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Weichen Wu

Publications and source records attributed to Weichen Wu.

7 recordsLinked to original sources

A Function-Space Approach to the Statistical Mechanics of Learning Dynamics

Deep neural networks exhibit regular macroscopic behavior despite highly nonlinear dynamics in vast parameter spaces. We develop a statistical-mechanical description of learning directly in function space, treating parameter configurations as microscopic realizations and functions with their dynamical operators as macroscopic variables. For mean-squared loss, the exact error dynamics are governed by the learning operator \(M=JJ^\ast\). Combining the dynamical Boltzmann weight of the conditional stochastic dynamics with the parameter-space density of states, whose local curvature defines a statistical operator \(B\), and integrating over local fluctuations yields $$ \Phi_{\mathrm{fluc}}(M;B)=\frac{\sigma_\xi^2}{2}\log\det(M^{-1}+B)+\mathrm{const}. $$ At fixed spectrum, this term is rotationally stationary when \([M,B]=0\), is minimized by pairing large eigenvalues of \(M\) with small eigenvalues of \(B\), and generates a local restoring contribution against rotational mismatch. For ReLU-type function spaces under mild stable statistical conditions, \(B=\sigma_\xi^2L^\ast\mathcal K L\), where \(L\) measures coarse-grained second-order structure. Thus the low-\(B\) sector corresponds, up to bounded anisotropy of \(\mathcal K\), to low structural curvature, implying a preference for faster relaxation along smooth, data-adaptive directions. These results identify function space as a natural macroscopic level for studying stable collective organization in learning.

cs.AI

Berry-Esseen bounds for multivariate martingale difference sequences in the Kolmogorov distance

We derive new Gaussian approximations for finite martingale difference sequences in $\mathbb{R}^d$ with respect to the Kolmogorov distance. Under appropriate conditions, our bounds exhibit a dependence of order $n^{-1/4}$ on the length of the sequence and of order $\mathrm{polylog}(d)$ on the dimension. As an application, we derive a high-dimensional Berry-Esseen bound over hyper-rectangles for martingale sequences generated from Markov chains.

math.PR

Uncertainty quantification for Markov chain induced martingales with application to temporal difference learning

We establish novel and general high-dimensional concentration inequalities and Berry-Esseen bounds for vector-valued martingales induced by Markov chains. We apply these results to analyze the performance of the Temporal Difference (TD) learning algorithm with linear function approximations, a widely used method for policy evaluation in Reinforcement Learning (RL), obtaining a sharp high-probability consistency guarantee that matches the asymptotic variance up to logarithmic factors. Furthermore, we establish an $O(T^{-\frac{1}{4}}\log T)$ distributional convergence rate for the Gaussian approximation of the TD estimator, measured in convex distance. Our martingale bounds are of broad applicability, and our analysis of TD learning provides new insights into statistical inference for RL algorithms, bridging gaps between classical stochastic approximation theory and modern RL applications.

stat.ML

Statistical Inference for Policy Evaluation with Temporal Difference Learning

We investigate the statistical properties of Temporal Difference (TD) learning with Polyak-Ruppert averaging, arguably one of the most widely used algorithms in reinforcement learning, for the task of estimating the parameters of the optimal linear approximation to the value function. Assuming independent samples, we make three theoretical contributions that improve upon the current state-of-the-art results: (i) we establish refined high-dimensional Berry-Esseen bounds over the class of convex sets, achieving faster rates than the best known results, and (ii) we propose and analyze a novel, computationally efficient online plug-in estimator of the asymptotic covariance matrix; (iii) we derive sharper high probability convergence guarantees that depend explicitly on the asymptotic variance and hold under weaker conditions than those adopted in the literature. These results enable the construction of confidence regions and simultaneous confidence intervals for the linear parameters of the value function approximation, with guaranteed finite-sample coverage. We demonstrate the applicability of our theoretical findings through numerical experiments.

stat.ML

On the estimation of persistence intensity functions and linear representations of persistence diagrams

The prevailing statistical approach to analyzing persistence diagrams is concerned with filtering out topological noise. In this paper, we adopt a different viewpoint and aim at estimating the actual distribution of a random persistence diagram, which captures both topological signal and noise. To that effect, Chazel and Divol (2019) proved that, under general conditions, the expected value of a random persistence diagram is a measure admitting a Lebesgue density, called the persistence intensity function. In this paper, we are concerned with estimating the persistence intensity function and a novel, normalized version of it -- called the persistence density function. We present a class of kernel-based estimators based on an i.i.d. sample of persistence diagrams and derive estimation rates in the supremum norm. As a direct corollary, we obtain uniform consistency rates for estimating linear representations of persistence diagrams, including Betti numbers and persistence surfaces. Interestingly, the persistence density function delivers stronger statistical guarantees.

math.ST

High-probability sample complexities for policy evaluation with linear function approximation

This paper is concerned with the problem of policy evaluation with linear function approximation in discounted infinite horizon Markov decision processes. We investigate the sample complexities required to guarantee a predefined estimation error of the best linear coefficients for two widely-used policy evaluation algorithms: the temporal difference (TD) learning algorithm and the two-timescale linear TD with gradient correction (TDC) algorithm. In both the on-policy setting, where observations are generated from the target policy, and the off-policy setting, where samples are drawn from a behavior policy potentially different from the target policy, we establish the first sample complexity bound with high-probability convergence guarantee that attains the optimal dependence on the tolerance level. We also exhihit an explicit dependence on problem-related quantities, and show in the on-policy setting that our upper bound matches the minimax lower bound on crucial problem parameters, including the choice of the feature maps and the problem dimension.

stat.ML

Asymptotic comparison of identifying constraints for Bradley-Terry models

The Bradley-Terry model is widely used for pairwise comparison data analysis. In this paper, we analyze the asymptotic behavior of the maximum likelihood estimator of the Bradley-Terry model in its logistic parameterization, under a general class of linear identifiability constraints. We show that the constraint requiring the Bradley-Terry scores for all compared objects to sum to zero minimizes the sum of the variances of the estimated scores, and recommend using this constraint in practice.

math.ST