From Optimal Control to Optimal Transport via Stochastic Neural Networks in the Mean Field Setting

Abstract

In this paper we derive a unified perspective for Optimal Transport (OT) theory and Mean Field Control (MFC) theory to analyse the learning process for Neural Networks algorithms in a high-dimensional framework. We consider Mean Field Neural Networks in the context of MFC theory, specifically the mean field formulation of OT theory that allows the development of highly efficient algorithms while providing a powerful tool in the context of explainable Artificial Intelligence.