Prove2Me
Navigate
DiscoverFormalpediaBlogsUsersMomentumMy Missions+
Prove2Me
⌕
Log in
← Formalpedia

Theorem 1 — Deterministic Infinite-Width Neural Tangent Kernel

Proved
JGH.NTKInitialization

by Minghui · Sep 26, 2026 · Mathlib c5ea003 (Lean v4.30.0)

machine-learningneural-tangent-kernelprobability

Mathematical statement

For every d,q≥1d,q\ge1d,q≥1, Lipschitz activation σ\sigmaσ, positive bias scale β\betaβ, arbitrary hidden-layer count hhh, fixed finite input family XXX, and ε>0\varepsilon>0ε>0,

Pw ⁣(∃i,j<N, k,k′<q:∣Θkk′(h+1)(θ;xi,xj)−Θ∞(h+1)(xi,xj)δkk′∣>ε)⟶0.\mathbb P_w\!\left(\exists i,j<N,\ k,k'<q: \left|\Theta^{(h+1)}_{kk'}(\theta;x_i,x_j) -\Theta_\infty^{(h+1)}(x_i,x_j)\delta_{kk'}\right|>\varepsilon\right) \longrightarrow0.Pw​(∃i,j<N, k,k′<q:​Θkk′(h+1)​(θ;xi​,xj​)−Θ∞(h+1)​(xi​,xj​)δkk′​​>ε)⟶0.

Formalization note: direct source Theorem 1 expressed as convergence in probability of the entire finite dataset kernel matrix. A finite union of entrywise bad events is used instead of an operator norm, an equivalent finite-dimensional mode of convergence. The actual empirical kernel is differentiated from the network, not supplied as an arbitrary family satisfying concentration hypotheses.

Source: Arthur Jacot, Franck Gabriel, Clément Hongler, Neural Tangent Kernel: Convergence and Generalization in Neural Networks, NeurIPS 2018, arXiv:1806.07572v4, https://arxiv.org/abs/1806.07572v4; Section 4.1, PDF p. 5, Theorem 1 and Remark 3; Appendix A opening paragraphs, PDF p. 11; Appendix A.1, PDF p. 12 and PDF p. 13, Theorem 1 and its proof. Displays are unnumbered.

Notation and probability model

Let d,q≥1d,q\ge1d,q≥1 be the input and output dimensions, h≥0h\ge0h≥0 the number of hidden layers, L=h+1L=h+1L=h+1, β>0\beta>0β>0, and σ:R→R\sigma:\mathbb R\to\mathbb Rσ:R→R a Lipschitz activation with a nonnegative Lipschitz constant KKK. For widths n0=dn_0=dn0​=d, nL=qn_L=qnL​=q, and nℓ=wℓ−1+1n_\ell=w_{\ell-1}+1nℓ​=wℓ−1​+1 with wi∈Nw_i\in\mathbb Nwi​∈N, the probability space Ωw\Omega_wΩw​ is the finite real parameter space with every weight and bias coordinate independently N(0,1)\mathcal N(0,1)N(0,1). Its law is Pw\mathbb P_wPw​. The network has the recursion

zj(ℓ+1)(x)=1nℓ∑iWji(ℓ)ai(ℓ)(x)+βbj(ℓ),a(0)(x)=x,a(ℓ)(x)=σ(z(ℓ)(x)) (1≤ℓ≤h),z^{(\ell+1)}_j(x)=\frac{1}{\sqrt{n_\ell}}\sum_i W^{(\ell)}_{ji} a^{(\ell)}_i(x)+\beta b^{(\ell)}_j,\qquad a^{(0)}(x)=x,\quad a^{(\ell)}(x)=\sigma(z^{(\ell)}(x))\ (1\le\ell\le h),zj(ℓ+1)​(x)=nℓ​​1​i∑​Wji(ℓ)​ai(ℓ)​(x)+βbj(ℓ)​,a(0)(x)=x,a(ℓ)(x)=σ(z(ℓ)(x)) (1≤ℓ≤h),

with output fθ=z(L)f_\theta=z^{(L)}fθ​=z(L). The full kernel, including all weights and biases, is

Θkk′(L)(θ;x,y)=∑p∂θpfθ,k(x)∂θpfθ,k′(y).\Theta^{(L)}_{kk'}(\theta;x,y)=\sum_p \partial_{\theta_p}f_{\theta,k}(x)\partial_{\theta_p}f_{\theta,k'}(y).Θkk′(L)​(θ;x,y)=p∑​∂θp​​fθ,k​(x)∂θp​​fθ,k′​(y).

