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Parthe Pandit

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10 papers
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10

ICML Conference 2025 Conference Paper

Emergence in non-neural models: grokking modular arithmetic via average gradient outer product

  • Neil Mallinar
  • Daniel Beaglehole
  • Libin Zhu
  • Adityanarayanan Radhakrishnan
  • Parthe Pandit
  • Mikhail Belkin

Neural networks trained to solve modular arithmetic tasks exhibit grokking, a phenomenon where the test accuracy starts improving long after the model achieves 100% training accuracy in the training process. It is often taken as an example of "emergence", where model ability manifests sharply through a phase transition. In this work, we show that the phenomenon of grokking is not specific to neural networks nor to gradient descent-based optimization. Specifically, we show that this phenomenon occurs when learning modular arithmetic with Recursive Feature Machines (RFM), an iterative algorithm that uses the Average Gradient Outer Product (AGOP) to enable task-specific feature learning with general machine learning models. When used in conjunction with kernel machines, iterating RFM results in a fast transition from random, near zero, test accuracy to perfect test accuracy. This transition cannot be predicted from the training loss, which is identically zero, nor from the test loss, which remains constant in initial iterations. Instead, as we show, the transition is completely determined by feature learning: RFM gradually learns block-circulant features to solve modular arithmetic. Paralleling the results for RFM, we show that neural networks that solve modular arithmetic also learn block-circulant features. Furthermore, we present theoretical evidence that RFM uses such block-circulant features to implement the Fourier Multiplication Algorithm, which prior work posited as the generalizing solution neural networks learn on these tasks. Our results demonstrate that emergence can result purely from learning task-relevant features and is not specific to neural architectures nor gradient descent-based optimization methods. Furthermore, our work provides more evidence for AGOP as a key mechanism for feature learning in neural networks.

NeurIPS Conference 2025 Conference Paper

Fast Training of Large Kernel Models with Delayed Projections

  • Amirhesam Abedsoltan
  • Siyuan Ma
  • Parthe Pandit
  • Misha Belkin

Classical kernel machines have historically faced significant challenges in scaling to large datasets and model sizes—a key ingredient that has driven the success of neural networks. In this paper, we present a new methodology for building kernel machines that can scale efficiently with both data size and model size. Our algorithm introduces delayed projections to Preconditioned Stochastic Gradient Descent (PSGD) allowing the training of much larger models than was previously feasible. We validate our algorithm, \EP4, across multiple datasets, demonstrating drastic training speedups without compromising the performance. Our implementation is publicly available at: https: //github. com/EigenPro/EigenPro.

JMLR Journal 2025 Journal Article

Universality of Kernel Random Matrices and Kernel Regression in the Quadratic Regime

  • Parthe Pandit
  • Zhichao Wang
  • Yizhe Zhu

Kernel ridge regression (KRR) is a popular class of machine learning models that has become an important tool for understanding deep learning. Much of the focus thus far has been on studying the proportional asymptotic regime, $n \asymp d$, where $n$ is the number of training samples and $d$ is the dimension of the dataset. In the proportional regime, under certain conditions on the data distribution, the kernel random matrix involved in KRR exhibits behavior akin to that of a linear kernel. In this work, we extend the study of kernel regression to the quadratic asymptotic regime, where $n \asymp d^2$. In this regime, we demonstrate that a broad class of inner-product kernels exhibits behavior similar to a quadratic kernel. Specifically, we establish an operator norm approximation bound for the difference between the original kernel random matrix and a quadratic kernel random matrix with additional correction terms compared to the Taylor expansion of the kernel functions. The approximation works for general data distributions under a Gaussian-moment-matching assumption with a covariance structure. This new approximation is utilized to obtain a limiting spectral distribution of the original kernel matrix and characterize the precise asymptotic training and test errors for KRR in the quadratic regime when $n/d^2$ converges to a non-zero constant. The generalization errors are obtained for (i) a random teacher model, (ii) a deterministic teacher model where the weights are perfectly aligned with the covariance of the data. Under the random teacher model setting, we also verify that the generalized cross-validation (GCV) estimator can consistently estimate the generalization error in the quadratic regime for anisotropic data. Our proof techniques combine moment methods, Wick's formula, orthogonal polynomials, and resolvent analysis of random matrices with correlated entries. [abs] [ pdf ][ bib ] &copy JMLR 2025. ( edit, beta )

