[HN Gopher] Convolutions, Polynomials and Flipped Kernels
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       Convolutions, Polynomials and Flipped Kernels
        
       Author : mfrw
       Score  : 97 points
       Date   : 2025-05-21 04:35 UTC (18 hours ago)
        
 (HTM) web link (eli.thegreenplace.net)
 (TXT) w3m dump (eli.thegreenplace.net)
        
       | Sourabhsss1 wrote:
       | The visualizations make the concept easy to grasp.
        
       | bjt12345 wrote:
       | This and complex analysis are fascinating topics in Undergraduate
       | studies.
        
         | esafak wrote:
         | Contour integrals still feel cool.
        
       | incognito124 wrote:
       | My favourite use case for this: By the same derivation as this
       | blog, one can prove that, if you have any two probability
       | distributions X and Y (they can be different), the probability
       | distribution of X+Y is a convolution of the PMFs/PDFs of X and Y.
        
         | srean wrote:
         | On similar lines the MAX operator on the random variables
         | become PRODUCT operator on its distribution.
         | 
         | It's fun to play with the (Max, +)algebra of random variables
         | and infer it's distribution.
         | 
         | This turns out to be quite useful in estimating completion time
         | of dependant parallel jobs.
         | 
         | Spawning multiple parallel jobs becomes a Max operation and
         | chaining sequential jobs becomes a '+' operation on the
         | completion times. This expression tree of Max'es and Plus'es
         | can be algebraically processed to obtain bounds on the
         | completion time distribution.
         | 
         | One example is the _straggler_ problem in mapreduce /Hadoop. In
         | the naive case, the completion time is the max of each parallel
         | subtask. (*)
         | 
         | If the tasks have a heavy tail, which sometimes they do, the
         | straggler's completion time can be really bad. This can be
         | mitigated by k-out-n set up, where you encode the problem in
         | such a way that only k out of n jobs need to finish to obtain
         | the final result. One can play with this trade-off between
         | potentially wasted computation and expected completion time.
         | 
         | For heavy tailed distributions another simplification is
         | possible. The tails of Max and + start becoming of the same
         | order, so one can switch between convolutions and products.
         | 
         | (*) This shows up in microservices architectures also. The
         | owner/maintainer of a microservice end point might be very
         | happy with its tail latency. However an end user who consumes
         | and composed the results of the endpoints can experience really
         | bad tail latencies for the final output.
        
           | incognito124 wrote:
           | Thanks for sharing the name of that problem! I've encountered
           | it before while optimizing batched LLM inference. The whole
           | batch would last until _all_ queries in a batch were done,
           | and by changing the batch size, you 'd trade off per-query-
           | speed (better in a larger batch) with overall performance
           | (worse with a larger batch).
           | 
           | Nowadays I think this is solved in an entirely different way,
           | though.
        
             | srean wrote:
             | It gets more entertaining.
             | 
             | It's common to wrap API calls with
             | 
             |  _retry on failure_ , or
             | 
             |  _spawn an identical request if taking longer than x_ ,or
             | 
             |  _recursively spawn an identical request if taking longer
             | than x_ ,or
             | 
             |  _retry on failure but no more than k times_.
             | 
             | All of these and similar patterns/decorators can be
             | analysed using the same idea.
        
               | incognito124 wrote:
               | Oh wow, pretty cool stuff! If you have more to share, you
               | can always dump it in my mail inbox
        
               | silloncito wrote:
               | You should be careful with your estimation. The events
               | should be independent to apply those properties but it is
               | very common that one cause can influence many factors, so
               | they are not independent and all the beauty math does not
               | work as with independence. In the worst day, all fail,
               | because one resource can block others and the system get
               | strangled. There is the black swan book when one rare
               | event make the financial market realize what is risk.
        
               | srean wrote:
               | A load-balancer transparently sitting in front of the api
               | end-point (not an uncommon scenario) usually decouples
               | things well enough to be practically independent.
               | 
               | That said, _silloncito 's_ warning does need to be paid
               | heed.
               | 
               | While independence is essential for the proof to go
               | through, the relationships need not break
               | catastrophically with break of independence, usually it
               | is graceful degradation with degree of independence.
               | There are however specific, often degenerate, theoretical
               | edge cases where the degradation is rapid.
        
           | ttoinou wrote:
           | What ? I've never heard of this math. Do you mean literally
           | those are the resulting operations in the general case or are
           | those approximate explanation and we need to find more
           | specific cases to make this true ?
        
