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Paper · arXiv

Thinned Mean Field Langevin Dynamics

Several important learning tasks can be formulated as minimizing an entropy-regularized objective over an appropriate space of probability distributions. Mean-field Langevin dynamics (MFLD) facilitate computation in this general context, casting the minimizer as the invariant distribution of a McKean--Vlasov process, which can be numerically discretized using $N$ particles and thus simulated. However, simulating this interacting particle system has computational complexity of order $N^2$. Motivated by recent research into \emph{kernel thinning}, we propose \texttt{KT-MFLD}, in which each particle interacts only with a thinned particle coreset of size $\mathcal{O}(N^{\frac{1}{2}})$. \textt...

AuthorsZonghao Chen, Heishiro Kanagawa, François-Xavier Briol et al.
Primary categorycs.LG
Published27 May 2026
Last updated at source27 May 2026
cs.LG
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