ICML Conference 2023 Conference Paper

Toward Large Kernel Models

  • Amirhesam Abedsoltan
  • Mikhail Belkin
  • Parthe Pandit

Recent studies indicate that kernel machines can often perform similarly or better than deep neural networks (DNNs) on small datasets. The interest in kernel machines has been additionally bolstered by the discovery of their equivalence to wide neural networks in certain regimes. However, a key feature of DNNs is their ability to scale the model size and training data size independently, whereas in traditional kernel machines model size is tied to data size. Because of this coupling, scaling kernel machines to large data has been computationally challenging. In this paper, we provide a way forward for constructing large-scale general kernel models, which are a generalization of kernel machines that decouples the model and data, allowing training on large datasets. Specifically, we introduce EigenPro 3. 0, an algorithm based on projected dual preconditioned SGD and show scaling to model and data sizes which have not been possible with existing kernel methods. We provide a PyTorch based implementation which can take advantage of multiple GPUs.

NeurIPS Conference 2022 Conference Paper

Benign, Tempered, or Catastrophic: Toward a Refined Taxonomy of Overfitting

  • Neil Mallinar
  • James Simon
  • Amirhesam Abedsoltan
  • Parthe Pandit
  • Misha Belkin
  • Preetum Nakkiran

The practical success of overparameterized neural networks has motivated the recent scientific study of \emph{interpolating methods}-- learning methods which are able fit their training data perfectly. Empirically, certain interpolating methods can fit noisy training data without catastrophically bad test performance, which defies standard intuitions from statistical learning theory. Aiming to explain this, a large body of recent work has studied \emph{benign overfitting}, a behavior seen in certain asymptotic settings under which interpolating methods approach Bayes-optimality, even in the presence of noise. In this work, we argue that, while benign overfitting has been instructive to study, real interpolating methods like deep networks do not fit benignly. That is, noise in the train set leads to suboptimal generalization, suggesting that these methods fall in an intermediate regime between benign and catastrophic overfitting, in which asymptotic risk is neither is neither Bayes-optimal nor unbounded, with the confounding effect of the noise being ``tempered" but non-negligible. We call this behavior \textit{tempered overfitting}. We first provide broad empirical evidence for our three-part taxonomy, demonstrating that deep neural networks and kernel machines fit to noisy data can be reasonably well classified as benign, tempered, or catastrophic. We then specialize to kernel (ridge) regression (KR), obtaining conditions on the ridge parameter and kernel eigenspectrum under which KR exhibits each of the three behaviors, demonstrating the consequences for KR with common kernels and trained neural networks of infinite width using experiments on natural and synthetic datasets.

NeurIPS Conference 2022 Conference Paper

Instability and Local Minima in GAN Training with Kernel Discriminators

  • Evan Becker
  • Parthe Pandit
  • Sundeep Rangan
  • Alyson K. Fletcher

Generative Adversarial Networks (GANs) are a widely-used tool for generative modeling of complex data. Despite their empirical success, the training of GANs is not fully understood due to the joint training of the generator and discriminator. This paper analyzes these joint dynamics when the true samples, as well as the generated samples, are discrete, finite sets, and the discriminator is kernel-based. A simple yet expressive framework for analyzing training called the $\textit{Isolated Points Model}$ is introduced. In the proposed model, the distance between true samples greatly exceeds the kernel width so that each generated point is influenced by at most one true point. The model enables precise characterization of the conditions for convergence both to good and bad minima. In particular, the analysis explains two common failure modes: (i) an approximate mode collapse and (ii) divergence. Numerical simulations are provided that predictably replicate these behaviors.