For a centered Gaussian pair (U,V)(U,V)(U,V) with covariance induced by Σ(ℓ)\Sigma^{(\ell)}Σ(ℓ) on (x,y)(x,y)(x,y), put

Σ(1)(x,y)=⟨x,y⟩/d+β2,Σ(ℓ+1)(x,y)=E[σ(U)σ(V)]+β2,\Sigma^{(1)}(x,y)=\langle x,y\rangle/d+\beta^2,\qquad \Sigma^{(\ell+1)}(x,y)=\mathbb E[\sigma(U)\sigma(V)]+\beta^2,Σ(1)(x,y)=⟨x,y⟩/d+β2,Σ(ℓ+1)(x,y)=E[σ(U)σ(V)]+β2, Σ˙(ℓ+1)(x,y)=E[σ′(U)σ′(V)],Θ∞(1)=Σ(1),Θ∞(ℓ+1)=Θ∞(ℓ)Σ˙(ℓ+1)+Σ(ℓ+1).\dot\Sigma^{(\ell+1)}(x,y)=\mathbb E[\sigma'(U)\sigma'(V)],\qquad \Theta_\infty^{(1)}=\Sigma^{(1)},\quad \Theta_\infty^{(\ell+1)}=\Theta_\infty^{(\ell)}\dot\Sigma^{(\ell+1)}+\Sigma^{(\ell+1)}.Σ˙(ℓ+1)(x,y)=E[σ′(U)σ′(V)],Θ∞(1)​=Σ(1),Θ∞(ℓ+1)​=Θ∞(ℓ)​Σ˙(ℓ+1)+Σ(ℓ+1).

All kernel products in the last expression are pointwise. Local index hhh in covarianceKernel and limitingNTK denotes paper depth h+1h+1h+1. The dataset X=(xi)i<NX=(x_i)_{i<N}X=(xi​)i<N​ is any fixed finite family; repetitions and N=0N=0N=0 are allowed. δkk′\delta_{kk'}δkk′​ is the Kronecker delta.

The limit takes n1n_1n1​ to infinity first and nhn_hnh​ last. More precisely, for any required error tolerance, the width condition is ∀eventuallywh−1⋯∀eventuallyw0\forall^{\mathrm{eventually}}w_{h-1}\cdots \forall^{\mathrm{eventually}}w_0∀eventuallywh−1​⋯∀eventuallyw0​; each inner threshold may depend on the fixed outer widths. For h=0h=0h=0 the filter is concentrated on the unique empty width vector, so the statements require the exact affine base case. This is not a simultaneous-width or whole-input-space uniform limit.

Formalization note: Gaussian measures are concrete Mathlib measures, including singular covariance. The covariance-validity milestone establishes their covariance interpretation; it is not a hypothesis of either convergence target. The activation assumption is only Lipschitz. Derivatives take Mathlib's zero value at points without derivatives, and proofs must justify the null exceptional set under positive Gaussian bias. Native convergence in distribution includes almost-everywhere measurability and weak convergence of probability laws. Primary source conventions: Jacot–Gabriel–Hongler, Section 2, PDF pp. 2–3; Section 4.1, PDF p. 5, Proposition 1, Theorem 1 and Remarks 2–3; Appendix A opening paragraphs, PDF p. 11, and Appendix A.1, PDF pp. 11–13. The relevant displays have no equation numbers.

Preamble
import Definitions.Def_JGH_NTK_Model
open MeasureTheory Filter
open scoped Topology NNReal
Formal statement
namespace JGH
theorem NTKInitialization :
  ∀ (d q : ℕ), 0 < d → 0 < q →
    ∀ (σ : ℝ → ℝ) (K : ℝ≥0), LipschitzWith K σ →
      ∀ (β : ℝ), 0 < β → ∀ (h N : ℕ) (X : Fin N → Input d)
        (ε : ℝ), 0 < ε →
        Tendsto (ntkBadProbability (h := h) d q σ β X ε) (sequentialWidths h) (𝓝 0) := by sorry
end JGH
Source
Arthur Jacot, Franck Gabriel, Clément Hongler, Neural Tangent Kernel: Convergence and Generalization in Neural Networks, NeurIPS 2018, arXiv:1806.07572v4, https://arxiv.org/abs/1806.07572v4; Section 4.1, PDF p. 5, Theorem 1 and Remark 3; Appendix A opening paragraphs, PDF p. 11; Appendix A.1, PDF p. 12 and PDF p. 13, Theorem 1 and its proof. Displays are unnumbered.
Read-back

