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We compute the asymptotic empirical eigenvalue distribution of the matrix M=⨀i=1kdi1X(i)X(i)⊤ where X(i)∈Rn×di are independent matrices with independent rows but general correlation within each row under the dimension scaling d1…dkn→γ.
Recently, Muon and related spectral optimizers have demonstrated strong empirical performance as scalable stochastic methods, often outperforming Adam. Yet their behaviour remains poorly understood. We analyze stochastic spectral optimizers, including Muon, on a high-dimensional matrix-valued least squares problem. We derive explicit deterministic dynamics that provide a tractable framework for studying learning behaviour with a focus on (stochastic) SignSVD, which Muon approximates, and (stochastic) SignSGD, the latter serving as a proxy for Adam. Our analysis shows that for large batch size, SignSVD performs a square-root preconditioning with respect to the data covariance spectrum, while for small batch size smaller eigenmodes behave like SGD, slowing down convergence. We contrast with SignSGD which for generic covariance performs no preconditioning and has no transition, leading to different optimal learning rates and convergence characteristics. The two methods match up to a constant factor with isotropic data, but behave differently with anisotropic data. An analysis of a power law covariance model with data exponent α and target exponent β shows there are three phases in the (α,β) plane: one where SignSGD is uniformly favored, one where SignSVD is uniformly favored, and a third where the two methods exhibit a trade-off in performance.
This paper is concerned with the asymptotic distribution of the largest eigenvalues for some nonlinear random matrix ensemble stemming from the study of neural networks. More precisely we consider M=m1YY⊤ with Y=f(WX) where W and X are random rectangular matrices with i.i.d. centered entries. This models the data covariance matrix or the Conjugate Kernel of a single layered random Feed-Forward Neural Network. The function f is applied entrywise and can be seen as the activation function of the neural network. We show that the largest eigenvalue has the same limit (in probability) as that of some well-known linear random matrix ensembles. In particular, we relate the asymptotic limit of the largest eigenvalue for the nonlinear model to that of an information-plus-noise random matrix, establishing a possible phase transition depending on the function f and the distribution of W and X. This may be of interest for applications to machine learning.
This paper is concerned with the asymptotic empirical eigenvalue distribution of a non linear random matrix ensemble. More precisely we consider M=m1YY∗ with Y=f(WX) where W and X are random rectangular matrices with i.i.d. centered entries. The function f is applied pointwise and can be seen as an activation function in (random) neural networks. We compute the asymptotic empirical distribution of this ensemble in the case where W and X have sub-Gaussian tails and f is real analytic. This extends a previous result where the case of Gaussian matrices W and X is considered. We also investigate the same questions in the multi-layer case, regarding neural network applications.
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