Gaussian-compensated Levy neural noise
Implementation & benchmark of arXiv:2607.27657 — A spectral-compensated scheme for space-parameter Poisson noise functionals: error bounds and complexity estimates
Source paper: A spectral-compensated scheme for space-parameter Poisson noise functionals: error bounds and complexity estimates arXiv:2607.27657 ⓘ · analyzed Aug 31, 2026
AI-generated research hypothesis, automatically tested. Not peer-reviewed.
Idea description
Replace the unresolved small jumps of an infinite-activity stable Levy noise source in a neural SDE or stochastic optimizer with one Gaussian increment whose variance equals the discarded jump variance. Simulate only jumps above the cutoff exactly or by Poisson sampling, retaining the large-jump distribution while obtaining the paper's O(\varepsilon) Wasserstein error instead of the naive O(\varepsilon^{1-\alpha/2}) error.
Formulas
Mathematical statement
For stable-type intensity \(\lambda_\beta(u)=c u^{-1-\alpha}\), with amplitude \(u>0\), scale \(c>0\), and activity index \(0<\alpha<2\), the paper analyzes the small-amplitude region \((0,\varepsilon)\). For a centered small-jump integral \(R_\varepsilon=\int_{0<u<\varepsilon}u\,\widetilde N(\mathrm dt,\mathrm du)\), where \(\widetilde N\) is the compensated Poisson random measure, its variance per unit time is \(\sigma_\varepsilon^2=\int_0^\varepsilon u^2\lambda_\beta(u)\,\mathrm du=c\varepsilon^{2-\alpha}/(2-\alpha)\). The compensated approximation replaces \(R_\varepsilon\) by \(\sigma_\varepsilon Z\), with \(Z\sim\mathcal N(0,1)\), while retaining jumps with \(u\geq\varepsilon\). The stated theorem gives Wasserstein-1 error \(O(\varepsilon)\) for this replacement, versus \(O(\varepsilon^{1-\alpha/2})\) when all small jumps are simply discarded; the residual is asymptotically normal at rate \(O(\varepsilon^{\alpha/2})\). The associated jump-evaluation costs to reach tolerance \(\tau\) are \(O(\tau^{-\alpha})\) for compensation and \(O(\tau^{-2\alpha/(2-\alpha)})\) for naive truncation. If the neural SDE uses uncompensated positive jumps rather than a centered Levy integral, add the exact small-jump mean \(m_\varepsilon=\int_0^\varepsilon u\lambda_\beta(u)\,\mathrm du=c\varepsilon^{1-\alpha}/(1-\alpha)\) for \(\alpha<1\), or use the model's prescribed Levy drift convention for \(\alpha\geq1\).
Implementation notes
Integrate this at the noise-generation line of a neural SDE solver, stochastic residual block, diffusion sampler with Levy perturbations, or optimizer that intentionally injects stable jump noise. For an Euler step of duration h, let the state be x and network drift be f_theta(x,t). Use the compensated Levy update:
inputs: x, t, h, epsilon, alpha, c
lambda_cut = c * epsilon**(-alpha) / alpha
K ~ Poisson(h * lambda_cut)
for j in 1..K:
sample U_j from density alpha * epsilon**alpha * u**(-1-alpha), u >= epsilon
large = sum_j U_j
sigma2 = c * epsilon**(2-alpha) / (2-alpha)
small = sqrt(h * sigma2) * Normal(0,1)
x <- x + h*f_theta(x,t) + large + small
For a centered process, compensate the retained large jumps using the model's Levy drift convention; when the relevant first moment is finite, subtract h * integral_epsilon^infinity(u*lambda(u) du). For an uncompensated positive-jump process with alpha<1, add the discarded small-jump mean h*m_small, where m_small=c*epsilon**(1-alpha)/(1-alpha). The variance formula is computed analytically, while the Gaussian and Poisson variables are sampled normally. First run a 2-layer neural SDE or CIFAR-10 stochastic residual classifier with alpha in {0.5,1.0,1.5}. Compare exact-small-jump simulation at a tiny reference cutoff, naive truncation, and compensation at equal wall-clock time and equal large-jump evaluations. Measure terminal-state sliced-W1, validation accuracy, gradient variance, and loss versus runtime. Success is a log-log W1 slope near 1 for compensation, near 1-alpha/2 for naive truncation, and equal terminal-state accuracy with fewer jump evaluations or faster loss descent. Test alpha near 2, where the predicted cost advantage is largest.
