Field Theory of Data: Anomaly Detection via the Functional Renormalization Group. The 2D Ising Model as a Benchmark (opens in new tab)
We establish a correspondence between anomaly detection in high-noise regimes and the renormalization group flow of non-equilibrium field theories. We provide a physical grounding for this framework by proving that the detection of phase transitions in interacting non-equilibrium systems maps to the study of an effective equilibrium field theory near its Gaussian fixed point, which we identify with the universal Marchenko-Pastur distribution. ...
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