Uniform-in-Time Propagation of Chaos for Mean Field Langevin Dynamics

12/06/2022

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by   Fan Chen, et al.

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We study the uniform-in-time propagation of chaos for mean field Langevin dynamics with convex mean field potenital. Convergences in both Wasserstein-2 distance and relative entropy are established. We do not require the mean field potenital functional to bear either small mean field interaction or displacement convexity, which are common constraints in the literature. In particular, it allows us to study the efficiency of the noisy gradient descent algorithm for training two-layer neural networks.