Metric catalog

Every field the compute layer can produce, projected directly from the kernel registry: the producing kernel, its display formula, apply level, required input fields, and configurable parameters. See the per-category pages for derivations, conventions, and interpretation.

Matrix properties

Field(s)

Kernel

Formula

Level

Requires

Config

greater_dim

greater_dim

\(N = \max(m, n)\)

PARAMETER

weights

lower_dim

lower_dim

\(M = \min(m, n)\)

PARAMETER

weights

aspect_ratio

aspect_ratio

\(Q = N / M \ge 1\)

PARAMETER

greater_dim, lower_dim

weights_std

weights_std

\(\operatorname{std}(W)\)

PARAMETER

weights

weights_rand

weights_rand

\(W_{\mathrm{rand}} = \operatorname{reshape}(P\,\operatorname{vec} W)\)

PARAMETER

weights

seed=42

Spectral decomposition

Field(s)

Kernel

Formula

Level

Requires

Config

weights_lsvs, weights_svals, weights_rsvs

weights_svd

\(W = U\Sigma V^\top\)

PARAMETER

weights

allow_cuda=True

weights_rand_lsvs, weights_rand_svals, weights_rand_rsvs

weights_rand_svd

\(W_{\mathrm{rand}} = U\Sigma V^\top\)

PARAMETER

weights_rand

allow_cuda=True

esd

esd

\(\lambda_i = \sigma_i^2 / N\)

PARAMETER

weights_svals, greater_dim

esd_rand

esd_rand

\(\lambda_i^{\mathrm{rand}} = (\sigma_i^{\mathrm{rand}})^2 / N\)

PARAMETER

weights_rand_svals, greater_dim

max_weights_sval

max_weights_sval

\(\sigma_{\max} = \max_i \sigma_i\)

PARAMETER

weights_svals

max_weights_rand_sval

max_weights_rand_sval

\(\sigma_{\max}^{\mathrm{rand}} = \max_i \sigma_i^{\mathrm{rand}}\)

PARAMETER

weights_rand_svals

min_weights_sval

min_weights_sval

\(\sigma_{\min} = \min_i \sigma_i\)

PARAMETER

weights_svals

min_weights_rand_sval

min_weights_rand_sval

\(\sigma_{\min}^{\mathrm{rand}} = \min_i \sigma_i^{\mathrm{rand}}\)

PARAMETER

weights_rand_svals

esd_max

esd_max

\(\lambda_{\max} = \max_i \lambda_i\)

PARAMETER

esd

esd_rand_max

esd_rand_max

\(\lambda_{\max}^{\mathrm{rand}} = \max_i \lambda_i^{\mathrm{rand}}\)

PARAMETER

esd_rand

esd_min

esd_min

\(\lambda_{\min} = \min_i \lambda_i\)

PARAMETER

esd

esd_rand_min

esd_rand_min

\(\lambda_{\min}^{\mathrm{rand}} = \min_i \lambda_i^{\mathrm{rand}}\)

PARAMETER

esd_rand

Norms

Field(s)

Kernel

Formula

Level

Requires

Config

pl_alpha_norm

pl_alpha_norm

\(\sum_i \lambda_i^{\alpha_{\mathrm{PL}}}\)

PARAMETER

esd, pl_alpha

tpl_alpha_norm

tpl_alpha_norm

\(\sum_i \lambda_i^{\alpha_{\mathrm{TPL}}}\)

PARAMETER

esd, tpl_alpha

model_pl_alpha_norm

model_pl_alpha_norm

\(\langle \log_{10}\sum_i \lambda_i^{\alpha_{\mathrm{PL}}}\rangle\)

IN_MODEL

pl_alpha_norm

model_tpl_alpha_norm

model_tpl_alpha_norm

\(\langle \log_{10}\sum_i \lambda_i^{\alpha_{\mathrm{TPL}}}\rangle\)

IN_MODEL

tpl_alpha_norm

frob_norm

frob_norm

\(\lVert W\rVert_F = \sqrt{\sum_i \sigma_i^2}\)

PARAMETER

weights_svals

nuclear_norm

nuclear_norm

\(\lVert W\rVert_* = \sum_i \sigma_i\)

PARAMETER

weights_svals

l2_norm

l2_norm

\(\lVert W\rVert_2 = \sigma_{\max}\)

