Random matrix theory and the loss surfaces of neural networks
Neural network models are one of the most successful approaches to machine
learning, enjoying an enormous amount of development and research over recent
years and finding concrete real-world applications in almost any conceivable
area of science, engineering and modern life in general. The theoretical
understanding of neural networks trails significantly behind their practical
success and the engineering heuristics that have grown up around them. Random
matrix theory provides a rich framework of tools with which aspects of neural
network phenomenology can be explored theoretically. In this thesis, we
establish significant extensions of prior work using random matrix theory to
understand and describe the loss surfaces of large neural networks,
particularly generalising to different architectures. Informed by the
historical applications of random matrix theory in physics and elsewhere, we
establish the presence of local random matrix universality in real neural
networks and then utilise this as a modeling assumption to derive powerful and
novel results about the Hessians of neural network loss surfaces and their
spectra. In addition to these major contributions, we make use of random matrix
models for neural network loss surfaces to shed light on modern neural network
training approaches and even to derive a novel and effective variant of a
popular optimisation algorithm.
  Overall, this thesis provides important contributions to cement the place of
random matrix theory in the theoretical study of modern neural networks,
reveals some of the limits of existing approaches and begins the study of an
entirely new role for random matrix theory in the theory of deep learning with
important experimental discoveries and novel theoretical results based on local
random matrix universality.
Nicholas P Baskerville
# Random matrix theory and the loss surfaces of neural networks

###### Abstract

A dissertation submitted to the University of Bristol in accordance with the requirements for award of the degree of Doctor of Philosophy in the Faculty of Science, School of Mathematics.