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Can one hear the shape of high-dimensional landscape ?
时间:2023年11月29日 09:06 点击数:

报告人:王式柔

报告地点:数学交叉科学中心405教室

报告时间:2023年12月02日星期六9:00-10:00

邀请人:冀书关、祖建

报告摘要:

Potential functions used in optimizations, dynamics applications, and machine learning etc. can be rather complicated in term of their structures and properties especially in very high dimensions. Due to lacking of knowledge on concrete forms of potential functions in real applications, even the determination of their basic structures and properties is a challenging problem in both mathematical analysis and numerical simulations. This talk presents a probabilistic approach to investigate the landscape of potential functions, including those in high dimensions, by using an appropriate coupling scheme to couple two copies of the overdamped Langevin dynamics of the potential functions. It can be theoretically shown that for potential functions with single or multiple wells, the coupling time distributions admit qualitatively distinct exponential tails in terms of noise magnitudes. In addition, a quantitative characterization of the non-convexity of a multi-well potential function can also be obtained via linear extrapolation. These theoretical findings thus suggest a promising approach to probe the shape of a potential landscape through the coupling time distributions at least numerically. Such a detection approach shares the same spirit with the well-known problem of "Can one hear the shape of a drum?" proposed by Kac in his famous 1966 paper. A variety of examples in different contexts will be demonstrated, including loss landscapes of neural networks of different sizes. This talk is based on a recent joint work with Yao Li (UMASS) and Molei Tao (Georgia Tech).

主讲人简介:

王式柔,吉林大学数学学院教授。研究领域为动力系统与遍历理论,研究工作主要侧重于刻画复杂与随机系统的渐近性及动力学复杂性,研究成果被Comm. Math. Phys., Ann. Inst. Henri Poincaré Probab. Stat.,Math. Z., Israel J. Math.等国际学术期刊接收或发表。

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