September 2023 Universality of approximate message passing with semirandom matrices
Rishabh Dudeja, Yue M. Lu, Subhabrata Sen
Author Affiliations +
Ann. Probab. 51(5): 1616-1683 (September 2023). DOI: 10.1214/23-AOP1628

Abstract

Approximate Message Passing (AMP) is a class of iterative algorithms that have found applications in many problems in high-dimensional statistics and machine learning. In its general form, AMP can be formulated as an iterative procedure driven by a matrix M. Theoretical analyses of AMP typically assume strong distributional properties on M, such as M has i.i.d. sub-Gaussian entries or is drawn from a rotational invariant ensemble. However, numerical experiments suggest that the behavior of AMP is universal as long as the eigenvectors of M are generic. In this paper we take the first step in rigorously understanding this universality phenomenon. In particular, we investigate a class of memory-free AMP algorithms (proposed by Çakmak and Opper for mean-field Ising spin glasses) and show that their asymptotic dynamics is universal on a broad class of semirandom matrices. In addition to having the standard rotational invariant ensemble as a special case, the class of semirandom matrices that we define in this work also includes matrices constructed with very limited randomness. One such example is a randomly signed version of the sine model, introduced by Marinari, Parisi, Potters, and Ritort for spin glasses with fully deterministic couplings.

Funding Statement

The work of YML is supported by a Harvard FAS Dean’s competitive fund award for promising scholarship, and by the U.S. National Science Foundation under grant CCF-1910410.
SS gratefully acknowledges support from a Harvard FAS Dean’s competitive fund award.

Acknowledgments

We are grateful to Giorgio Cipolloni, Jiaoyang Huang, Benjamin Landon, and Dominik Schröder for helpful discussions regarding the local law for Wigner matrices.

Citation

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Rishabh Dudeja. Yue M. Lu. Subhabrata Sen. "Universality of approximate message passing with semirandom matrices." Ann. Probab. 51 (5) 1616 - 1683, September 2023. https://doi.org/10.1214/23-AOP1628

Information

Received: 1 April 2022; Revised: 1 February 2023; Published: September 2023
First available in Project Euclid: 14 September 2023

MathSciNet: MR4642220
Digital Object Identifier: 10.1214/23-AOP1628

Subjects:
Primary: 60F05
Secondary: 68W40

Keywords: message passing , random matrices , Spin glasses , Universality

Rights: Copyright © 2023 Institute of Mathematical Statistics

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Vol.51 • No. 5 • September 2023
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