2019

Machine Learning from a Continuous Viewpoint

E, Weinan, Ma, Chao, Wu, Lei

Understand

We present a continuous formulation of machine learning, as a problem in the calculus of variations and differential-integral equations, in the spirit of classical numerical analysis.

  • We demonstrate that conventional machine learning models and algorithms, such as the random feature model, the two-layer neural network model and the residual neural network model, can all be recovered (in a scaled form) as particular discretizations of different continuous formulations.
  • We also present examples of new models, such as the flow-based random feature model, and new algorithms, such as the smoothed particle method and spectral method, that arise naturally from this continuous formulation.
  • We discuss how the issues of generalization error and implicit regularization can be studied under this framework.

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