the non-identifiability comes only from the discrete sign similarity.

Removing noise is difficult, but adding noise is easy. In this work, we show how to eliminate mean-shift noisy components from PCA by deliberately introducing knockoff mean-shift perturbation. Standard PCA is highly sensitive to shifts in the sample mean: a small fraction of samples from a shifted distribution can cause large deviations in the leading principal components. In high-dimensional regimes, existing Robust PCA approaches cannot handle the mean-shift contamination structure inherent in the mixture model. Using tools from Random Matrix Theory, we prove that the mean-shift spikes are spectrally separable from the stable eigenvalues of the original covariance. Furthermore, the original eigenspace remains asymptotically invariant to the contamination, independent of the mixture weight. Exploiting this spectral stability, we propose a simple, two-stage PCA algorithm by adding knockoff mean that identifies and removes the mean-shift component using only standard PCA operations.

The eigendecomposition of the Laplace--Beltrami Operator (LBO) is fundamental to geometric analysis, yet computing its low-frequency eigenmodes remains a significant bottleneck due to the high cost of iterative solvers on large-scale data. To amortize this cost, we introduce the Neural Eigenspace Operator (NEO), a feed-forward framework designed to predict the spectrum directly from point clouds. Crucially, NEO circumvents the ill-posed nature of standard eigenvector regression, which suffers from intrinsic sign flips and rotation ambiguities, by learning the stable, invariant low-frequency subspace instead. Specifically, the network predicts a redundant set of basis functions whose span robustly covers the target eigenspace, allowing for the recovery of accurate eigenpairs via a lightweight Rayleigh--Ritz refinement. To handle irregular sampling, we propose a mass-aware neural operator that incorporates per-point area weights into attention-based aggregation, improving robustness to non-uniform densities and enabling zero-shot generalization across resolutions. Our approach achieves near-linear runtime scaling and substantial wall-clock speedups over iterative solvers at comparable accuracy, and exhibits strong zero-shot transfer to high-resolution point clouds. The resulting eigenpairs support standard spectral geometry tasks, while the raw basis functions provide effective point-wise features for downstream learning. Code: https://github.com/Adversarr/NEO.

Correlation matrices are fundamental summaries of functional brain networks, yet standard analyses often treat entries independently, ignoring the curved geometry of correlation space. Existing geometric methods frequently lack closed-form operations or depend on arbitrary region ordering, limiting scalability. We introduce a scalable geometric framework with two components: (i) the Off-log metric, a smooth transformation mapping correlation matrices to symmetric zero-diagonal matrices. This enables closed-form expressions for distances, Frechet means, and linear models, allowing standard statistical modeling without complex manifold optimization. (ii) Grassmannian subspace discrimination, which compares subjects via principal-angle distances between eigenvector subspaces, resolving inherent sign and basis ambiguities. Both components integrate into standard machine-learning workflows for inference, regression, and classification. Validated across two clinical cohorts (Parkinson's and psychosis) and three ageing fMRI datasets, the Off-log metric increased sensitivity in permutation tests and matched or exceeded Riemannian and Euclidean baselines in classification. Brain-age prediction performance was comparable, with Riemannian metrics excelling in two of three cohorts. The Grassmannian method consistently outperformed Euclidean baselines, highlighting disease-relevant networks. Overall, geometry-aware representations improve sensitivity and predictive performance while remaining straightforward to deploy at scale.

Infinite-dimensional orthonormal basis expansions play a central role in representing and computing with function spaces due to their favorable linear algebraic properties. However, common bases such as Fourier or wavelets are fixed and do not adapt to the structure of a given problem or dataset. In this paper, we aim to represent these bases with neural networks and optimize them. Our key idea is that any target infinite-dimensional orthonormal basis can be viewed either as a point on the Lie manifold of the orthogonal group, or equivalently, as the endpoint of a continuous path on that manifold that connects a reference basis, e.g. Fourier, to that target. Paths on the Lie manifold satisfy ordinary differential equations (ODEs) governed by skew-adjoint integral operators. Using neural networks to define finite-rank generators of such ODEs allows us to parameterize and optimize orthonormal bases in function space. While relying on finite-rank generators to model infinite operators might seem restrictive, we prove a universality result: even with a rank-2 generator, the integrated solutions of the ODE are dense in the orthogonal group under the appropriate operator topology. In other words, for any target orthonormal basis, there exists a path originating from a reference basis and driven by finite-rank generators that gets arbitrarily close to that target basis. We demonstrate the flexibility of our framework by transforming the Fourier basis into the principal components of a functional dataset, eigenfunctions of linear operators, or dynamic modes of energy-preserving physical simulations.

