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Ethan Huffman

Publications and source records attributed to Ethan Huffman.

2 recordsLinked to original sources

Long-Time Behavior of Zero-Noise Mean-Field Adam

Adaptive methods such as Adam are the most commonly used methods for training neural networks, but their long-time behavior is not as well understood as that of non-adaptive methods. This is particularly true in the mean-field limit, where the dynamics of infinitely many neurons are described as a distribution over parameters which satisfies a self-consistency condition. In this paper, we study a deterministic continuous-time model of Adam in the mean-field setting. Under a condition relating the averaging rates of the momentum and second-moment variables, the size of the gradients, and a regularization parameter, we prove that the distribution of parameters converges to the set of equilibria. This condition extends the range known for finite-dimensional models, and we show that it is sharp. Under an additional Lojasiewicz-type inequality for distributions, we prove that individual parameter trajectories converge and obtain quantitative rates for this convergence. We verify the qualitative convergence assumptions for a regularized two-layer neural network. We also show that adding noise to the momentum prevents the system from approaching these equilibria and rules out many free-energy type Lyapunov functionals. Finally, numerical experiments illustrate the energy estimates, give evidence of persistent oscillations outside the sufficient parameter range, and compare the observed decay with the predicted rates.

math.OC↗

Uniform-in-Time Convergence Rates to a Nonlinear Markov Chain for Mean-Field Interacting Jump Processes

We consider a system of $N$ particles interacting through their empirical distribution on a finite state space in continuous time. In the formal limit as $N\to\infty$, the system takes the form of a nonlinear (McKean--Vlasov) Markov chain. This paper rigorously establishes this limit. Specifically, under the assumption that the mean field system has a unique, exponentially stable stationary distribution, we show that the weak error between the empirical measures of the $N$-particle system and the law of the mean field system is of order $1/N$ uniformly in time. Our analysis makes use of a master equation for test functions evaluated along the measure flow of the mean field system, and we demonstrate that the solutions of this master equation are sufficiently regular. We then show that exponential stability of the mean field system is implied by exponential stability for solutions of the linearized Kolmogorov equation with a source term. Finally, we show that our results can be applied to the study of mean field games and give a new condition for the existence of a unique stationary distribution for a nonlinear Markov chain.

math.PR↗