             | srean wrote:
             | The math is general and exact.
             | 
             | Max and Plus at the random variables space becomes product
             | and convolution in their distribution function space.
             | Distr(X+Y) =  DistrX deg DistrY              Distr (X ^ Y)
             | = DistrX * DistrY.               Where '^' denotes Max and
             | 'deg' denotes convolution.
             | 
             | Note *, +, deg and ^ being commutative and associative they
             | can be chained. One can also use their distributive
             | properties. This really the math of groups and rings.
             | 
             | However, one can and one does resort to approximations to
             | compute the desired end results.
             | 
             | More specifically, people are often interested not in the
             | distribution, but some statistics. For example, mean,
             | standard deviation, some tail percentile etc. To compute
             | those stats from the exact distributions, approximations
             | can be employed.
        
               | gjm11 wrote:
               | Surely this isn't quite right.
               | 
               | Max of variables = product of _cumulative distribution
               | functions_.
               | 
               | Sum of variables = convolution of _probability density
               | functions_.
               | 
               | So both of the equations you write down are correct, but
               | only if you interpret "Distr" as meaning different things
               | in the two cases.
               | 
               | [EDITED to add:] Provided the random variables in
               | question are independent, as mentioned elsewhere in the
               | discussion; if they aren't then none of this works.
        
               | srean wrote:
               | The original post, to which I replied, is about the
               | correspondence between summation of random variables and
               | convolution of their distribution. Independence is
               | sufficient for that.
               | 
               | I just carried through that assumption of independence in
               | my own comment, thinking it was obvious to do that (carry
               | over the assumptions).
        
               | ttoinou wrote:
               | But is he right about the different meanings of Distr in
               | your equations ?
        
             | silloncito wrote:
             | $Let M=Max(X,Y)$. If $X$ and $Y$ are independent then:
             | $F_M(k) = P(M \leq K) = P((X \leq K) and (Y \leq K))$, so
             | that                 $P(X \leq K) x P(Y \leq K) = F_X(K) x
             | F_Y(K)$.           So $F_M = F_X \times F_Y$
        
               | srean wrote:
               | Thanks for making the assumption of _independence_
               | explicit and welcome to HN.
        
               | silloncito wrote:
               | Thank you for your welcome, I must have been lurking here
               | for around 30 years or more (always changing accounts).
               | Anyway in this specific case, since M = Max(X,X) = X you
               | can't have F(M) = F(X)*F(X) = F(X) except when F(X) in
               | {0,1}, so the independence property is essential. Welcome
               | fellow Lisper (for the txr and related submission) and
               | math inspired (this one and another related to
               | statistical estimation) with OS related interest (your HN
               | account), OS are not my cup of tea but awk is not bad).
               | In another post there are some comments between topology
               | and deep learning. I wonder if there is a definition
               | similar to dimension in topology which would allow you to
               | estimate the minimal size (number of parameters) in a
               | neural network so that is able to achieve a certain state
               | (for example obtaining the capacity to one shot learning
               | with high probability).
        
               | srean wrote:
               | Yes independence is absolutely an assumption that I
               | (implicitly) made. It's essential for the convolution
               | identity to hold as well, I just carried through that
               | assumption.
               | 
               | We share interest in AWK (*) then :) I don't know OS at
               | all. Did you imply I know lisp ? I enjoy scheme, but used
               | it in anger never. Big fan of the little schemer series
               | of books.
               | 
               | (*) Have to find that Weinberger face Google-NY t-shirt.
               | Little treasures.
               | 
               | Regarding your dimensions comment, this is well
               | understood for a single layer, that is, for logistic
               | regression. Lehmann's book will have the necessary
               | material. With multiple layers it gets complicated real
               | fast.
               | 
               | The best performance estimates, as in, within realms of
               | being practically useful, largely come from two
               | approaches, one from PAC-Bayesian bounds, the other from
               | Statistical Physics (but these bounds are data
               | distribution dependent). The _intrinsic_ dimension of the
               | data plays a fundamental role there.
               | 
               | The recommended place to dig around is JMLR (journal of
               | machine learning research).
        
               | silloncito wrote:
               | Perhaps your txr submission suggests a lisp flavor. The
               | intrinsic dimension concept looks interesting, also the
               | V.C. dimension, but both concepts are very general.
               | Perhaps Lehmann's book is: Elements of large sample
               | theory.
        
               | srean wrote:
               | Txr is super interesting.
               | 
               | I meant Lehmann's Theory of Point Estimation, but large
               | sample theory is a good book too. The newer editions of
               | TPE are a tad hefty in number of pages. The earlier
               | versions would serve you fine.
               | 
               | The generic idea is that smaller these dimensions, easier
               | the prediction problem. Intrinsic dimension is one that
               | comes closest to topology. VC is very combinatorial and
               | gives the worst of worst case bounds. For a typical sized
               | dataset one ends up with an error probability estimate of
               | less than 420. With PAC-Bayes the bounds are atleast less
               | than 1.0.
        
