Particle-based Generalised Stochastic Optimisation

arXiv:2608.02844v2 Announce Type: replace-cross Abstract: We develop a class of general diffusion-based stochastic particle optimisation methods for loss functions with intractable gradients. Specifically, we consider problems in which the loss gradient is an integral with respect to a parameter-dependent distribution, a structure that includes training generative models, fine-tuning, and learning latent-variable models. We introduce mean-field dynamics and its interacting-particle approximations, which contain several existing algorithms as special cases and provide a route to constructing new methods. Under well-posedness and joint contractivity assumptions, we prove exponential convergence and show that the continuous-time particle system admits a non-asymptotic error bound. We illustrate our framework by developing higher-order Langevin and momentum optimisers and evaluating them on maximum marginal-likelihood estimation and energy-based-model training.