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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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206411617822 · Jun 202019922001200920172026
48 results for mean-field neural nets

Mean-field neural nets approximate functions using a free energy functional and controlled dynamics.

problem Function approximation by two-layer neural nets in the mean-field regime.
method Phrasing function approximation as global minimization of a free energy functional, examining dynamics in the space of probability measures over weights.
result Characterization of the unique global minimizer and dynamics achieving it, including the Föllmer drift.

Deep Bayesian neural nets can use simpler weight approximations without sacrificing performance.

problem The need for complex weight posterior approximations in deep Bayesian neural networks.
method Theoretical and empirical analysis of mean-field variational inference in deep networks.
result Mean-field variational weight posteriors in deep networks can induce similar function-space distributions as complex approximations in shallower networks.

Study shows policy gradient convergence for entropy-regularized MDPs with neural nets in mean-field regime.

problem Global convergence of policy gradient for entropy-regularized MDPs with neural network approximation.
method Softmax policy with neural network approximation in mean-field regime, gradient flow in 2-Wasserstein metric, exponential convergence under sufficient regularization.
result Gradient flow converges exponentially fast to the unique stationary solution under sufficient regularization.

Study uses neural nets to learn multi-index models in high dimensions, reducing complexity.

problem Learning multi-index models in high-dimensional data.
method Mean-field Langevin dynamics with neural networks.
result Effective dimension controls sample and computational complexity, potentially reducing it.

New framework connects two neural network theories, improving finite-width approximations.

problem Theoretical guarantees for neural network training in general cases.
method Developed a general framework linking mean-field and constant kernel theories.
result Discrete-time MF limit provides better approximation for finite-width nets.

Deep learning solves complex PA mean field games with market-clearing conditions.

problem Optimizing Principal-Agent interactions in renewable energy markets with market-clearing conditions.
method Actor-critic approach, deep backward stochastic differential equations (BSDE), neural net approximation.
result Efficacy of the deep learning algorithm in solving complex PA mean field games.

New neural networks learn mappings between probability measures and functions.

problem Learning mappings between Wasserstein space of probability measures and function spaces.
method Two types of neural networks: bin density and cylindrical approximation, are proposed and supported by universal approximation theorems.
result Accuracy and efficiency of mean-field neural networks in generalization error with various test distributions.

Global convergence proved for three-layer neural networks in mean field regime.

problem Optimization efficiency of multilayer neural networks in the mean field regime.
method Developed a rigorous framework for mean field limit of three-layer networks using stochastic gradient descent and neuronal embedding.
result Global convergence guarantee for unregularized feedforward three-layer networks in the mean field regime.

This work shows linear convergence for two-layer neural networks in mean-field regime.

problem Optimizing two-layer neural networks in the mean-field regime.
method Mean-field analysis and continuous-time noisy gradient descent.
result Establishes linear convergence rate for two-layer neural networks.

Study on price formation in financial markets with a single default event.

problem Equilibrium price formation in financial markets with a single default risk.
method Characterized optimal strategies using quadratic-growth BSDEs, derived market-clearing condition, and established mean-field BSDE solvability.
result Characterized equilibrium risk premium and its dependence on default risk factors.

New algorithm solves mean-field control problems using actor-critic learning with moment neural networks.

problem Solving mean-field control problems in continuous time reinforcement learning.
method Gradient-based policy and value function learning with moment neural networks on the Wasserstein space.
result Effective solution for diverse mean-field control problems, including multi-dimensional and nonlinear settings.

Improved particle approximation for mean-field neural networks.

problem Particle approximation error for mean-field neural networks.
method Improved particle approximation error by leveraging the problem structure in risk minimization.
result Established an LSI-constant-free particle approximation error concerning the objective gap.

Two-layer neural networks learn efficiently using kernel methods in mean-field analysis.

problem Feature learning ability of two-layer neural networks in the mean-field regime.
method Mean-field analysis through kernel methods, focusing on dynamics of the first layer's kernel.
result Two-layer neural networks can learn a union of multiple reproducing kernel Hilbert spaces more efficiently than kernel methods.

An important class of distance metrics proposed for training generative adversarial networks (GANs) is the integral probability metric (IPM), in which the neural net distance captures the practical GAN training via two neural networks. This paper investigates the minimax estimation problem of the neural net distance ba…

2018-11-02abs ↗pdf ↗

Improved sampling from mean-field stationary distributions.

problem Sampling from the stationary distribution of mean-field SDEs.
method Decoupling the problem into two aspects: approximation of mean-field SDE and sampling from finite-particle distribution.
result Improved guarantees in various settings, including optimizing neural networks.

Study uses MFG approach to model equilibrium pricing with market clearing condition.

problem Continuous asset pricing with market clearing condition.
method Mean field game approach to solve forward-backward SDEs of McKean-Vlasov type.
result Net order flow converges to zero in large N-limit with specified conditions.

Transformers approximate mean-field dynamics of indistinguishable particles.

problem Approximating the dynamics of indistinguishable particles in complex systems.
method Using transformers to model the mean-field dynamics of interacting particle systems.
result Theoretical bounds on the distance between true and transformer-obtained mean-field dynamics.

