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Machine learning and applied mathematics

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Machine learning and applied mathematics

The recent success of machine learning suggests that neural networks may be capable of approximating high-dimensional functions with controllably small errors. As a result, they could outperform standard function interpolation methods that have been the workhorses of scientific computing but do not scale well with dimension. In support of this prospect, here I will review what is known about the trainability and accuracy of shallow neural networks, which offer the simplest instance of nonlinear learning in functional spaces that are fundamentally different from classic approximation spaces. The dynamics of training in these spaces can be analyzed using tools from optimal transport and statistical mechanics, which reveal when and how shallow neural networks can overcome the curse of dimensionality. I will also discuss how scientific computing problem in high-dimension once thought intractable can be revisited through the lens of these results, focusing on applications related to (i) solving Fokker-Planck equations associated with high-dimensional systems displaying metastability and (ii) sampling Boltzmann-Gibbs distributions using generative models to assist MCMC methods.

- Séminaire Data de l’ENS

Détails :

Orateur / Oratrice : Eric Vanden-Eijnden
Date : 21 octobre 2021
Horaire : 10h45 - 11h45
Lieu : Amphi Jaurès (29 Rue d’Ulm)