Fig. 1.

Evolution of the radial distribution ${\overline{\rho }}_t$ for the isotropic Gaussian model, with $\mathrm{\Delta }=0.8$. Histograms are obtained from SGD experiments with $d=40$, $N=800$, initial weight distribution ${\rho }_0=\mathsf{\text{N}}\left(\mathbf{0},0.8^2/d\cdot {\mathbf{I}}_d\right)$, and step size $ϵ=10^{-6}$ and $\xi \left(t\right)=1$. Continuous lines correspond to a numerical solution of the DD (Eq. 13).