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Deep learning particle systems analyzed for convergence in neural SDEs

This paper analyzes controlled particle systems that arise in deep learning, specifically focusing on neural stochastic differential equations (SDEs). Researchers investigated the limiting behavior of sampled optimal control problems as the sample size increases, linking N-particle systems with centralized control. The study establishes regularity results uniform in N by employing the stochastic maximum principle and analyzing a backward stochastic Riccati equation, ultimately demonstrating the convergence of objective functional minima and optimal parameters in the Wasserstein space of Borel probability measures. AI

IMPACT Provides theoretical groundwork for understanding the behavior of neural SDEs and their convergence properties in large-scale deep learning models.

RANK_REASON The item is an academic paper published on arXiv detailing theoretical convergence analysis of particle systems in deep learning. [lever_c_demoted from research: ic=1 ai=1.0]

Read on arXiv stat.ML →

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Deep learning particle systems analyzed for convergence in neural SDEs

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The item is an academic paper published on arXiv detailing theoretical convergence analysis of particle systems in deep learning. [lever_c_demoted from research: ic=1 ai=1.0]
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COVERAGE [1]

  1. arXiv stat.ML TIER_1 English(EN) · Huafu Liao, Alp\'ar R. M\'esz\'aros, Chenchen Mou, Chao Zhou ·

    Convergence analysis of controlled particle systems arising in deep learning: from finite to infinite sample size

    arXiv:2404.05185v4 Announce Type: replace-cross Abstract: This paper deals with a class of neural SDEs and studies the limiting behavior of the associated sampled optimal control problems as the sample size grows to infinity. The neural SDEs with $N$ samples can be linked to the …