Quantitative Convergence of Wasserstein Gradient Flows of Kernel Mean Discrepancies

We study the quantitative convergence of Wasserstein gradient flows of Kernel Mean Discrepancy (KMD) (also known as Maximum Mean Discrepancy (MMD)) functionals. Our setting covers in particular the training dynamics of shallow neural networks in the infinite-width and continuous time limit, as well as interacting particle systems with pairwise Riesz kernel interaction in the mean-field and overdamped limit. Our main analysis concerns the model case of KMD functionals given by the squared Sobolev distance $ \mathscr{E}^ν_{s}(μ)= \frac{1}{2}\lVert μ-ν\rVert_{\dot H^{-s}}^{2}$ for any $s\geq 1 $ and $ν$ a fixed probability measure on the $d$-dimensional torus. First, inspired by Yudovich theory for the $2d$-Euler equation, we establish existence and uniqueness in natural weak regularity classes. Next, we show that for $s=1$ the flow converges globally at an exponential rate under minimal assumptions, while for $s>1$ we prove local convergence at polynomial rates that depend explicitly on $s$ and on the Sobolev regularity of $μ$ and $ν$. These rates hold both at the energy level and in higher regularity classes and are tight for $ν$ uniform. We then consider the gradient flow of the population loss for shallow neural networks with ReLU activation, which can be cast as a Wasserstein--Fisher--Rao gradient flow on the space of nonnegative measures on the sphere $\mathbb{S}^d$. Exploiting a correspondence with the Sobolev energy case with $s=(d+3)/2$, we derive an explicit polynomial local convergence rate for this dynamics. Except for the special case $s=1$, even non-quantitative convergence was previously open in all these settings. We also include numerical experiments in dimension $d=1$ using both PDE and particle methods which illustrate our analysis.

Infinite-width limit of deep linear neural networks

This paper studies the infinite-width limit of deep linear neural networks initialized with random parameters. We obtain that, when the number of neurons diverges, the training dynamics converge (in a precise sense) to the dynamics obtained from a gradient descent on an infinitely wide deterministic linear neural network. Moreover, even if the weights remain random, we get their precise law along the training dynamics, and prove a quantitative convergence result of the linear predictor in terms of the number of neurons. We finally study the continuous-time limit obtained for infinitely wide linear neural networks and show that the linear predictors of the neural network converge at an exponential rate to the minimal $\ell_2$-norm minimizer of the risk.