"""Numerical audit of the spectral statements behind Theorems 3.1 and 3.2. (A) Spectrum of A* = (2/n) sum_i y_i x_i x_i^T. Truncated sigma (paper eq. 3.13): |lam1 - 6| + |lam2 - 2| <= C(e^{-M/3} + M sqrt(d/n)). Quadratic sigma (proof of Thm 3.1): lam_max is driven by the heaviest sample, lam1 ~ 2 log(n) / delta -> diverges with d at fixed delta, killing the BBP spike. (B) Uniform-in-theta BBP transition for A(theta) = (2/n) sum_i y_i phi(^2) x_i x_i^T, the key technical ingredient of Theorem 3.2. (C) Uniform indicator-mass bound (Lemma "indicatorbound"): (1/n) sum_i 1{^2 > M} <= C (e^{-M/2} + sqrt(d/n) log(n/d)) for all theta. Checked on random directions and on adversarially chosen directions. """ from __future__ import annotations import argparse import csv import json import math import os import sys import time import torch sys.path.insert(0, os.path.dirname(os.path.abspath(__file__))) import sim from sweep_spherical import a_star_chunked, top2 def A_theta(data, theta, act, M): z = data.X @ theta w = data.y * sim.phi(z * z, act, M) n = data.X.shape[0] return (2.0 / n) * (data.X.T @ (w[:, None] * data.X)) def adversarial_theta(data, M, iters=200, lr=0.5): """Maximise the empirical mass of {^2 > M} by smoothed ascent.""" d = data.X.shape[1] theta = data.X[data.y.argmax()].clone() theta = theta / theta.norm() theta.requires_grad_(True) opt = torch.optim.Adam([theta], lr=lr) tau = 0.5 for _ in range(iters): opt.zero_grad() z = data.X @ (theta / theta.norm()) loss = -torch.sigmoid((z * z - M) / tau).mean() loss.backward() opt.step() with torch.no_grad(): theta = theta / theta.norm() return theta.detach() def main(): p = argparse.ArgumentParser() p.add_argument("--dims", default="128,256,512,1024,2048") p.add_argument("--deltas", default="2,4,8,16,32,64,128") p.add_argument("--Ms", default="2,4,8,16,32") p.add_argument("--seeds", type=int, default=5) p.add_argument("--n-theta", type=int, default=8, help="random thetas for part (B)") p.add_argument("--out-prefix", required=True) args = p.parse_args() dev = "cuda" if torch.cuda.is_available() else "cpu" dims = [int(v) for v in args.dims.split(",")] deltas = [float(v) for v in args.deltas.split(",")] Ms = [float(v) for v in args.Ms.split(",")] rows_a, rows_b, rows_c = [], [], [] t0 = time.time() # ---- (A) spectrum of A* ------------------------------------------------- for act in ("quad", "trunc"): for d in dims: for delta in deltas: n = int(round(delta * d)) for M in (Ms if act == "trunc" else [8.0]): for s in range(args.seeds): data = sim.make_data(d, n, 31 * d + 7 * s + int(delta), act, M, dev, torch.float32) A = a_star_chunked(data.X, data.y).double() l1, l2, v1 = top2(A) ov = float((v1 @ data.theta_star.double()) ** 2) rows_a.append(dict( act=act, d=d, delta=delta, n=n, M=M, seed=s, lam1=round(l1, 6), lam2=round(l2, 6), gap=round(l1 - l2, 6), sq_overlap_v1=round(ov, 6), sin2=round(1 - ov, 8), logn_over_delta=round(2 * math.log(n) / delta, 4))) del data, A torch.cuda.empty_cache() if dev == "cuda" else None print(f"[{time.time()-t0:6.1f}s] (A) {act} d={d} done", flush=True) # ---- (B) uniform-in-theta BBP + (C) indicator mass ---------------------- g = torch.Generator(device=dev).manual_seed(11) for act in ("quad", "trunc"): for d in (256, 1024): for delta in (4.0, 16.0, 64.0): n = int(round(delta * d)) for M in ([8.0] if act == "quad" else [4.0, 8.0, 16.0]): data = sim.make_data(d, n, 77 * d + int(delta), act, M, dev, torch.float32) thetas = {} for k in range(args.n_theta): v = torch.randn(d, generator=g, device=dev, dtype=torch.float32) thetas[f"random{k}"] = v / v.norm() thetas["theta_star"] = data.theta_star thetas["adversarial"] = adversarial_theta(data, M) for name, th in thetas.items(): A = A_theta(data, th, act, M).double() l1, l2, v1 = top2(A) ov = float((v1 @ data.theta_star.double()) ** 2) rows_b.append(dict(act=act, d=d, delta=delta, n=n, M=M, theta=name, lam1=round(l1, 6), lam2=round(l2, 6), gap=round(l1 - l2, 6), sq_overlap_v1=round(ov, 6))) z = data.X @ th mass = float((z * z > M).to(torch.float64).mean()) bound = math.exp(-M / 2) + math.sqrt(d / n) * math.log(n / d) rows_c.append(dict(act=act, d=d, delta=delta, n=n, M=M, theta=name, mass=round(mass, 8), bound_base=round(bound, 8), ratio=round(mass / bound, 6))) del A del data torch.cuda.empty_cache() if dev == "cuda" else None print(f"[{time.time()-t0:6.1f}s] (B/C) {act} d={d} done", flush=True) for rows, name in ((rows_a, "spectrum"), (rows_b, "uniform_bbp"), (rows_c, "indicator")): path = f"{args.out_prefix}_{name}.csv" with open(path, "w", newline="") as f: w = csv.DictWriter(f, fieldnames=list(rows[0].keys())) w.writeheader() w.writerows(rows) print("wrote", path, len(rows), "rows") if __name__ == "__main__": main()