Kernel Approximation of Fisher-Rao Gradient Flows

• URL: http://arxiv.org/abs/2410.20622v1
• Date: Sun, 27 Oct 2024 22:52:08 GMT
• Title: Kernel Approximation of Fisher-Rao Gradient Flows
• Authors: Jia-Jie Zhu, Alexander Mielke,
• Abstract summary: We present a rigorous investigation of Fisher-Rao and Wasserstein type gradient flows concerning their gradient structures, flow equations, and their kernel approximations. Specifically, we focus on the Fisher-Rao geometry and its various kernel-based approximations, developing a principled theoretical framework.
• Score: 52.154685604660465
• License:
• Abstract: The purpose of this paper is to answer a few open questions in the interface of kernel methods and PDE gradient flows. Motivated by recent advances in machine learning, particularly in generative modeling and sampling, we present a rigorous investigation of Fisher-Rao and Wasserstein type gradient flows concerning their gradient structures, flow equations, and their kernel approximations. Specifically, we focus on the Fisher-Rao (also known as Hellinger) geometry and its various kernel-based approximations, developing a principled theoretical framework using tools from PDE gradient flows and optimal transport theory. We also provide a complete characterization of gradient flows in the maximum-mean discrepancy (MMD) space, with connections to existing learning and inference algorithms. Our analysis reveals precise theoretical insights linking Fisher-Rao flows, Stein flows, kernel discrepancies, and nonparametric regression. We then rigorously prove evolutionary $\Gamma$-convergence for kernel-approximated Fisher-Rao flows, providing theoretical guarantees beyond pointwise convergence. Finally, we analyze energy dissipation using the Helmholtz-Rayleigh principle, establishing important connections between classical theory in mechanics and modern machine learning practice. Our results provide a unified theoretical foundation for understanding and analyzing approximations of gradient flows in machine learning applications through a rigorous gradient flow and variational method perspective.

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