Gradient Flows on Graphons: Existence, Convergence, Continuity Equations

Sewoong Oh (), Soumik Pal (), Raghav Somani () and Raghavendra Tripathi ()
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Sewoong Oh: University of Washington
Soumik Pal: University of Washington
Raghav Somani: University of Washington
Raghavendra Tripathi: University of Washington

Journal of Theoretical Probability, 2024, vol. 37, issue 2, 1469-1522

Abstract: Abstract Wasserstein gradient flows on probability measures have found a host of applications in various optimization problems. They typically arise as the continuum limit of exchangeable particle systems evolving by some mean-field interaction involving a gradient-type potential. However, in many problems, such as in multi-layer neural networks, the so-called particles are edge weights on large graphs whose nodes are exchangeable. Such large graphs are known to converge to continuum limits called graphons as their size grows to infinity. We show that the Euclidean gradient flow of a suitable function of the edge weights converges to a novel continuum limit given by a curve on the space of graphons that can be appropriately described as a gradient flow or, more technically, a curve of maximal slope. Several natural functions on graphons, such as homomorphism functions and the scalar entropy, are covered by our setup, and the examples have been worked out in detail.

Keywords: Gradient flows; Graphons; Optimal transport; Exchangeability; 05C60; 05C80; 68R10; 60K35 (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1007/s10959-023-01271-8

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