Verification
Stage 1 · Toy mechanism gate: Passed ✓
Stage 2 · Mechanism transferred to benchmark: Not reproduced ✗
Stage 2 · Practical benchmark result: Inconclusive
Methodology: 8 paired seeds, permutation test (p<0.05) against a learning-rate-tuned baseline. How verification works
Stage 1 — Mechanism check agent confidence 9/10
Built a reusable Gaussian-compensated Levy Euler update with Poisson-sampled large jumps, matched small-jump Gaussian variance, symmetric/one-sided modes, and the finite-mean correction for alpha<1. The toy sweep confirmed the predicted exponents across alpha=0.5, 1.0, and 1.5: variance 2-alpha, naive scale 1-alpha/2, compensated Wasserstein proxy 1, residual normality proxy alpha/2, and retained-jump rate -alpha. The mechanism is numerically supported, although no full neural-SDE training or direct finite-sample W1 comparison was established.
- Agent confidence
- 9/10
- Baseline
- Naive small-jump error scale sigma_epsilon had observed slopes 0.75, 0.50, and 0.25 for alpha=0.5, 1.0, and 1.5, matching predictions.
- Idea
- The compensated rho/sigma^2 proxy had slope 1.00 for all three alpha values; residual normality slopes were 0.25, 0.50, and 0.75; large-jump evaluation slopes were -0.50, -1.00, and -1.50. Monte Carlo relative variance error was 0.15%-0.29%.
Limitations: The direct empirical W1 test was abandoned because symmetric stable samples have problematic or infinite first moments for alpha<=1 and heavy-tail saturation obscured asymptotic slopes. No neural network optimization, neural-SDE trajectory accuracy, wall-clock benchmark, GPU test, or exact reference simulation at a tiny lower cutoff was performed.
How to run: python3 run_experiment.py && /home/maxwelhelp/main/bin/python3 smoke_test.py
Stage 2 — Benchmark vs. tuned baseline (arXiv:2607.27657)
Ahead of the baseline (−2.5%) but not statistically significant (p=0.1858, wins 6 / 8 paired seeds).
- Benchmark
- Tabular regression (Friedman)
- Model
- mlp_tiny
- Paired seeds
- 8
- Baseline mean
- 9.3915
- Idea mean
- 9.1563
- Effect (Δ)
- -0.2352 (−2.5%; negative = idea better)
- Wins
- 6 / 8 paired seeds
- p-value
- 0.1858 (permutation test, 20 000 shuffles)
- Smallest detectable effect
- ±4.1%
- Mechanism
- Not confirmed ✗
- Practical effect
- Inconclusive
- Baseline tuning
- swept over 9 configs
Only the registered tabular Friedman#1 optimizer track was tested. No vision, sequence, dynamics, neural-SDE trajectory, wall-clock, jump-evaluation, or exact-reference-cutoff benchmark was run; alpha=1.5, noise scale, dataset size, and 12-epoch training budget were fixed.
How to run: python3 bench_levy.py
Verdict computed by deterministic test code from paired-seed statistics — not by the language model.
Stage 2 — Benchmark latest Failed ✗
Agent confidence: 9/10
Gaussian-compensated Levy optimizer noise was tested against matched naive Levy truncation on the registered tabular/Friedman#1 track using the shared mlp_tiny architecture. Mean test MSE improved from 9.39149 to 9.15630, but the paired permutation p-value was 0.18585, so this is not a significant win. The mechanism signature was not confirmed within the preset tolerance: observed variance 4.0517e-08 versus predicted 4.8990e-08.
- Baseline
- 8-seed mean MSE 9.3914888501; best configuration lr=0.006, epsilon=0.03.
- Idea
- 8-seed mean MSE 9.1562968493; selected configuration lr=0.006, epsilon=0.06; paired delta=-0.2351920009; p=0.18585; 6/8 wins.
Benchmark result
Ahead of the baseline (−2.5%) but not statistically significant (p=0.1858, wins 6 / 8 paired seeds).
- Benchmark
- Tabular regression (Friedman)
- Model
- mlp_tiny
- Paired seeds
- 8
- Baseline mean
- 9.3915
- Idea mean
- 9.1563
- Effect (Δ)
- -0.2352 (−2.5%; negative = idea better)
- Wins
- 6 / 8 paired seeds
- p-value
- 0.1858 (permutation test, 20 000 shuffles)
- Smallest detectable effect
- ±4.1%
- Mechanism
- Not confirmed ✗
- Practical effect
- Inconclusive
- Baseline tuning
- swept over 9 configs
Only the registered tabular Friedman#1 optimizer track was tested. No vision, sequence, dynamics, neural-SDE trajectory, wall-clock, jump-evaluation, or exact-reference-cutoff benchmark was run; alpha=1.5, noise scale, dataset size, and 12-epoch training budget were fixed.
How to run: python3 bench_levy.py
Artifacts
- bench_levy.py 5.9 KB View Raw
- bench_report.json 6.0 KB View Raw
- levy_compensation.py 2.0 KB View Raw
- neural_levy_noise.py 2.5 KB View Raw
- report.md 1.7 KB View
- report_bench_2026-08-31T183619.md 6.2 KB View
- results.json 11.6 KB View Raw
- run_experiment.py 3.3 KB View Raw
- smoke_test.py 0.8 KB View Raw