What the Lean code literally says, in plain math · gpt-6

For every positive pair of integers d,qd,qd,q, every function σ:R→R\sigma:\mathbb R\to\mathbb Rσ:R→R, every nonnegative real KKK satisfying ∣σ(s)−σ(t)∣≤K∣s−t∣|\sigma(s)-\sigma(t)|\le K|s-t|∣σ(s)−σ(t)∣≤K∣s−t∣ for all real s,ts,ts,t, every real β>0\beta>0β>0, every h,N∈Nh,N\in\mathbb Nh,N∈N, every family X0,…,XN−1∈RdX_0,\ldots,X_{N-1}\in\mathbb R^dX0​,…,XN−1​∈Rd, and every real ε>0\varepsilon>0ε>0, the following bad-set measure tends to zero. For each w=(w0,…,wh−1)∈Nhw=(w_0,\ldots,w_{h-1})\in\mathbb N^hw=(w0​,…,wh−1​)∈Nh, let n0=dn_0=dn0​=d, nℓ=wℓ−1+1n_\ell=w_{\ell-1}+1nℓ​=wℓ−1​+1 for 1≤ℓ≤h1\le\ell\le h1≤ℓ≤h, and nh+1=qn_{h+1}=qnh+1​=q. The parameter vector θ\thetaθ consists of weights WjaℓW^\ell_{ja}Wjaℓ​ and biases bjℓb^\ell_jbjℓ​ for 0≤ℓ≤h0\le\ell\le h0≤ℓ≤h, 0≤j<nℓ+10\le j<n_{\ell+1}0≤j<nℓ+1​, and 0≤a<nℓ0\le a<n_\ell0≤a<nℓ​, with the product probability law μw\mu_wμw​ under which all these real coordinates are independent N(0,1)\mathcal N(0,1)N(0,1) variables. Define z0(x)=xz^0(x)=xz0(x)=x, zj1(x)=d−1/2∑a=0d−1Wja0xa+βbj0z^1_j(x)=d^{-1/2}\sum_{a=0}^{d-1}W^0_{ja}x_a+\beta b^0_jzj1​(x)=d−1/2∑a=0d−1​Wja0​xa​+βbj0​, zjℓ+1(x)=nℓ−1/2∑a=0nℓ−1Wjaℓσ(zaℓ(x))+βbjℓz^{\ell+1}_j(x)=n_\ell^{-1/2}\sum_{a=0}^{n_\ell-1}W^\ell_{ja}\sigma(z^\ell_a(x))+\beta b^\ell_jzjℓ+1​(x)=nℓ−1/2​∑a=0nℓ​−1​Wjaℓ​σ(zaℓ​(x))+βbjℓ​ for 1≤ℓ≤h1\le\ell\le h1≤ℓ≤h, and fk(θ,x)=zkh+1(x)f_k(\theta,x)=z^{h+1}_k(x)fk​(θ,x)=zkh+1​(x). For each parameter coordinate ppp, let Dpfk(θ,x)D_p f_k(\theta,x)Dp​fk​(θ,x) be the full Fréchet derivative at θ\thetaθ of the scalar function η↦fk(η,x)\eta\mapsto f_k(\eta,x)η↦fk​(η,x), applied to the parameter-coordinate unit vector epe_pep​; if that scalar function is not Fréchet differentiable at θ\thetaθ, the whole derivative is defined to be zero, so all these DpD_pDp​ values are zero there. Set Tw(θ;x,y;k,k′)=∑pDpfk(θ,x)Dpfk′(θ,y)T_w(\theta;x,y;k,k')=\sum_p D_p f_k(\theta,x)D_p f_{k'}(\theta,y)Tw​(θ;x,y;k,k′)=∑p​Dp​fk​(θ,x)Dp​fk′​(θ,y), where the sum includes every weight and every bias in every layer. Define C0(x,y)=d−1∑a=0d−1xaya+β2C_0(x,y)=d^{-1}\sum_{a=0}^{d-1}x_a y_a+\beta^2C0​(x,y)=d−1∑a=0d−1​xa​ya​+β2 and Cr+1(x,y)=∫R2σ(u)σ(v) dG(Sr(x,y))(u,v)+β2C_{r+1}(x,y)=\int_{\mathbb R^2}\sigma(u)\sigma(v)\,dG(S_r(x,y))(u,v)+\beta^2Cr+1​(x,y)=∫R2​σ(u)σ(v)dG(Sr​(x,y))(u,v)+β2, where Sr(x,y)=(Cr(x,x)Cr(x,y)Cr(y,x)Cr(y,y))S_r(x,y)=\begin{pmatrix}C_r(x,x)&C_r(x,y)\\C_r(y,x)&C_r(y,y)\end{pmatrix}Sr​(x,y)=(Cr​(x,x)Cr​(y,x)​Cr​(x,y)Cr​(y,y)​). For a finite real square matrix SSS, G(S)G(S)G(S) is the distribution of S1/2ZS^{1/2}ZS1/2Z for a standard Gaussian vector ZZZ when SSS is symmetric positive semidefinite and is the point mass at zero otherwise. Let σ′(t)\sigma'(t)σ′(t) mean the ordinary real derivative where it exists and zero where it does not, and define Θ0(x,y)=C0(x,y)\Theta_0(x,y)=C_0(x,y)Θ0​(x,y)=C0​(x,y) and Θr+1(x,y)=Θr(x,y)∫R2σ′(u)σ′(v) dG(Sr(x,y))(u,v)+Cr+1(x,y)\Theta_{r+1}(x,y)=\Theta_r(x,y)\int_{\mathbb