Denny Wu

Convergence of mean-field Langevin dynamics: Time and space discretization, stochastic gradient, and variance reduction

2023 · arXiv (Cornell University)

The mean-field Langevin dynamics (MFLD) is a nonlinear generalization of the Langevin dynamics that incorporates a distribution-dependent drift, and it naturally arises from the optimization of two-layer neural networks via (noisy) gradient descent. Recent works …