Primal and Dual Analysis of Entropic Fictitious Play for Finite-sum Problems
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Abstract (arXiv)
The entropic fictitious play (EFP) is a recently proposed algorithm that minimizes the sum of a convex functional and entropy in the space of measures -- such an objective naturally arises in the optimization of a two-layer neural network in the mean-field regime. In this work, we provide a concise primal-dual analysis of EFP in the setting where the learning problem exhibits a finite-sum structure. We establish quantitative global convergence guarantees for both the continuous-time and discrete-time dynamics based on properties of a proximal Gibbs measure introduced in Nitanda et al. (2022). Furthermore, our primal-dual framework entails a memory-efficient particle-based implementation of the EFP update, and also suggests a connection to gradient boosting methods. We illustrate the efficiency of our novel implementation in experiments including neural network optimization and image synthesis.
Key facts. Cited by 4 papers in the map (data through 14 Oct 2026). Builds on 22 of its 34 references that are in the map. First posted on arXiv 6 Mar 2023.
Builds on
22 of 34 references.
References · 22
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10 more
- 2017Stochastic Particle Gradient Descent for Infinite Ensemblescited by 52
- 2019Mean-Field Langevin Dynamics and Energy Landscape of Neural Networkscited by 50
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Citing papers per year: 2023: 1; 2024: 1; 2025: 2.
4 papers.
- 2023Convergence of mean-field Langevin dynamics: Time and space discretization, stochastic gradient, and variance reductioncited by 20
- 2024Provably Neural Active Learning Succeeds via Prioritizing Perplexing Samplescited by 5
- 2025Direct Distributional Optimization for Provable Alignment of Diffusion Modelscited by 5
- 2025Non-convex entropic mean-field optimization via Best Response flowcited by 2
- 2025Non-convex entropic mean-field optimization via Best Response flow28 May 2025
- 2025Direct Distributional Optimization for Provable Alignment of Diffusion Models5 Feb 2025
- 2024Provably Neural Active Learning Succeeds via Prioritizing Perplexing Samples6 Jun 2024
- 2023Convergence of mean-field Langevin dynamics: Time and space discretization, stochastic gradient, and variance reduction12 Jun 2023