We study the multi-task linear regression problem in the presence of contaminated tasks. We address the setting where the unknown parameters of a majority of tasks are close in the $\ell_2$-norm, while a fraction of tasks are arbitrary outliers. Existing theoretical frameworks for this problem rely heavily on the assumption that the empirical second moment of each task has a minimum eigenvalue bounded away from zero (order $Ω(1)$). Crucially, this assumption fails in many high-dimensional scenarios, rendering prior guarantees vacuous. To overcome this limitation, we propose an estimator based on matrix-weighted norm regularization. We also introduce a relative balancedness condition, quantified by a balancedness constant, that compares each task's second moment with the average inlier geometry and relaxes the need for taskwise second-moment lower bounds. In favorable regimes with moderate balancedness, our prediction MSE bounds match the rate of Duan and Wang (2023) under substantially weaker spectral assumptions; the resulting task-overall MSE is minimax optimal up to logarithmic factors. Furthermore, we demonstrate that our estimator enjoys a safety guarantee: when the relevant balancedness constant is large or infinite, or when tasks are unrelated, the method performs no worse than independent task learning.

Spectral token mixers based on Fourier transforms provide an efficient way to model global interactions in visual feature maps. Existing designs often either apply filter-wise spectral responses along fixed channel axes, or learn adaptive frequency-indexed channel mixing without explicitly aligning the channel directions used across frequencies. We propose CHASM, a Cross-frequency Harmonized Axis-Separable Mixer, as a structured middle ground. CHASM separates what should be shared from what should remain frequency-specific: all frequencies share a learned channel eigenbasis, while each frequency retains its own positive spectral gains. The shared basis makes channel directions comparable across the spectrum, whereas the positive gains preserve local spectral adaptivity. CHASM applies this structured operator separably along the height and width axes and is used as a drop-in replacement mixer inside existing backbones. We provide a structural characterization of the shared-basis operator family and evaluate CHASM through controlled same-backbone comparisons. Across accelerated MRI reconstruction, undersampled MRI segmentation, and natural-image reconstruction, CHASM consistently improves over same-backbone spectral-mixer baselines. Ablations show that removing the shared-basis constraint weakens performance, and randomizing coherent sampling geometry substantially reduces the gain, supporting cross-frequency harmonization as a useful inductive bias for spectral token operators.

This paper investigates the critical role of eigenalignments between the kernel matrix and learning targets in achieving robust generalization in learning problems. We establish a direct connection between generalization performance in kernel methods and the estimation of eigenvectors and eigenvalues of matrices, offering a more intuitive understanding compared to prior work with minimal assumptions. We also show that, since the prediction task in KRR is essentially the weighted sum of eigenvectors/singular vectors, by analyzing how much error can be caused by perturbations to the kernel matrix, we can then derive a bound on this generalization error using the estimation stability of matrix eigenvalues and eigenvectors. Compared with previous work, our analysis concentrates on finite-sample settings and on the generalization error arising from having a suboptimal finite training set. Our findings reveal that in kernel methods, as long as the kernel is of high rank, the near-zero reconstruction error can be trivially obtained, implying that the reconstruction error will have limited predictive power for generalization. Finally, we establish a generalization bound from an eigenvalues/eigenvectors estimation perspective, showing that strong generalization requires increasing eigenvector alignment, eigenvalue magnitude, or gaps between consecutive eigenvalues.

We present a physics-informed framework for system identification based on randomized stable atomic features. Impulse responses are represented as random superpositions of stable atoms, namely damped complex exponentials associated with poles sampled inside a prescribed disk. Identification is then cast as a convex regularized least-squares problem with optional linear, second-order-cone, and KYP constraints. The approach generalizes random Fourier and random Laplace features to the damped, nonstationary regime relevant to engineering systems while retaining modal interpretability and scalable finite-dimensional computation. The main analytic point is an operator-theoretic Disk-Bochner viewpoint: positive measures over stable poles generate positive-definite kernels with a radius-dependent shift defect, while a converse scalar disk moment representation for an arbitrary kernel is characterized by subnormality of the canonical shift. We prove this statement, establish an RKHS-to-l1 embedding, show that sampled poles induce a valid finite atomic gauge, discuss random-feature convergence, and state sparse-recovery guarantees conditionally on the restricted-eigenvalue properties of the realized disk-Vandermonde or input-output design matrix. We also connect the normalized transfer function problem to Nevanlinna-Pick interpolation and LFT set-membership. The framework directly encodes stability margins, modal localization, DC-gain bounds, monotonicity, passivity, relative degree, settling-time targets, and time/frequency-domain error bounds. Numerical comparisons illustrate how physically meaningful priors can compensate for poor excitation and improve constrained impulse-response recovery in an under-informative data setting.

