{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/cauchy-noise-loss-for-stochastic-optimization","title":"Cauchy noise loss for stochastic optimization of random matrix models via free deterministic equivalents","arxiv_id":"1804.03154","date":"2018-04-09","proceeding":null,"authors":["Tomohiro Hayase"],"abstract":"For random matrix models, the parameter estimation based on the traditional likelihood functions is not straightforward in particular when we have only one sample matrix. We introduce a new parameter optimization method for random matrix models which works even in such a case. The method is based on the spectral distribution instead of the traditional likelihood. In the method, the Cauchy noise has an essential role because the free deterministic equivalent, which is a tool in free probability theory, allows us to approximate the spectral distribution perturbed by Cauchy noises by a smooth and accessible density function. Moreover, we study an asymptotic property of determination gap, which has a similar role as generalization gap. Besides, we propose a new dimensionality recovery method for the signal-plus-noise model, and experimentally demonstrate that it recovers the rank of the signal part even if the true rank is not small. It is a simultaneous rank selection and parameter estimation procedure.","url_abs":"https://arxiv.org/abs/1804.03154v4","url_pdf":"https://arxiv.org/pdf/1804.03154v4.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"cauchy-noise-loss-for-stochastic-optimization","repo_url":"https://github.com/ThayaFluss/cnl","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"none","reach":null}],"tasks":[{"task_slug":"stochastic-optimization","task_name":"Stochastic Optimization"},{"task_slug":"parameter-estimation","task_name":"parameter estimation"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"syntology_url":null,"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}