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

Author:

Di Persio Luca1ORCID,Garbelli Matteo12ORCID

Affiliation:

1. Department of Computer Science, University of Verona, Strada le Grazie 15, 37134 Verona, Italy

2. Department of Mathematics, University of Trento, Via Sommarive 14, Povo, 38123 Trento, Italy

Abstract

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 field formulation of OT theory that may allow the development of efficient algorithms in a high-dimensional framework while providing a powerful tool in the context of explainable Artificial Intelligence.

Publisher

MDPI AG

Subject

Physics and Astronomy (miscellaneous),General Mathematics,Chemistry (miscellaneous),Computer Science (miscellaneous)

Reference30 articles.

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5. Baudelet, S., Frénais, B., Laurière, M., Machtalay, A., and Zhu, Y. (2023). Deep Learning for Mean Field Optimal Transport. arXiv.

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