Despite the phenomenal success of deep learning in recent years, there remains a gap in understanding the fundamental mechanics of neural nets. More research is focussed on handcrafting complex and larger networks, and the design decisions are often ad-hoc and based on intuition. Some recent research has aimed to demys…

2019-04-24abs ↗pdf ↗

Machine learning algorithms relying on deep neural networks recently allowed a great leap forward in artificial intelligence. Despite the popularity of their applications, the efficiency of these algorithms remains largely unexplained from a theoretical point of view. The mathematical description of learning problems i…

2019-11-03abs ↗pdf ↗

In this paper, we introduce transformations of deep rectifier networks, enabling the conversion of deep rectifier networks into shallow rectifier networks. We subsequently prove that any rectifier net of any depth can be represented by a maximum of a number of functions that can be realized by a shallow network with a …

2017-03-30abs ↗pdf ↗

Study shows polynomial-width neural networks can closely approximate infinite-width networks in polynomial time.

problem Approximating dynamics of polynomial-width neural networks with infinite-width networks.
method Bounding approximation gap through a differential equation governed by mean-field dynamics, considering local Hessian.
result Polynomially many neurons are sufficient to closely approximate mean-field dynamics.

The paper analyzes the mean field Langevin dynamics and its convergence rate.

problem The convergence property of the mean field Langevin dynamics in the context of neural networks.
method The analysis uses a proximal Gibbs distribution and techniques from convex optimization.
result A concise convergence rate analysis of the mean field Langevin dynamics in both continuous and discrete time settings.

Improved PoC for MFLD reduces approximation error and provides model ensemble guarantees.

problem Quantifying optimization complexity in mean-field Langevin dynamics.
method Refined defective log-Sobolev inequality for neural network training.
result Improved PoC result with reduced approximation error and theoretical model ensemble guarantees.

DP-Net uses dynamic programming for efficient deep neural network compression.

problem Efficiently compressing deep neural networks while maintaining accuracy.
method Dynamic Programming for optimal weight quantization and clustering-friendly training.
result Achieves up to 77X compression ratio on Wide ResNet with minimal accuracy loss.

The paper solves complex control problems using neural networks.

problem Solving McKean-Vlasov control problems.
method Mean-field neural networks and algorithms based on dynamic programming and stochastic maximum principle.
result Extensive numerical results show the accuracy of the proposed algorithms.

Softmax policy gradient achieves global optimality in wide neural networks with entropy regularization.

problem Optimizing softmax policies with neural networks in the mean-field regime.
method Modeling neural networks as Wasserstein gradient flows and proving global optimality of fixed points.
result Global optimality of softmax policy gradient in wide single hidden layer neural networks with entropy regularization.

Bayesian neural networks learn efficiently at infinite width, matching polynomial-width performance.

problem Understanding the inductive bias of infinite-width neural networks.
method Analyzing the reduced entropy and using subsampling techniques.
result The Bayesian mean-field learner generalizes exactly on polynomially-bounded targets.

Study measures impact of data and neural net similarity on transferability in restaurant sales data.

problem Identify indicators for successful transferability of neural nets across different data sets.
method Empirical study on sales data from six restaurants, calculating indicators based on data and neural net similarities.
result Negative correlations between transferability and indicators, allowing better model performance and fewer transfers.

The paper extends mean field results to three-layer neural networks using SGD.

problem Understanding the dynamics of training three-layer neural networks with SGD.
method Extending mean field results from two-layer networks to three-layer networks with two hidden layers, using non-linear partial differential equations.
result The distributions of weights in the two hidden layers are independent.

PDA method optimizes neural networks with global convergence rate analysis.

problem Quantitative convergence rate for neural network optimization in mean field regime.
method Particle dual averaging (PDA) method, combining Langevin algorithm and outer loop optimization.
result Established quantitative global convergence for two-layer mean field neural networks.

Learning to Optimize is a recently proposed framework for learning optimization algorithms using reinforcement learning. In this paper, we explore learning an optimization algorithm for training shallow neural nets. Such high-dimensional stochastic optimization problems present interesting challenges for existing reinf…

2017-03-01abs ↗pdf ↗

This paper considers the power of deep neural networks (deep nets for short) in realizing data features. Based on refined covering number estimates, we find that, to realize some complex data features, deep nets can improve the performances of shallow neural networks (shallow nets for short) without requiring additiona…

2019-01-01abs ↗pdf ↗

Study bounds graph neural networks' over-parameterized error.

problem Understanding graph neural networks' performance in over-parameterized regimes.
method Developed mean-field regime bounds for graph convolutional and message passing neural networks.
result Established upper bounds with a convergence rate of O(1/n)O(1/n) for generalization error.

DNF-Net tackles tabular data challenges with neural architecture.

problem Handling tabular data efficiently using neural networks.
method DNF-Net uses a neural architecture with inductive bias corresponding to logical Boolean formulas in disjunctive normal form over affine soft-threshold decision terms.
result DNF-Net significantly outperforms fully connected networks on tabular data.