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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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242483725966 · Jun 202019922001200920172026
48 results for neural 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 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.

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.

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 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 dynamics of a simple neural network using a mean-field approach.

problem Understanding the training dynamics of neural networks, especially in classification tasks.
method Developed an analytic theory using a mean-field limit for a simple neural network.
result Explicitly solved the dynamics of a linearly separable dataset with a linear hinge loss.

Gradient descent dynamics in wide neural networks are analyzed using a dynamical CLT.

problem Understanding the fluctuations in wide shallow neural networks trained via gradient descent.
method Dynamical Central Limit Theorem (CLT) applied to neural network dynamics.
result Asymptotic fluctuations remain bounded in mean square throughout training.

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.

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.

Analysis of SGD for Gaussian mixture classification using dynamical mean-field theory.

problem Learning dynamics of SGD for a neural network classifying Gaussian mixture.
method Applying dynamical mean-field theory to track SGD dynamics in high dimensions.
result Reveals how SGD navigates the non-convex loss landscape.

Unified analysis of DLNs using DMFT reveals dynamics of loss convergence and generalization trade-offs.

problem Understanding the overall dynamics of diagonal linear networks (DLNs) in neural network training.
method Dynamical Mean-Field Theory (DMFT) applied to DLNs.
result Derives low-dimensional effective process capturing high-dimensional gradient flow dynamics.

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.

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.

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.

The study analyzes a three-layer neural network's training dynamics using a functional-space mean-field theory.

problem Understanding the training dynamics of partially-trained three-layer neural networks.
method Generalized mean-field theory to functional spaces, proving convergence and feature learning.
result The training loss of the model decays to zero at a linear rate in the L2L_2 regression setting.

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.

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.

Improved convergence rates for MFLD in various gradient estimators.

problem Proving convergence rates for mean-field Langevin dynamics with stochastic gradient updates.
method General framework for propagation of chaos, including finite-particle approximation, time-discretization, and stochastic gradient approximation.
result Improved convergence rates for SGD and SVRG settings.

The paper develops a new algorithm for RBMs using dynamical mean-field theory.

problem Learning in Restricted Boltzmann Machines (RBMs) with complex dependencies.
method Dynamical mean-field theory applied to RBMs with rectangular coupling matrices drawn from a bi-rotation invariant ensemble.
result The algorithm converges globally under a stability criterion, with rates matching numerical simulations.

Uniform bounds for neural network convergence without strong convexity assumptions.

problem Understanding the convergence of neural networks in the feature-learning regime.
method Establishing uniform-in-time weak propagation-of-chaos via mean-field deterministic Wasserstein-gradient-flow dynamics.
result Uniform bounds on the difference between infinite-width and finite-width neural network outputs, showing that fewer neurons can achieve a desired loss.

Study analyzes adversarial training dynamics without data distribution assumptions.

problem Understanding training dynamics of adversarial training without data distribution assumptions.
method Mean field theory approach to analyze adversarial training in random deep neural networks.
result Upper bounds of adversarial loss derived empirically and theoretically.

Paper analyzes SHB method for neural networks, proving stability, connectivity, and global convergence.

problem Theoretical understanding of SHB method for neural networks.
method Mean-field analysis of SHB dynamics related to a partial differential equation.
result SHB method converges to global optimum and exhibits stability and connectivity.

Neural networks with a large number of parameters admit a mean-field description, which has recently served as a theoretical explanation for the favorable training properties of "overparameterized" models. In this regime, gradient descent obeys a deterministic partial differential equation (PDE) that converges to a glo…

2019-02-05abs ↗pdf ↗

Study shows uniform-time chaos propagation in mean field Langevin dynamics.

problem Understanding the convergence of marginal distributions in mean field dynamics.
method Assumed functional convexity of energy, used LpL^p-convergence and Wasserstein metrics.
result Uniform-in-time propagation of chaos proved in both L2L^2-Wasserstein and relative entropy.

Study shows how large neural networks avoid overfitting through decoupling of feature learning and complexity growth.

problem Understanding inductive bias and generalization in large neural networks.
method Dynamical mean field theory applied to large two-layer networks.
result Training dynamics of large networks exhibit a separation of timescales, decoupling feature learning and overfitting.

Study on fluctuations in neural network kernels and predictions, focusing on finite width effects.

problem Characterizing fluctuations in finite width neural networks.
method Dynamical mean field theory analysis of wide but finite feature learning neural networks.
result Fluctuations in kernels and predictions are dynamically coupled, leading to reduced variance in feature learning regimes.

Efficiently learns MFC systems with unknown dynamics.

problem Learning in multi-agent systems with non-stationary interactions and combinatorial state/action spaces.
method Model-based reinforcement learning algorithm, M3UCRLM^3-UCRL, balancing exploration and exploitation.
result First general regret bounds for model-based reinforcement learning of MFC systems.

The study examines spectral dynamics in deep neural networks, predicting how outliers evolve during training.

problem Understanding spectral evolution in deep neural networks during training.
method Developed a two-level dynamical mean-field theory (DMFT) to track spectral dynamics.
result The theory predicts how outliers evolve with training time, width, output scale, and initialization variance.

Research explores how interconnected systems synchronize and how to control their behavior.

problem Understanding and controlling the behavior of interconnected dynamical systems.
method Mean field games approach applied to controlled coupled oscillators.
result Developed methods to predict and influence emergent phenomena in interconnected systems.

Analyzes SGD dynamics in two-layer networks, bridging different regimes.

problem Understanding SGD dynamics in high-dimensional and mean-field settings.
method Rigorous analysis via deterministic low-dimensional description of sufficient statistics.
result Infinite-width dynamics remains close to a low-dimensional subspace.

Study on neural network dynamics in high dimensions with quadratic activation.

problem Understanding training dynamics in overparameterized neural networks.
method Derivation of gradient flow equations and analysis under l2-regularization.
result Characterization of estimator performance and spectral properties in the high-dimensional limit.

Paper studies convergence of Mean-Field GDA dynamics for MNE of continuous games.

problem Finding mixed Nash equilibria in continuous games.
method Two-scale Mean-Field Gradient Descent Ascent dynamics.
result Two-scale Mean-Field GDA converges exponentially to MNE without convexity assumptions.

New framework for understanding infinite-width neural networks.

problem Understanding the infinite-width limit behavior of neural networks.
method General framework to study limit behavior of neural models based on hyperparameter scaling.
result Derives scaling for existing mean-field and neural tangent kernel limits and introduces new dynamically stable limits.

Global convergence of multilayer neural networks proven for any depth.

problem Global convergence of multilayer neural networks in the mean field regime.
method Mean field limit framework, neuronal embedding, bidirectional diversity condition.
result Global convergence for multilayer networks of any depths, including correlated initializations.

Deep learning relies on good initialization schemes and hyperparameter choices prior to training a neural network. Random weight initializations induce random network ensembles, which give rise to the trainability, training speed, and sometimes also generalization ability of an instance. In addition, such ensembles pro…

2018-06-17abs ↗pdf ↗

Paper proposes a mean-field gradient descent for zero-sum games, proving convergence to Nash equilibrium.

problem Finding mixed Nash equilibria in zero-sum games with multiple players.
method Mean-field gradient descent dynamics with time-averaging, incorporating exponentially discounted gradients.
result Exponential convergence rate to mixed Nash equilibrium with respect to total variation metric.