We provide an Information-Geometric formulation of Classical Mechanics on the Riemannian manifold of probability distributions, which is an affine manifold endowed with a dually-flat connection. In a non-parametric formalism, we consider the full set of positive probability functions on a finite sample space, and we provide a specific expression for the tangent and cotangent spaces over the statistical manifold, in terms of a Hilbert bundle structure that we call the Statistical Bundle. In this setting, we compute velocities and accelerations of a one-dimensional statistical model using the canonical dual pair of parallel transports and define a coherent formalism for Lagrangian and Hamiltonian mechanics on the bundle. Finally, in a series of examples, we show how our formalism provides a consistent framework for accelerated natural gradient dynamics on the probability simplex, paving the way for direct applications in optimization, game theory and neural networks.

Lagrangian and Hamiltonian Mechanics for Probabilities on the Statistical Manifold / Chirco, Goffredo. - In: INTERNATIONAL JOURNAL OF GEOMETRIC METHODS IN MODERN PHYSICS. - ISSN 1793-6977. - (2022). [10.1142/S0219887822502140]

Lagrangian and Hamiltonian Mechanics for Probabilities on the Statistical Manifold

Goffredo Chirco
2022

Abstract

We provide an Information-Geometric formulation of Classical Mechanics on the Riemannian manifold of probability distributions, which is an affine manifold endowed with a dually-flat connection. In a non-parametric formalism, we consider the full set of positive probability functions on a finite sample space, and we provide a specific expression for the tangent and cotangent spaces over the statistical manifold, in terms of a Hilbert bundle structure that we call the Statistical Bundle. In this setting, we compute velocities and accelerations of a one-dimensional statistical model using the canonical dual pair of parallel transports and define a coherent formalism for Lagrangian and Hamiltonian mechanics on the bundle. Finally, in a series of examples, we show how our formalism provides a consistent framework for accelerated natural gradient dynamics on the probability simplex, paving the way for direct applications in optimization, game theory and neural networks.
2022
Lagrangian and Hamiltonian Mechanics for Probabilities on the Statistical Manifold / Chirco, Goffredo. - In: INTERNATIONAL JOURNAL OF GEOMETRIC METHODS IN MODERN PHYSICS. - ISSN 1793-6977. - (2022). [10.1142/S0219887822502140]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11588/892405
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