Large language models are remarkably capable, yet how computation propagates through their layers remains poorly understood. A growing line of work treats depth as discrete time and the residual stream as a dynamical system, where each layer's nonlinear update has a local linear description. However, previous analyses have relied on scalar summaries or approximate linearizations, leaving the full spectral geometry of trained LLMs unknown. We perform full Jacobian eigendecomposition across three production--scale LLMs and show that training installs a monotonic spectral gradient through depth -- from non-normal, rotation-dominated early layers to near--symmetric late layers -- together with a cumulative low-rank bottleneck that funnels perturbations into a small fraction of the residual stream's effective dimensions. Our experiments reveal that this gradient and the dimensional collapse are learned rather than architectural, and is largely dissolved when structured non-normality is removed. We further show that the topological positioning of graph communities predicts whether the Jacobian amplifies or suppresses them, with the sign of the coupling determined by the local operator type, a relationship absent at initialization. These results map a learned spectral geometry in LLMs that links perturbation propagation and compression to the network's functional topology.

We present an in-depth analysis of the Koopman semigroup via wavelet transform. Towards this goal, we start by introducing the wavelet-based observables and show that they are eigenfunctions of the Koopman semigroup when this semigroup is considered over the Banach space of continuous functions on a compact forward-invariant set endowed with the supremum norm. We then construct closed-form expressions of the action of the Koopman semigroup and its resolvent in terms of these observables. To approximate the action of Koopman semigroup numerically, we combine Extended Dynamic Mode Decomposition (EDMD) with the proposed wavelet-based observables leading to the Wavelet Dynamic Mode Decomposition via Continuous Wavelet Transform (cWDMD) algorithm. We validate our theoretical results on two numerical examples.

Reliable adaptive beamforming is critical for large microphone arrays operating in highly dynamic acoustic environments. In scenarios characterized by fast-moving talkers and interferers, the available sample support for estimating the spatial correlation matrix is often snapshot-deficient. This deficiency degrades the White Noise Gain (WNG), leading to severe target signal cancellation. To ensure stable and robust beamforming, we previously proposed an adaptive diagonal loading method that leverages the Kantorovich inequality to guarantee the WNG remains strictly within specified bounds. However, accurately determining the smallest necessary loading level requires calculating the extreme eigenvalues of the spatial correlation matrix, a computationally expensive $\mathcal{O}(M^3)$ operation for large arrays. In this paper, we introduce a highly efficient $\mathcal{O}(kM^2)$ estimation technique using Lanczos iterations to build a small Krylov subspace. By projecting the correlation matrix onto a tridiagonal matrix of dimension $k \ll M$, we extract Ritz values that rapidly converge to the exact extreme eigenvalues. Our evaluations demonstrate that this Lanczos-accelerated approach achieves performance identical to exact Eigenvalue Decomposition (EVD), ensuring optimal interference suppression and strict WNG adherence at a fraction of the computational cost.

This paper develops a joint spectral radius (JSR) framework for analyzing rank-one deflated Q-value iteration (Q-VI) in discounted Markov decision process control. Focusing on an all-ones residual correction, we interpret the resulting algorithm through the geometry of switching systems and, to the best of our knowledge, give the first JSR-based convergence analysis of deflated Q-VI for policy optimization problems. Our analysis reveals that the standard Q-VI switching system model has JSR exactly the discount factor $γ\in (0,1)$, since all admissible subsystems share the all-ones vector as an invariant direction. By passing to the quotient space that removes this direction, we obtain a projected switching system model whose JSR governs the relevant error dynamics and may be strictly smaller than $γ$. Therefore, the deflated Q-VI admits a potentially sharper convergence-rate characterization than the ambient-space $γ$-bound. Finally, we prove that the correction is equivalent to a scalar recentering of standard Q-VI. Hence, the projected trajectory, and therefore the greedy-policy sequence, is unchanged relative to standard Q-VI initialized from the same point. The benefit of deflation is not a change in the induced decision-making problem, but a more precise JSR-based description of the convergence geometry after the redundant all-ones component is removed.

