Parallel Computation Algorithms and Convergence Guarantees for Mean-Field Langevin Dynamics
Abstract
Entropy-regularized optimization problems arise in various areas of machine learning, including mean-field neural networks, variational inference, and reinforcement learning. Mean-field Langevin dynamics (MFLD) is a dynamics capable of sampling from the optimal solution of such problems under appropriate conditions, and has been the subject of extensive recent research. As machine learning models grow in scale and parameter dimension, computational efficiency becomes increasingly important, especially in reducing the adaptive complexity of computation of MFLD, that is, the number of sequential rounds they require. In this work, we initiate the study of the adaptive complexity of MFLD and provide the first theoretical evidence that MFLD can indeed be accelerated through parallelism. In particular, we provide polylogarithmic convergence guarantees for both the infinite-particle and finite-particle setting under the log-Sobolev inequality.