##### Department of Mathematics,

University of California San Diego

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### Math 288 - Probability and Statistics

## Zichao Wang

#### UCSD

## Nonlinear spiked covariance matrices and signal propagation in neural network models

##### Abstract:

In this talk, we will discuss recent work on the extreme eigenvalues of the sample covariance matrix with a spiked population covariance. Extending previous random matrix theory, we will characterize the spiked eigenvalues outside the bulk distribution and their corresponding eigenvectors for a nonlinear version of the spiked covariance model. Our result shows the universality of the spiked covariance model with the same quantitative spectral properties as a linear spiked covariance model. In the proof, we will present a deterministic equivalent for the Stieltjes transform for any spectral argument separated from the support of the limit spectral measure. Then, we will apply this new result to deep neural network models. We will describe how spiked eigenstructure in the input data propagates through the hidden layers of a neural network with random weights. As a second application, we can study a simple regime where the weight matrix has a rank-one signal component over gradient descent training and characterize the alignment of the target function. This is a joint work with Denny Wu and Zhou Fan.

### May 2, 2024

### 11:00 AM

APM 6402 and : https://ucsd.zoom.us/j/6806754343

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