Why Heavy-Tailed Weight Spectra Predict Model Quality

arXiv:2610.13123 · stat.ML, cs.LG · Submitted 2026-10-09 · Read on arXiv

stat.ML, cs.LG

Submitted: 2026-10-09

Updated: 2026-10-09

Comments: Accepted at NeurIPS 2026. 34 pages, 11 figures, 4 tables

Code: https://github.com/CalculatedContent/WeightWatcher

License: http://creativecommons.org/licenses/by/4.0/

The gist: A solid understanding of the predictive success of deep neural networks (DNNs) remains elusive.

Abstract

A solid understanding of the predictive success of deep neural networks (DNNs) remains elusive. For example, while many data-dependent metrics exist that seek to predict model quality of DNNs, these metrics may be expensive to compute for large datasets and/or may be impossible to compute when training datasets are not released. A practical and effective predictor of model quality involves analyzing DNN weight matrices, as prior work has established that heavy-tailed spectral distributions in trained weight matrices can be strongly predictive of model quality. However, such metrics lack a rigorous statistical justification. In this work, we aim to understand why these metrics perform well, from a statistical perspective. To do so, we employ a probabilistic framework to derive the marginal likelihood for a DNN, evaluated using only the final layer weights. Across large-scale convolutional DNNs and LLMs, we find that this marginal likelihood predicts model quality. To understand the role heavy-tailed spectra play in predictive performance, we derive the limiting log-marginal likelihood for spectra that follow the (heavy-tailed) High-Temperature Marchenko-Pastur (HTMP) distribution. We show that this limiting quantity is convex in a heaviness parameter, and we derive an optimal heaviness that empirically predicts over-fitting for large-scale DNNs.

Sources

Related papers