Mathematical Physics and String Theory

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The Underlying Scaling Laws and Universal Statistical Structure of Complex Datasets

Professor Yaron Oz (Tel Aviv University)

12.07.2023 at 16:15



We study universal traits which emerge both in real-world complex datasets, as well as in artificially generated ones. Our approach is to analogize data to a physical system and employ tools from statistical physics and Random Matrix Theory (RMT) to reveal their underlying structure. We focus on the feature-feature covariance matrix, analyzing both its local and global eigenvalue statistics. Our main observations are: (i) The power-law scalings that the bulk of its eigenvalues exhibit are vastly different for uncorrelated random data compared to real-world data, (ii) this scaling behavior can be completely recovered by introducing long range correlations in a simple way to the synthetic data, (iii) both generated and real-world datasets lie in the same universality class from the RMT perspective, as chaotic rather than integrable systems, (iv) the expected RMT statistical behavior already manifests for empirical covariance matrices at dataset sizes significantly smaller than those conventionally used for real-world training, and can be related to the number of samples required to approximate the population power-law scaling behavior, (v) the Shannon entropy is correlated with local RMT structure and eigenvalues scaling, and substantially smaller in strongly correlated datasets compared to uncorrelated synthetic data, and requires fewer samples to reach the distribution entropy. These findings can have numerous implications to the characterization of the complexity of data sets, including differentiating synthetically generated from natural data, quantifying noise, developing better data pruning methods and classifying effective learning models utilizing these scaling laws.

A348, Theresienstr. 37 and via Zoom (for participation via Zoom, please register in advance on the webpage of the colloquium)