In this paper, the effects of graph gluing operations in networks of multi-agent systems and their impact on system performance are investigated. In many practical applications, multiple multi-agent subsystems must be interconnected through communication links to accomplish complex tasks, resulting in a larger communication network. Such interconnections modify the underlying graph topology and consequently affect the consensus behavior and convergence rate of the network. In particular, this paper examines both bridge gluing and interface gluing and analyzes how the number and structure of communication links between subsystems influence the Fiedler eigenvalue of the resulting graph. Since the Fiedler eigenvalue is directly related to the convergence rate of consensus dynamics, the proposed analysis establishes a clear relationship between interconnection strategies, algebraic connectivity, and system performance. The results provide theoretical insight into how different gluing mechanisms alter the spectral properties of the graph Laplacian and, in turn, the convergence characteristics of the networked multi-agent system. Simulation studies are presented to illustrate the theoretical findings and to validate the effectiveness of the proposed framework.

The Hessian spectrum of trained deep networks exhibits a characteristic structure: a continuous bulk of near-zero eigenvalues and a small number of large outlier eigenvalues (spikes), confirming the relevance of Random Matrix Theory in deep learning. The spike count matches the number of classes minus one. While prior work has described this structure, no method has exploited it operationally to improve classification performance. We propose Hessian Surgery, a post-hoc optimization method that directly perturbs model weights along spike eigenvectors to rebalance per-class accuracy without retraining. We introduce (i) a spike-class sensitivity matrix that quantifies the directional derivative of each class's accuracy along each spike eigenvector, (ii) a constrained optimization of perturbation coefficients that targets weak classes while preserving strong ones, and (iii) an adaptive amplitude control that raises or lowers the perturbation budget based on iteration-level improvement signals. We obtain encouraging results on CIFAR-10 and ISIC-2019 on both balanced accuracy and standard deviation.

We present a non-asymptotic theory of generalization in deep learning where the empirical neural tangent kernel partitions the output space. In directions corresponding to signal, error dissipates rapidly; in the vast orthogonal dimensions corresponding to noise, the kernel's near-zero eigenvalues trap residual error in a test-invisible reservoir. Within the signal channel, minibatch SGD ensures that coherent population signal accumulates via fast linear drift, while idiosyncratic memorization is suppressed into a slow, diffusive random walk. We prove generalization survives even when the kernel evolves $\mathcal{O}(1)$ in operator norm, the full feature-learning regime. This theory naturally explains disparate phenomena in deep learning theory, such as benign overfitting, double descent, implicit bias, and grokking. Lastly, we derive an exact population-risk objective from a single training run with no validation data, for any architecture, loss, or optimizer, and prove that it measures precisely the noise in the signal channel. This objective reduces in practice to an SNR preconditioner on top of Adam, adding one state vector at no extra cost; it accelerates grokking by $5 \times$, suppresses memorization in PINNs and implicit neural representations, and improves DPO fine-tuning under noisy preferences while staying $3 \times$ closer to the reference policy.

EigenDecomposition (ED) is at the heart of many computer vision algorithms and applications. One crucial bottleneck limiting its usage is the expensive computation cost, particularly for a mini-batch of matrices in deep neural networks. Our previous work proposed a dedicated QR-based ED algorithm for batched small matrices (dim${<}32$). This short paper targets the limitation and proposes a batch-efficient Divide-and-Conquer based ED algorithm for larger matrices. The numerical test shows that for a mini-batch of matrices whose dimensions are smaller than $64$, our method can be much faster than the Pytorch SVD function.

For continuous-time dynamical systems with reversible trajectories, the nowhere-vanishing eigenfunctions of the Koopman operator of the system form a multiplicative group. Here, we exploit this property to accelerate the systematic numerical computation of the eigenspaces of the operator. Given a small set of (so-called ``principal'') eigenfunctions that are approximated conventionally, we can obtain a much larger set by constructing polynomials of the principal eigenfunctions. This enriches the set, and thus allows us to more accurately represent application-specific observables. Often, eigenfunctions exhibit localized singularities (e.g. in simple, one-dimensional problems with multiple steady states) or extended ones (e.g. in simple, two-dimensional problems possessing a limit cycle, or a separatrix); we discuss eigenfunction matching/continuation across such singularities. By handling eigenfunction singularities and enabling their continuation, our approach supports learning consistent global representations from locally sampled data. This is particularly relevant for multistable systems and applications with sparse or fragmented measurements.

