Feature learning in neural networks and kernel machines that recursively learn features

Neural networks have achieved impressive results on many technological and scientific tasks. Yet, their empirical successes have outpaced our fundamental understanding of their structure and function. By identifying mechanisms driving the successes of neural networks, we can provide principled approaches for improving neural network performance and develop simple and effective alternatives. In this work, we isolate the key mechanism driving feature learning in fully connected neural networks by connecting neural feature learning to the average gradient outer product. We subsequently leverage this mechanism to design \textit{Recursive Feature Machines} (RFMs), which are kernel machines that learn features. We show that RFMs (1) accurately capture features learned by deep fully connected neural networks, (2) close the gap between kernel machines and fully connected networks, and (3) surpass a broad spectrum of models including neural networks on tabular data. Furthermore, we demonstrate that RFMs shed light on recently observed deep learning phenomena such as grokking, lottery tickets, simplicity biases, and spurious features. We provide a Python implementation to make our method broadly accessible [\href{https://github.com/aradha/recursive_feature_machines}{GitHub}].