             | pizza wrote:
             | Check out tropical algebras
        
               | ttoinou wrote:
               | Fascinating thank you for reminding me about that
        
           | whatshisface wrote:
           | That doesn't sound right. If P(X) is the vector {0.5,0,0.5}
           | and P(Y) is {0.5,0.5,0}, P(X)P(Y) is {0.25,0,0} and that's
           | both not normalized and clearly not the distribution for
           | max(X,Y). Did you get that from an LLM?
        
             | srean wrote:
             | You are using PMFs. I meant _and wrote distribution_
             | function aka cumulative distribution function. They are
             | closed under products.
             | 
             | > Did you get it from LLM
             | 
             | LOL. There must be a fun and guilty story lurking inside
             | the accusation.
             | 
             | On a more serious note, I would love it if LLMs could do
             | such simplifications and estimations on their own.
        
               | whatshisface wrote:
               | Distributions can be either PDFs or CDFs. To be honest
               | I'd never heard of assuming that a distribution was a CDF
               | unless otherwise specified.
        
               | srean wrote:
               | May I raise you a
               | 
               | https://en.m.wikipedia.org/wiki/Distribution_function
               | 
               | It's right in the title.
               | 
               | In probability theory, integration theory, as well as
               | electrical engineering, "distribution function", unless
               | further clarified, means that cumulative thing.
               | 
               | In math, nomenclature overloading can be a problem. So
               | context matters. In the context of dirac delta,
               | distribution means something else entirely --
               | _generalized functions_.
               | 
               | Oh! So sad you deleted your point about densities. One
               | can only laugh at and enjoy these idiosyncrasies of
               | nomenclature.
               | 
               | In Electrical Engineering one uses _j_ for imaginary
               | numbers because _i_ is taken (by current).
        
               | math_dandy wrote:
               | This is a natural point of confusion. The true (IMO)
               | primitive concept here is the probability measure.
               | Probability measures on the real line are in canonical
               | bijection with CDFs, the latter being axiomatizable as
               | cadlag functions (see
               | https://en.wikipedia.org/wiki/Cadlag) asymptotic to 0
               | (resp. 1) at minus infinity (resp. infinity). On the
               | other hand, not every probability measure has a density
               | function. (If you want the formalism of densities to
               | capture all probability measures, you need to admit more
               | exotic generalized functions a la Dirac.)
        
           | deepsun wrote:
           | Almost every probability theorem starts with "let's take
           | independent random variables". But in reality almost nothing
           | is independent. Superdeterminism even claims that exactly
           | nothing is independent.
        
             | srean wrote:
             | You are right.
             | 
             | The degree of dependence matters though. Mutual information
             | is one way to measure that.
             | 
             | Thankfully, some theorems remain valid even when
             | independence is violated. The next stop after independence
             | is martingale criteria. Martingale difference sequences can
             | be quite strongly dependent yet allow some of the usual
             | theorems to go through but with worse convergence rates.
        
             | mananaysiempre wrote:
             | Almost every _elementary_ probability theorem. There are
             | plenty of theorems conditional on bounds on how weak the
             | dependency should be (or how fast correlations decrease
             | with order, etc.), including CLT-like theorems, it's just
             | that they are difficult to state, very difficult to prove,
             | and almost impossible to verify the applicability of. In
             | practice you are anyway going to instead use the simpler
             | version and check if the results make sense after the fact.
        
         | jerf wrote:
         | 3blue1brown has a walkthrough of this:
         | https://www.youtube.com/watch?v=IaSGqQa5O-M
        
       | stared wrote:
       | Beware - one step more and you get into the region of generating
       | functions. I recommend a book Herbert Wilf with a wonderful name
       | of Generatingfunctionology
       | (https://www2.math.upenn.edu/~wilf/gfology2.pdf).
        
         | eliben wrote:
         | Indeed, generating functions are mentioned in a footnote :)
         | Very interesting topic
        
           | stared wrote:
           | Saw that!
           | 
           | Sometimes it makes things simpler (quite a a lot of things in
           | combinatorics), other times it is a tools for nice tricks (I
           | have no idea how I would solved these equations if it were
           | not for generating functions, see the appendix from a Mafia
           | game paper, https://arxiv.org/abs/1009.1031).
        
             | srean wrote:
             | Ooh! Lovely. Thank you.
             | 
             | Generating functions, Z-transforms are indispensable in
             | probability theory, Physics, signal processing, and now it
             | seems for a good round of Mafia while camping with friends.
        
         | esafak wrote:
         | I tip my hat to the person who invented that.
        
       | nayuki wrote:
       | You can also multiply polynomials by way of analogy with integer
       | multiplication:                        3  1  2  1            x
       | 2  0  6            ------------             18  6 12  6
       | 0  0  0  0        6  2  4  2       -----------------        6  2
       | 22  8 12  6
       | 
       | = 6x^5 + 2x^4 + 22x^3 + 8x^2 + 12x^1 + 6x^0.
        
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       (page generated 2025-05-21 23:02 UTC)