Empirical studies of trained models often report a transient regime in which signal is detectable in a finite gradient descent time window before overfitting dominates. We provide an analytically tractable random-matrix model that reproduces this phenomenon for gradient flow in a linear teacher--student setting. In this framework, learning occurs when an isolated eigenvalue separates from a noisy bulk, before eventually disappearing in the overfitting regime. The key ingredient is anisotropy in the input covariance, which induces fast and slow directions in the learning dynamics. In a two-block covariance model, we derive the full time-dependent bulk spectrum of the symmetrized weight matrix through a $2\times 2$ Dyson equation, and we obtain an explicit outlier condition for a rank-one teacher via a rank-two determinant formula. This yields a transient Baik-Ben Arous-Péché (BBP) transition: depending on signal strength and covariance anisotropy, the teacher spike may never emerge, emerge and persist, or emerge only during an intermediate time interval before being reabsorbed into the bulk. We map the corresponding phase diagrams and validate the theory against finite-size simulations. Our results provide a minimal solvable mechanism for early stopping as a transient spectral effect driven by anisotropy and noise.

The Edge of Stability (EoS) is a phenomenon where the sharpness (largest eigenvalue) of the Hessian approaches and then hovers near the stability threshold $2/η$ during gradient descent (GD) with step size $η$. Despite (apparently) violating classical smoothness assumptions, EoS has been widely observed in deep learning, but its theoretical foundations remain incomplete. We provide an interpretation of EoS through the lens of Directional Smoothness [Mishkin et al., 2024]. This interpretation naturally extends to non-Euclidean norms, which we use to define generalized sharpness under an arbitrary norm. Our generalized sharpness measure includes previously studied vanilla GD and preconditioned GD as special cases, as well as methods for which EoS has not been studied, such as $\ell_{\infty}$-descent, Block CD, Spectral GD, and their normalized versions. Through experiments on neural networks, we show that non-Euclidean GD with our generalized sharpness also exhibits progressive sharpening followed by oscillations around or above the threshold $2/η$. Practically, our framework provides a geometry-aware spectral diagnostic that can be applied across a broad class of non-Euclidean gradient methods.

Modern Machine Learning (ML) and Deep Neural Networks (DNNs) often operate on high-dimensional data and rely on overparameterized models, where classical low-dimensional intuitions break down. In particular, the proportional regime where the data dimension, sample size, and number of model parameters are all large and comparable, gives rise to novel and sometimes counterintuitive behaviors. This paper extends traditional Random Matrix Theory (RMT) beyond eigenvalue-based analysis of linear models to address the challenges posed by nonlinear ML models such as DNNs in this regime. We introduce the concept of High-dimensional Equivalent, which unifies and generalizes both Deterministic Equivalent and Linear Equivalent, to systematically address three technical challenges: high dimensionality, nonlinearity, and the need to analyze generic eigenspectral functionals. Leveraging this framework, we provide precise characterizations of the training and generalization performance of linear models, nonlinear shallow networks, and deep networks. Our results capture rich phenomena, including scaling laws, double descent, and nonlinear learning dynamics, offering a unified perspective on the theoretical understanding of deep learning in high dimensions.

We study gradient descent (GD) dynamics on logistic regression problems with large, constant step sizes. For linearly-separable data, it is known that GD converges to the minimizer with arbitrarily large step sizes, a property which no longer holds when the problem is not separable. In fact, the behaviour can be much more complex -- a sequence of period-doubling bifurcations begins at the critical step size $2/λ$, where $λ$ is the largest eigenvalue of the Hessian at the solution. Using a smaller-than-critical step size guarantees convergence if initialized nearby the solution: but does this suffice globally? In one dimension, we show that a step size less than $1/λ$ suffices for global convergence. However, for all step sizes between $1/λ$ and the critical step size $2/λ$, one can construct a dataset such that GD converges to a stable cycle. In higher dimensions, this is actually possible even for step sizes less than $1/λ$. Our results show that although local convergence is guaranteed for all step sizes less than the critical step size, global convergence is not, and GD may instead converge to a cycle depending on the initialization.