论文标题
通过半随机矩阵传递的近似消息的通用性
Universality of Approximate Message Passing with Semi-Random Matrices
论文作者
论文摘要
近似消息传递(AMP)是一类迭代算法,在高维统计和机器学习中发现了许多问题。在其一般形式中,AMP可以作为由矩阵$ \ mathbf {m} $驱动的迭代过程配制。 AMP的理论分析通常在$ \ mathbf {m} $上假定强大的分布属性,例如$ \ m athbf {m} $具有i.i.d.次高斯条目或从旋转不变的合奏中绘制。但是,数值实验表明,只要$ \ mathbf {m} $的特征向量是通用的,AMP的行为是通用的。在本文中,我们迈出了严格理解这种普遍性现象的第一步。特别是,我们研究了一类无存储器的AMP算法(çakmak和Opper提出的均值田iSing自旋玻璃),并表明它们的渐近动力学在一类广泛的半随机矩阵上是普遍的。除了将标准旋转不变集合作为特殊情况外,我们在这项工作中定义的半随机矩阵类还包括构建的矩阵,其随机性非常有限。一个这样的例子是由Marinari,Parisi,Parisi,Potters和Ritort介绍的正弦模型的随机签名版本,用于具有完全确定性耦合的自旋眼镜。
Approximate Message Passing (AMP) is a class of iterative algorithms that have found applications in many problems in high-dimensional statistics and machine learning. In its general form, AMP can be formulated as an iterative procedure driven by a matrix $\mathbf{M}$. Theoretical analyses of AMP typically assume strong distributional properties on $\mathbf{M}$ such as $\mathbf{M}$ has i.i.d. sub-Gaussian entries or is drawn from a rotational invariant ensemble. However, numerical experiments suggest that the behavior of AMP is universal, as long as the eigenvectors of $\mathbf{M}$ are generic. In this paper, we take the first step in rigorously understanding this universality phenomenon. In particular, we investigate a class of memory-free AMP algorithms (proposed by Çakmak and Opper for mean-field Ising spin glasses), and show that their asymptotic dynamics is universal on a broad class of semi-random matrices. In addition to having the standard rotational invariant ensemble as a special case, the class of semi-random matrices that we define in this work also includes matrices constructed with very limited randomness. One such example is a randomly signed version of the Sine model, introduced by Marinari, Parisi, Potters, and Ritort for spin glasses with fully deterministic couplings.