Introduction

This book is based on lectures given at the Mathematisches Forschungsinstitut Oberwolfach on “Computational Variational Flows in Machine Learning and Optimal Transport”. Variational and stochastic flows on measure spaces are ubiquitous in machine learning and generative modeling.

Frameworks and Concepts

Optimal transport and diffeomorphic flows provide powerful frameworks to analyze such trajectories of distributions with elegant notions from differential geometry, such as geodesics, gradient and Hamiltonian flows.

Recent Developments

Recently, mean field control and mean field games offered a general optimal control variational view on learning problems.

Content Overview

The four independent chapters in this book address the question of how the presented tools lead us to better understanding and further development of machine learning and generative models.