Langevin dynamics along the zero set of real-analytic potentials

We consider the Langevin diffusion dXt = - β nabla V(Xt) dt + √2 dBt for a general nonnegative real-analytic potential V and a large parameter β. In the large-β limit the process is confined to the zero set of V, assuming that it starts there. We derive a candidate limiting evolution on the zero set. To do so, the zero set is partitioned into strata according to a measure of local codimension known as the local learning coefficient and its multiplicity. It is then shown that the Dirichlet form associated with X converges in a certain sense to a hierarchy of Dirichlet forms corresponding to a stochastic evolution on the strata. This evolution is strongly biased toward higher-dimensional, or "more singular", strata. This result is motivated by a question from Watanabe's singular learning theory regarding the learning dynamics of overparameterized statistical models and the generalization puzzle in deep learning. The result suggests a mechanism for the observation that stochastic gradient methods tend to be biased toward singular solutions that generalize well.