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Siavash Ameli

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2 published item(s)

preprint2026arXiv

Free Decompression with Algebraic Spectral Curves

Tools from random matrix theory have become central to deep learning theory, using spectral information to provide mechanisms for modeling generalization, robustness, scaling, and failure modes. While often capable of modeling empirical behavior, practical computations are limited by matrix size, often imposing a restriction to models that are too small to be realistic. This motivates the inference of properties of larger models from the behavior of smaller ones. Free decompression (FD) is a recently proposed method for extrapolating spectral information across matrix sizes, but its utility is currently limited by strong assumptions that preclude its implementation on more realistic machine learning (ML) models. We use algebraic spectral curve theory to provide a general FD methodology for spectral densities whose Stieltjes transform satisfies an algebraic relation, a modeling assumption that is more likely to hold in practice. This recasts FD as an evolution along spectral curves which can be readily integrated. Our framework enables the expansion of spectral densities that have multiple or multi-modal bulks, that exist at multiple scales, and that contain atoms, all characteristic of real-world data and popular ML models. We demonstrate the efficacy of our framework on models of interest in modern ML, including Hessian and activation matrices associated with neural networks and large-scale diffusion models.

preprint2022arXiv

Noise Estimation in Gaussian Process Regression

We develop a computational procedure to estimate the covariance hyperparameters for semiparametric Gaussian process regression models with additive noise. Namely, the presented method can be used to efficiently estimate the variance of the correlated error, and the variance of the noise based on maximizing a marginal likelihood function. Our method involves suitably reducing the dimensionality of the hyperparameter space to simplify the estimation procedure to a univariate root-finding problem. Moreover, we derive bounds and asymptotes of the marginal likelihood function and its derivatives, which are useful to narrowing the initial range of the hyperparameter search. Using numerical examples, we demonstrate the computational advantages and robustness of the presented approach compared to traditional parameter optimization.