Effective Covariance Dynamics in Solvable High-Dimensional GANs

We study a solvable high-dimensional model of generative adversarial network (GAN) training in which a linear generator learns a low-dimensional subspace from data with structured latent covariance. Prior solvable GAN analyses assume unconditional signals with diagonal latent covariance; we extend the multi-feature discriminator setting to class-dependent, correlated, and non-zero-mean latent structure. For the quadratic energy discriminator, all such heterogeneity enters the dynamics through a probability-weighted effective second moment. We prove that the stochastic microscopic training process converges, in the high-dimensional limit, to deterministic ordinary differential equations governed by this effective covariance. In the matched-covariance specialization, the stability analysis yields a mode-wise solvable interval determined by the learning rates and noise level: learning begins when the leading effective eigenvalue crosses the lower threshold, while full recovery requires all relevant effective modes to remain within the interval. This reveals a signal-boosting mechanism: low-rank correlations can lift weak directions above the learnability threshold, whereas overly strong correlations destabilize recovery. Numerical simulations validate the ODE, phase boundary, and boosting mechanism. Experiments on MNIST, FashionMNIST, and CIFAR-10 further show that informed generator covariance improves alignment with the data-driven reference subspace.

Optimal Nonlinearities Improve Generalization Performance of Random Features

Random feature model with a nonlinear activation function has been shown to perform asymptotically equivalent to a Gaussian model in terms of training and generalization errors. Analysis of the equivalent model reveals an important yet not fully understood role played by the activation function. To address this issue, we study the "parameters" of the equivalent model to achieve improved generalization performance for a given supervised learning problem. We show that acquired parameters from the Gaussian model enable us to define a set of optimal nonlinearities. We provide two example classes from this set, e.g., second-order polynomial and piecewise linear functions. These functions are optimized to improve generalization performance regardless of the actual form. We experiment with regression and classification problems, including synthetic and real (e.g., CIFAR10) data. Our numerical results validate that the optimized nonlinearities achieve better generalization performance than widely-used nonlinear functions such as ReLU. Furthermore, we illustrate that the proposed nonlinearities also mitigate the so-called double descent phenomenon, which is known as the non-monotonic generalization performance regarding the sample size and the model size.