PARAMETER

max_weights_sval

log_norm

log_norm

\(\langle \log_{10}\lVert W\rVert_F^2\rangle\)

IN_MODEL

frob_norm

log_spectral_norm

log_spectral_norm

\(\langle \log_{10}\lVert W\rVert_2^2\rangle\)

IN_MODEL

l2_norm

param_norm

param_norm

\(\sum_\ell \lVert W_\ell\rVert_F^2\)

IN_MODEL

frob_norm

log_prod_frob_norm

log_prod_frob_norm

\(\sum_\ell \log_{10}\lVert W_\ell\rVert_F\)

IN_MODEL

frob_norm

log_prod_spectral_norm

log_prod_spectral_norm

\(\sum_\ell \log_{10}\lVert W_\ell\rVert_2\)

IN_MODEL

l2_norm

Ranks

Field(s)

Kernel

Formula

Level

Requires

Config

effective_rank

effective_rank

\(\exp\!\big(-\sum_i p_i \ln p_i\big),\ p_i = \sigma_i / \sum_j \sigma_j\)

PARAMETER

weights_svals

hard_rank

hard_rank

\(\#\{i : \lambda_i > \texttt{rtol}\cdot\lambda_{\max}\}\)

PARAMETER

esd

rtol=1e-05

mp_soft_rank

mp_soft_rank

\(\lambda_+ / \lambda_{\max}\)

PARAMETER

mp_esd_max, esd_max

stable_rank

stable_rank

\(\lVert W\rVert_F^2 / \lVert W\rVert_2^2\)

PARAMETER

frob_norm, l2_norm

Heavy-tailed fits

Field(s)

Kernel

Formula

Level

Requires

Config

expon_concentration

expon_concentration

\(\#\{i : \lambda_i \ge x_{\min}^{\mathrm{E}}\} / M\)

PARAMETER

esd, expon_esd_xmin

pl_concentration

pl_concentration

\(\#\{i : \lambda_i \ge x_{\min}^{\mathrm{PL}}\} / M\)

PARAMETER

esd, pl_esd_xmin

tpl_concentration

tpl_concentration

\(\#\{i : \lambda_i \ge x_{\min}^{\mathrm{TPL}}\} / M\)

PARAMETER

esd, tpl_esd_xmin

expon_presence

expon_presence

\((\lambda_{\max} - x_{\min}^{\mathrm{E}}) / (\lambda_{\max} - \lambda_{\min})\)

PARAMETER

esd_min, esd_max, expon_esd_xmin

pl_presence

pl_presence

\((\lambda_{\max} - x_{\min}^{\mathrm{PL}}) / (\lambda_{\max} - \lambda_{\min})\)

PARAMETER

esd_min, esd_max, pl_esd_xmin

tpl_presence

tpl_presence

\((\lambda_{\max} - x_{\min}^{\mathrm{TPL}}) / (\lambda_{\max} - \lambda_{\min})\)

PARAMETER

esd_min, esd_max, tpl_esd_xmin

expon_scale

expon_scale

\(\lambda_{\max}\,\Lambda_{\mathrm{E}}\)

PARAMETER

esd_max, expon_lambda

tpl_scale

tpl_scale

\(\lambda_{\max}\,\Lambda_{\mathrm{TPL}}\)

PARAMETER

esd_max, tpl_lambda

pl_alpha, pl_esd_xmin, pl_ks

power_law_fit

\(\hat{\alpha} = 1 + n_{\mathrm{tail}}\,\big/\sum_i \ln(\lambda_i / x_{\min})\)

PARAMETER

esd

fit_method=auto

pl_p_value [1]

pl_p_value

\(p = \Pr(D^* > D_{\mathrm{PL}})\)

PARAMETER

esd, pl_alpha, pl_esd_xmin, pl_ks

tpl_alpha, tpl_lambda, tpl_esd_xmin, tpl_ks

truncated_power_law_fit

\(p(\lambda) \propto \lambda^{-\hat{\alpha}}\,e^{-\hat{\Lambda}\lambda}\)

PARAMETER

esd

fit_method=auto

tpl_p_value [1]

tpl_p_value

\(p = \Pr(D^* > D_{\mathrm{TPL}})\)

PARAMETER

esd, tpl_alpha, tpl_lambda, tpl_esd_xmin, tpl_ks

expon_lambda, expon_esd_xmin, expon_ks

exponential_fit

\(\hat{\Lambda} = 1 / (\langle\lambda\rangle_{\ge x_{\min}} - x_{\min})\)

