Least-time Gradient Flow
Abstract: Prescribing the speed of gradient flow on the risk itself, by the dynamics $\dot w=-u(E(w))\nabla E(w)/\abs{\nabla E(w)}<sup>{2}$, makes the risk obey exactly, whatever the landscape~; the time needed to reach zero risk from is $\int_0<sup>{e_0}\dd</sup> e/u(e)$. Minimizing this time alone is ill posed, and we study the regularized problem $\inf{\int_0<sup>{e_0}(\tfrac\lambda2\abs{u'}<sup>{2}+1/u)\,\dd</sup></sup> e:\ u\in H<sup>{1}(0,e_0),\</sup> u\ge0,\ u(0)=0}$, $λ>0$. We prove that the minimizer exists, is unique, and is a linearly scaled cycloid, and we show that the optimal rate behaves like near zero risk: the exponent $2/3$ is the one found in \cite{betti2026holder} by a power-law ansatz, and it lies in the Hölder window where the arrival is in finite time with vanishing weight speed. The proof follows the classical route: existence by the direct method, uniqueness by strict convexity, positivity of the minimizer away from the origin, and the explicit integration of the Euler-Lagrange equation.
Paper Prompts
Sign up for free to create and run prompts on this paper.