Mean-field analysis of polynomial-width two-layer neural network beyond finite time horizon

We study the approximation gap between the dynamics of a polynomial-width neural network and its infinite-width counterpart, both trained using projected gradient descent in the mean-field scaling regime. We demonstrate how to tightly bound this approximation gap through a differential equation governed by the mean-field dynamics. A key factor influencing the growth of this ODE is the local Hessian of each particle, defined as the derivative of the particle’s velocity in the mean- field dynamics with respect to its position. We apply our results to the canonical feature learning problem of estimating a well-specified single-index model; we permit the information exponent to be arbitrarily large, leading to convergence times that grow polynomially in the ambient dimension d. We show that, due to a certain "self-concordance" property in these problems - where the local Hessian of a particle is bounded by a constant times the particle’s velocity - polynomially many neurons are sufficient to closely approximate the mean-field dynamics throughout training.