# DeepSets and their derivative networks for solving symmetric PDEs

arXiv: https://arxiv.org/abs/2103.00838 · HTML: https://mlsanity.com/paper/2103.00838/

## Key facts

- Cited by 10 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 1 Mar 2021.

## Built on by (most cited first, 10 of 10)

- [Generalization in Mean Field Games by Learning Master Policies](https://mlsanity.com/paper/2109.09717/) (2021)
- [Actor-Critic learning for mean-field control in continuous time](https://mlsanity.com/paper/2303.06993/) (2023)
- [Deep Neural Network Approximation of Invariant Functions through Dynamical Systems](https://mlsanity.com/paper/2208.08707/) (2022)
- [Neural Q-learning for solving PDEs](https://mlsanity.com/paper/2203.17128/) (2022)
- [Actor critic learning algorithms for mean-field control with moment neural networks](https://mlsanity.com/paper/2309.04317/) (2023)
- [Deep Backward and Galerkin Methods for the Finite State Master Equation](https://mlsanity.com/paper/2403.04975/) (2024)
- [One model to solve them all: 2BSDE families via neural operators](https://mlsanity.com/paper/2511.01125/) (2025)
- [Learning operators on labelled conditional distributions with applications to mean field control of non exchangeable systems](https://mlsanity.com/paper/2603.21683/) (2026)
- [Learning to Stop: Deep Learning for Mean Field Optimal Stopping](https://mlsanity.com/paper/2410.08850/) (2024)
- [Actor-Critic Learning for Extended Mean Field Control with Deterministic Policies](https://mlsanity.com/paper/2607.11005/) (2026)

## Abstract (arXiv)

Machine learning methods for solving nonlinear partial differential equations (PDEs) are hot topical issues, and different algorithms proposed in the literature show efficient numerical approximation in high dimension. In this paper, we introduce a class of PDEs that are invariant to permutations, and called symmetric PDEs. Such problems are widespread, ranging from cosmology to quantum mechanics, and option pricing/hedging in multi-asset market with exchangeable payoff. Our main application comes actually from the particles approximation of mean-field control problems. We design deep learning algorithms based on certain types of neural networks, named PointNet and DeepSet (and their associated derivative networks), for computing simultaneously an approximation of the solution and its gradient to symmetric PDEs. We illustrate the performance and accuracy of the PointNet/DeepSet networks compared to classical feedforward ones, and provide several numerical results of our algorithm for the examples of a mean-field systemic risk, mean-variance problem and a min/max linear quadratic McKean-Vlasov control problem.