ICML Conference 2021 Conference Paper

Implicit Bias of Linear RNNs

  • Melikasadat Emami
  • Mojtaba Sahraee-Ardakan
  • Parthe Pandit
  • Sundeep Rangan
  • Alyson K. Fletcher

Contemporary wisdom based on empirical studies suggests that standard recurrent neural networks (RNNs) do not perform well on tasks requiring long-term memory. However, RNNs’ poor ability to capture long-term dependencies has not been fully understood. This paper provides a rigorous explanation of this property in the special case of linear RNNs. Although this work is limited to linear RNNs, even these systems have traditionally been difficult to analyze due to their non-linear parameterization. Using recently-developed kernel regime analysis, our main result shows that as the number of hidden units goes to infinity, linear RNNs learned from random initializations are functionally equivalent to a certain weighted 1D-convolutional network. Importantly, the weightings in the equivalent model cause an implicit bias to elements with smaller time lags in the convolution, and hence shorter memory. The degree of this bias depends on the variance of the transition matrix at initialization and is related to the classic exploding and vanishing gradients problem. The theory is validated with both synthetic and real data experiments.

ICML Conference 2020 Conference Paper

Generalization Error of Generalized Linear Models in High Dimensions

  • Melikasadat Emami
  • Mojtaba Sahraee-Ardakan
  • Parthe Pandit
  • Sundeep Rangan
  • Alyson K. Fletcher

At the heart of machine learning lies the question of generalizability of learned rules over previously unseen data. While over-parameterized models based on neural networks are now ubiquitous in machine learning applications, our understanding of their generalization capabilities is incomplete and this task is made harder by the non-convexity of the underlying learning problems. We provide a general framework to characterize the asymptotic generalization error for single-layer neural networks (i. e. , generalized linear models) with arbitrary non-linearities, making it applicable to regression as well as classification problems. This framework enables analyzing the effect of (i) over-parameterization and non-linearity during modeling; (ii) choices of loss function, initialization, and regularizer during learning; and (iii) mismatch between training and test distributions. As examples, we analyze a few special cases, namely linear regression and logistic regression. We are also able to rigorously and analytically explain the \emph{double descent} phenomenon in generalized linear models.

NeurIPS Conference 2020 Conference Paper

Matrix Inference and Estimation in Multi-Layer Models

  • Parthe Pandit
  • Mojtaba Sahraee Ardakan
  • Sundeep Rangan
  • Philip Schniter
  • Alyson K. Fletcher

We consider the problem of estimating the input and hidden variables of a stochastic multi-layer neural network from an observation of the output. The hidden variables in each layer are represented as matrices with statistical interactions along both rows as well as columns. This problem applies to matrix imputation, signal recovery via deep generative prior models, multi-task and mixed regression, and learning certain classes of two-layer neural networks. We extend a recently-developed algorithm -- Multi-Layer Vector Approximate Message Passing (ML-VAMP), for this matrix-valued inference problem. It is shown that the performance of the proposed Multi-Layer Matrix VAMP (ML-Mat-VAMP) algorithm can be exactly predicted in a certain random large-system limit, where the dimensions $N\times d$ of the unknown quantities grow as $N\rightarrow\infty$ with $d$ fixed. In the two-layer neural-network learning problem, this scaling corresponds to the case where the number of input features, as well as training samples, grow to infinity but the number of hidden nodes stays fixed. The analysis enables a precise prediction of the parameter and test error of the learning.

NeurIPS Conference 2018 Conference Paper

Plug-in Estimation in High-Dimensional Linear Inverse Problems: A Rigorous Analysis

  • Alyson Fletcher
  • Parthe Pandit
  • Sundeep Rangan
  • Subrata Sarkar
  • Philip Schniter

Estimating a vector $\mathbf{x}$ from noisy linear measurements $\mathbf{Ax+w}$ often requires use of prior knowledge or structural constraints on $\mathbf{x}$ for accurate reconstruction. Several recent works have considered combining linear least-squares estimation with a generic or plug-in ``denoiser" function that can be designed in a modular manner based on the prior knowledge about $\mathbf{x}$. While these methods have shown excellent performance, it has been difficult to obtain rigorous performance guarantees. This work considers plug-in denoising combined with the recently-developed Vector Approximate Message Passing (VAMP) algorithm, which is itself derived via Expectation Propagation techniques. It shown that the mean squared error of this ``plug-in" VAMP can be exactly predicted for a large class of high-dimensional random $\Abf$ and denoisers. The method is illustrated in image reconstruction and parametric bilinear estimation.