From Optimal Control to Mean Field Optimal Transport via Stochastic Neural Networks

From Optimal Control to Mean Field Optimal Transport via Stochastic Neural Networks

In this paper, we derive a unified perspective for Optimal Transport (OT) and Mean Field Control (MFC) theories to analyse the learning process for Neural Network algorithms in a high-dimensional framework. We consider a Mean Field Neural Network in the context of MFC theory referring to the mean fi...

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Bibliographic Details
Main Authors: Luca Di Persio, Matteo Garbelli
Format: Article
Language:English
Published: MDPI AG 2023-09-01
Series:Symmetry
Subjects:
neural network
machine learning
optimal transport
mean field control
mean field optimal transport
Online Access:https://www.mdpi.com/2073-8994/15/9/1724

Internet

https://www.mdpi.com/2073-8994/15/9/1724

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