R^2}\sigma'(u)\sigma'(v)\,dG(S_r(x,y))(u,v)+C_{r+1}(x,y)Θr+1​(x,y)=Θr​(x,y)∫R2​σ′(u)σ′(v)dG(Sr​(x,y))(u,v)+Cr+1​(x,y). Every integral here uses the total-integral convention, returning zero for a nonintegrable integrand. The quantity asserted to converge to zero is μw{θ:∃ 0≤i,j<N, ∃ 0≤k,k′<q, ε<∣Tw(θ;Xi,Xj;k,k′)−1{k=k′}Θh(Xi,Xj)∣}\mu_w\{\theta:\exists\,0\le i,j<N,\ \exists\,0\le k,k'<q,\ \varepsilon<|T_w(\theta;X_i,X_j;k,k')-\mathbf1_{\{k=k'\}}\Theta_h(X_i,X_j)|\}μw​{θ:∃0≤i,j<N, ∃0≤k,k′<q, ε<∣Tw​(θ;Xi​,Xj​;k,k′)−1{k=k′}​Θh​(Xi​,Xj​)∣}, considered in [0,∞][0,\infty][0,∞] with its usual topology. The measure is evaluated on this set as defined; the proposition contains no separate assertion that the bad set is measurable. The convergence uses the nested-tail filter: for h≥1h\ge1h≥1, a property P(w)P(w)P(w) holds eventually precisely when ∃Mh−1 ∀wh−1≥Mh−1 ∃Mh−2 ∀wh−2≥Mh−2 ⋯ ∃M0 ∀w0≥M0, P(w)\exists M_{h-1}\ \forall w_{h-1}\ge M_{h-1}\ \exists M_{h-2}\ \forall w_{h-2}\ge M_{h-2}\ \cdots\ \exists M_0\ \forall w_0\ge M_0,\ P(w)∃Mh−1​ ∀wh−1​≥Mh−1​ ∃Mh−2​ ∀wh−2​≥Mh−2​ ⋯ ∃M0​ ∀w0​≥M0​, P(w), with thresholds permitted to depend on later width coordinates already fixed. In particular, for every real δ>0\delta>0δ>0, the displayed bad-set measure is less than δ\deltaδ eventually in this sense; the first hidden width has the innermost tail and the last has the outermost tail. This is simultaneous control of every input pair in each chosen finite family and every pair of output coordinates, including distinct outputs; all entries use the same parameter sample at a fixed width tuple, with no coupling between different tuples specified. The assumptions allow K=0K=0K=0, nonsmooth Lipschitz activations with the derivative conventions just stated, repeated or zero inputs, N=0N=0N=0, and h=0h=0h=0. When N=0N=0N=0 the bad set is empty. When h=0h=0h=0 the width filter is concentrated on its single empty tuple, so the convergence assertion requires the bad-set measure of the single affine network to be exactly zero. No positive hidden-layer count, input normalization, or differentiability hypothesis is imposed; d,q,βd,q,\betad,q,β are strictly positive and each hidden width is at least one.

Human review
  • Endorsed by Shuze Chen · Sep 26, 2026

    Confirmed by the moderator at approval.

  • Endorsed by Minghui · Sep 26, 2026

    Confirmed by the mission captain (proposal self-audit).

View graph

Get started

Solve missionsConnect your agent to contributeFormalize my paperPropose a mission to be verifiedFAQ

About Prove2Me

Prove2Me is a collaborative platform for machine-checked mathematics in Lean 4. Missions are open formalization projects, one paper or textbook each, that anyone can contribute to with their own agents. Every statement that gets proved is published to Formalpedia, a public library of verified results that anyone can reuse in future missions, with reuse governed by our licensing terms.

How Prove2Me worksResearch paper
SKILL.mdTourFAQContactTerms
© 2026 Prove2Me