PARAMETER

esd

fit_method=auto

expon_p_value [1]

expon_p_value

\(p = \Pr(D^* > D_{\mathrm{E}})\)

PARAMETER

esd, expon_lambda, expon_esd_xmin, expon_ks

Marchenko-Pastur

Field(s)

Kernel

Formula

Level

Requires

Config

mp_esd_max, mp_esd_min, mp_bulk_std

marchenko_pastur_fit

\(\lambda_\pm = \sigma_{\mathrm{b}}^2\,(1 \pm 1/\sqrt{Q})^2\)

PARAMETER

esd_rand, esd_max, weights_std, aspect_ratio, lower_dim

mp_sval_max

mp_sval_max

\(\sigma_+^{\mathrm{MP}} = \sqrt{\lambda_+ N}\)

PARAMETER

mp_esd_max, greater_dim

mp_ks

mp_ks

\(D = \sup_\lambda \lvert \hat{F}(\lambda) - F_{\mathrm{MP}}(\lambda)\rvert\)

PARAMETER

aspect_ratio, mp_bulk_std, esd, mp_esd_max, mp_esd_min

mp_concentration

mp_concentration

\(\#\{i : \lambda_- \le \lambda_i \le \lambda_+\} / M\)

PARAMETER

esd, mp_esd_max, mp_esd_min

mp_presence

mp_presence

\((\lambda_+ - \lambda_-) / (\lambda_{\max} - \lambda_{\min})\)

PARAMETER

esd_min, esd_max, mp_esd_max, mp_esd_min

mp_num_spikes

mp_num_spikes

\(\#\{i : \lambda_i > \lambda_+\}\)

PARAMETER

esd, mp_esd_max

Tracy-Widom

Field(s)

Kernel

Formula

Level

Requires

Config

tw_esd_bound

tw_esd_bound

\(\lambda_{\mathrm{TW}} = \mu_{NM} + s_{NM}\,F_{\mathrm{TW}}^{-1}(1 - p)\)

PARAMETER

greater_dim, lower_dim, mp_bulk_std

p_value_threshold=0.005

tw_num_spikes

tw_num_spikes

\(\#\{i : \lambda_i > \lambda_{\mathrm{TW}}\}\)

PARAMETER

esd, tw_esd_bound

Alignment (cross-model)

Field(s)

Kernel

Formula

Level

Requires

Config

l_overlap

l_overlap

\(O^{L} = \lvert U_1^\top U_2\rvert\)

CROSS_MODEL

weights_lsvs, lower_dim

r_overlap

r_overlap

\(O^{R} = \lvert V_1^\top V_2\rvert\)

CROSS_MODEL

weights_rsvs, lower_dim

l_agreement

l_agreement

\((O^{L})_{ii}\)

CROSS_MODEL

l_overlap

r_agreement

r_agreement

\((O^{R})_{ii}\)

CROSS_MODEL

r_overlap

max_l_agreement

max_l_agreement

\(\max_j (O^{L})_{ij}\)

CROSS_MODEL

l_overlap

max_r_agreement

max_r_agreement

\(\max_j (O^{R})_{ij}\)

CROSS_MODEL

r_overlap

avg_l_agreement

avg_l_agreement

\(\big\langle (O^{L})_{ii}\big\rangle\)

CROSS_MODEL

l_agreement

avg_max_l_agreement

avg_max_l_agreement

\(\big\langle \max_j (O^{L})_{ij}\big\rangle\)

CROSS_MODEL

max_l_agreement

avg_max_r_agreement

avg_max_r_agreement

\(\big\langle \max_j (O^{R})_{ij}\big\rangle\)

CROSS_MODEL

max_r_agreement

avg_r_agreement

avg_r_agreement

\(\big\langle (O^{R})_{ii}\big\rangle\)

CROSS_MODEL

r_agreement

Model quality

Field(s)

Kernel

Formula

Level

Requires

Config

pl_alpha_weighted

pl_alpha_weighted

\(\alpha_{\mathrm{PL}}\,\log_{10}\lambda_{\max}\)

PARAMETER

esd_max, pl_alpha

w1_rand_distance

w1_rand_distance

\(\mathcal{W}_1(\lambda, \lambda^{\mathrm{rand}}) / \langle\lambda\rangle\)

PARAMETER

esd, esd_rand