arXiv:2512.19649cs.LGmath.OC2025-12NeurIPS被引 1

用深度学习高效计算高维凸函数的共轭,精度高且可自评估。

Deep Legendre Transform

  • 基于隐式Fenchel公式,用梯度法最小化逼近误差
  • 高维场景下精度高,数值实验验证有效
  • 可结合符号回归获得特定函数的精确共轭

我们提出一种新型深度学习算法,用于计算可微凸函数的凸共轭,这是凸分析中的基本操作,在优化、控制理论、物理和经济学中均有广泛应用。传统数值方法在高维下受维数灾难影响,计算不可行;近年基于神经网络的方法虽有更好扩展性,但多用于求解最优传输问题,需解决复杂的优化或极大极小问题。本文利用凸共轭的隐式Fenchel表述,构建了高效的基于梯度的逼近误差最小化框架,并可提供逼近精度的后验估计。数值实验表明,该方法在多个高维例子中均能获得准确结果。此外,通过结合柯尔莫戈洛夫-阿诺德网络进行符号回归,能够精确求得特定凸函数的凸共轭。

原文摘要 · Abstract (English)

We introduce a novel deep learning algorithm for computing convex conjugates of differentiable convex functions, a fundamental operation in convex analysis with various applications in different fields such as optimization, control theory, physics and economics. While traditional numerical methods suffer from the curse of dimensionality and become computationally intractable in high dimensions, more recent neural network--based approaches scale better, but have mostly been studied with the aim of solving optimal transport problems and require the solution of complicated optimization or max--min problems. Using an implicit Fenchel formulation of convex conjugation, our approach facilitates an efficient gradient--based framework for the minimization of approximation errors and, as a byproduct, also provides a posteriori estimates of the approximation accuracy. Numerical experiments demonstrate our method's ability to deliver accurate results across different high-dimensional examples. Moreover, by employing symbolic regression with Kolmogorov--Arnold networks, it is able to obtain the exact convex conjugates of specific convex functions.

凸分析深度学习共轭函数高维计算

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