Theorem 13 (identity)

I-Ratio Identity

Statement

Let \( g_1, g_2, \ldots, g_K \) be gradient vectors of \( K \geq 2 \) objectives, and write \( D = \sum_i \|g_i\|^2 \). Define the interaction ratio

\[ I(\theta) \;=\; \frac{\displaystyle\sum_{i < j} g_i \cdot g_j}{D}. \]

Then

\[ \left\|\sum_{i} g_i\right\|^2 \;=\; D\,(1 + 2I). \]

Consequently \( I \in \left[-\tfrac{1}{2},\, \tfrac{K-1}{2}\right] \): the lower end is attained exactly when the gradients sum to zero, the upper end when all gradients coincide.

Derivation

Expand the squared norm of the total gradient:

\[ \left\|\sum_{i} g_i\right\|^2 = \sum_{i} \|g_i\|^2 + 2\sum_{i < j} g_i \cdot g_j = D + 2DI. \]

Non-negativity of the left side gives \( 1 + 2I \ge 0 \). Cauchy–Schwarz on each pair gives \( \sum_{i

Use as a diagnostic

\( I \) is a scale-free scalar computable from the \( O(K^2) \) gradient inner products. The deviation \( |I + \tfrac12| \) measures, relative to \( D \), how far the summed gradient is from zero; it says nothing about whether that point is a minimum, a saddle, or a stable point of any composed update. The same quantity appears as the balance residual \( B = 1 + 2I \) on the B-flow page.

  • Defined for any \( K \geq 2 \) objectives
  • Scale-invariant (ratio of same-unit quantities)
  • Computable in \( O(K^2 d) \) time from gradient inner products

Implementation checks

The checks below verify that the implementation computes the identity to double precision. They test the arithmetic, not any property of equilibria.

Test suiteCasesPassMax error
Structured problems, K = 2..20138138\( 2.22 \times 10^{-16} \)
Random problems7070\( 2.22 \times 10^{-16} \)
Five illustrative domains55\( 2.22 \times 10^{-16} \)

The maximum error equals IEEE 754 double-precision epsilon, as expected for an exact algebraic identity.

Experiment Files

exp_iratio_proof.sx — 138 structured cases across K = 2 to 20 objectives
exp_iratio_proof_statistical.sx — 70 randomly generated multi-objective problems
exp_iratio_applications.sx — the diagnostic computed in five illustrative settings