On a nonhierarchical generalization of the Perceptron GREM

Abstract

We introduce a nonlinear, nonhierarchical generalization of Derrida's GREM and establish through a Sanov-type large deviation analysis both a Boltzmann-Gibbs principle as well as a Parisi formula for the limiting free energy. In line with the predictions of the Parisi theory, the free energy is given by the minimal value over all Parisi functionals/hierarchical structures in which the original model can be coarse-grained.