Theorem 1 — Deterministic Infinite-Width Neural Tangent Kernel
ProvedJGH.NTKInitializationMathematical statement
For every , Lipschitz activation , positive bias scale , arbitrary hidden-layer count , fixed finite input family , and ,
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 be the input and output dimensions, the number of hidden layers, , , and a Lipschitz activation with a nonnegative Lipschitz constant . For widths , , and with , the probability space is the finite real parameter space with every weight and bias coordinate independently . Its law is . The network has the recursion
with output . The full kernel, including all weights and biases, is
For a centered Gaussian pair with covariance induced by on , put
All kernel products in the last expression are pointwise. Local index in
covarianceKernel and limitingNTK denotes paper depth .
The dataset is any fixed finite family; repetitions and
are allowed. is the Kronecker delta.
The limit takes to infinity first and last. More precisely, for any required error tolerance, the width condition is ; each inner threshold may depend on the fixed outer widths. For 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.
import Definitions.Def_JGH_NTK_Model open MeasureTheory Filter open scoped Topology NNReal
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 JGHRead-back
What the Lean code literally says, in plain math · gpt-6
For every positive pair of integers , every function , every nonnegative real satisfying for all real , every real , every , every family , and every real , the following bad-set measure tends to zero. For each , let , for , and . The parameter vector consists of weights and biases for , , and , with the product probability law under which all these real coordinates are independent variables. Define , , for , and . For each parameter coordinate , let be the full Fréchet derivative at of the scalar function , applied to the parameter-coordinate unit vector ; if that scalar function is not Fréchet differentiable at , the whole derivative is defined to be zero, so all these values are zero there. Set , where the sum includes every weight and every bias in every layer. Define and , where . For a finite real square matrix , is the distribution of for a standard Gaussian vector when is symmetric positive semidefinite and is the point mass at zero otherwise. Let mean the ordinary real derivative where it exists and zero where it does not, and define and . Every integral here uses the total-integral convention, returning zero for a nonintegrable integrand. The quantity asserted to converge to zero is , considered in 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 , a property holds eventually precisely when , with thresholds permitted to depend on later width coordinates already fixed. In particular, for every real , the displayed bad-set measure is less than 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 , nonsmooth Lipschitz activations with the derivative conventions just stated, repeated or zero inputs, , and . When the bad set is empty. When 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; are strictly positive and each hidden width is at least one.
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.