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Cosme Louart

8 accepted papers

2026

A RANDOM MATRIX PERSPECTIVE OF ECHO STATE NETWORKS: FROM PRECISE BIAS–VARIANCE CHARACTERIZATION TO OPTIMAL REGULARIZATION

ICASSP 2026poster

We present a rigorous asymptotic analysis of Echo State Networks (ESNs) in a teacher student setting with a linear teacher with oracle weights. Leveraging random matrix theory, we derive closed form expressions for the asymptotic bias, variance, and mean-squared error (MSE) as functions of the input…

Cited by 0SourcePDFScholar
2026

Characterization of Gaussian Universality Breakdown in High-Dimensional Empirical Risk Minimization

ICML 2026poster

We study high-dimensional convex empirical risk minimization (ERM) under general non-Gaussian data designs. By heuristically extending the Convex Gaussian Min–Max Theorem (CGMT) to non-Gaussian settings, we derive an asymptotic min–max characterization of key statistics, enabling approximation of th…

Cited by 0SourceScholar
2024

Analysing Multi-Task Regression via Random Matrix Theory with Application to Time Series Forecasting

NeurIPS 2024spotlight

In this paper, we introduce a novel theoretical framework for multi-task regression, applying random matrix theory to provide precise performance estimations, under high-dimensional, non-Gaussian data distributions. We formulate a multi-task optimization problem as a regularization technique to enab…

Cited by 2SourcePDFScholar
2021

The Unexpected Deterministic and Universal Behavior of Large Softmax Classifiers

AISTATS 2021poster

This paper provides a large dimensional analysis of the Softmax classifier. We discover and prove that, when the classifier is trained on data satisfying loose statistical modeling assumptions, its weights become deterministic and solely depend on the data statistical means and covariances. As a str…

2020

Random Matrix Theory Proves that Deep Learning Representations of GAN-data Behave as Gaussian Mixtures

ICML 2020poster

This paper shows that deep learning (DL) representations of data produced by generative adversarial nets (GANs) are random vectors which fall within the class of so-called \emph{concentrated} random vectors. Further exploiting the fact that Gram matrices, of the type $G = X^\intercal X$ with $X=[x_1…

Cited by 85SourcePDFScholar