Search Results for author: Samuel Chun-Hei Lam

Found 2 papers, 1 papers with code

Weak Convergence Analysis of Online Neural Actor-Critic Algorithms

no code implementations25 Mar 2024 Samuel Chun-Hei Lam, Justin Sirignano, Ziheng Wang

Then, using a Poisson equation, we prove that the fluctuations of the model updates around the limit distribution due to the randomly-arriving data samples vanish as the number of parameter updates $\rightarrow \infty$.

Kernel Limit of Recurrent Neural Networks Trained on Ergodic Data Sequences

1 code implementation28 Aug 2023 Samuel Chun-Hei Lam, Justin Sirignano, Konstantinos Spiliopoulos

Mathematical methods are developed to characterize the asymptotics of recurrent neural networks (RNN) as the number of hidden units, data samples in the sequence, hidden state updates, and training steps simultaneously grow to infinity.

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