arXiv:2607.23008math.OCcs.LG2026-07

将加速优化从欧氏空间扩展到概率测度空间,实现高效求解

Nesterov acceleration in optimizing over probability measures

论文配图:Nesterov acceleration in optimizing over probability measures
图 1 · 摘自论文原文
  • 通过哈密顿与希尔伯特空间双重升维,解决测度空间动量难计算问题
  • 在粒子数和迭代次数上均获得与欧氏空间匹配的收敛速度
  • 适合做分布优化、生成模型及不确定性量化的研究者参考

概率测度优化在现代机器学习、科学计算和不确定性量化中日益重要。受欧氏空间中Nesterov加速梯度法启发,本文在概率测度空间 $\mathcal{P}_2$ 上发展了Heavy-ball与Nesterov加速方法,并建立了非渐近收敛保证,其性能与欧氏空间对应方法一致。特别地,给出了关于迭代次数和用于表示概率分布的粒子数的收敛速率。将加速优化从欧氏空间推广至概率测度空间面临挑战:自然的动量概念需要切丛等几何结构,数值操作困难。为此,本文提出两种互补的升维方法:第一种通过哈密顿形式将概率测度提升至相空间,引入动量变量;第二种将其提升至公共希尔伯特空间,恢复线性结构以进行收敛分析,同时得到可执行的粒子动力学。二者结合,为设计、分析和实现基于动量的加速优化方法提供了系统框架。

原文摘要 · Abstract (English)

Optimization over probability measures has become an increasingly important paradigm in modern machine learning, scientific computing, and uncertainty quantification. Motivated by Nesterov's accelerated gradient method in Euclidean space, we develop Heavy-ball and Nesterov acceleration methods over the probability measure space $\mathcal{P}_2$ and establish non-asymptotic convergence guarantees that match their Euclidean counterparts. In particular, we derive convergence rates with respect to both the number of iterations and the number of particles used to represent the underlying probability distributions. Extending accelerated optimization from Euclidean space to probability measures is challenging. The natural notion of momentum requires concepts such as tangent bundles of the set of probability space and they are hard to operate numerically. To overcome these difficulties, we introduce two complementary lifting procedures. The first lifts probability measures to phase space through a Hamiltonian formulation, introducing momentum variables into the dynamics. The second lifts probability measures to a common Hilbert space, restoring the linear structure required for convergence analysis while simultaneously yielding executable particle dynamics. Together, these two complementary lifting procedures provide a systematic methodology for designing, analyzing, and implementing momentum-based accelerated optimization methods over probability measure spaces.

优化理论概率测度加速算法

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