Polyak-Łojasiewicz inequality on the space of measures and convergence of mean-field birth-death processes (2206.02774v3)

Abstract: The Polyak-Lojasiewicz inequality (PLI) in $\mathbb{R}^d$ is a natural condition for proving convergence of gradient descent algorithms. In the present paper, we study an analogue of PLI on the space of probability measures $\mathcal{P}(\mathbb{R}^d)$ and show that it is a natural condition for showing exponential convergence of a class of birth-death processes related to certain mean-field optimization problems. We verify PLI for a broad class of such problems for energy functions regularised by the KL-divergence.