Recently there is a rising interest in the research of mean-field optimization, in particular because of its role in analyzing the training of neural networks. In this talk, by adding the Fisher Information (in other word, the Schrodinger kinetic energy) as the regularizer, we relate the mean-field optimization problem with a so-called mean field Schrodinger (MFS) dynamics. We develop a free energy method to show that the marginal distributions of the MFS dynamics converge exponentially quickly towards the unique minimizer of the regularized optimization problem. We shall see that the MFS is a gradient flow on the probability measure space with respect to the relative entropy. Finally, we propose a Monte Carlo method to sample the marginal distributions of the MFS dynamics. This is an ongoing joint work with Julien Claisse, Giovanni Conforti and Songbo Wang.

16 Mar 2023
4:30pm - 5:30pm
Where
https://hkust.zoom.us/j/93244715329 (Passcode: 3485)
Speakers/Performers
Prof. Zhenjie Ren
Université Paris-Dauphine
Organizer(S)
Department of Mathematics
Contact/Enquiries
Payment Details
Audience
Alumni, Faculty and staff, PG students, UG students
Language(s)
English
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