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4/14/2025

auto-fpt: Automating Free Probability Theory Calculations for Machine Learning Theory

Arjun Subramonian, Elvis Dohmatob

Abstract

A large part of modern machine learning theory often involves computing the high-dimensional expected trace of a rational expression of large rectangular random matrices. To symbolically compute such quantities using free probability theory, we introduce auto-fpt, a lightweight Python and SymPy-based tool that can automatically produce a reduced system of fixed-point equations which can be solved for the quantities of interest, and effectively constitutes a theory. We overview the algorithmic ideas underlying auto-fpt and its applications to various interesting problems, such as the high-dimensional error of linearized feed-forward neural networks, recovering well-known results. We hope that auto-fpt streamlines the majority of calculations involved in high-dimensional analysis, while helping the machine learning community reproduce known and uncover new phenomena.

BibTeX

@article{2504.10754, title={auto-fpt: Automating Free Probability Theory Calculations for Machine Learning Theory}, author={Arjun Subramonian and Elvis Dohmatob}, journal={arXiv preprint arXiv:2504.10754}, year={2025} }
Publication Metadata
Published4/14/2025
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Implementations
arjunsubramonian/auto-fpt
2•Python

Topic

Machine Learning