A Stochastic Dynamical Systems Theory of Smooth Manifolds [efr-9J8G]

In this section, as the title suggests, we construct a stochastic dynamical systems theory of smooth manifolds, with the usual tangent bundle. The main point is to construct a Markov category containing the smooth manifolds which is pullback-positive. We do this by considering the larger category of diffeological spaces. In order to make the topology work, we need to complicate the notion of diffeological space a bit, but having done so, we obtain a representable Markov category which is pullback-positive, and contains \mathsf {SmMfd} as a full subcategory of the deterministic maps. A kernel p: M \to N is a Markov kernel valued in Radon measures which is weakly continuous---so induces a linear map C(N) \to C(M) taking \phi to the function x \mapsto E_{p_x}\phi on the spaces of continuous functions---and which furthermore smooth in the sense that this operation preserves the smooth functions.

This Markov category of "smooth stochastic maps" may be of some independent interest.

We will now give an example of how to represent the training dynamics of a machine learning system using the tools developed so far. As discussed previously, given a parameterized function F: P \times X \to Y, its reverse derivative naturally becomes a parameterized lens, and the composition of these describe how gradient vectors are passed around to compute an update during training. It is natural to want to compose this lens with the data-generating distribution I \to X \otimes Y, (along with some more context describing the loss function, etc) to obtain the training dynamics of such a model. This requires a category of parameterized lenses which allows stochastic maps in the base. The goal of combining this feature with non-trivial tangent bundles was one of the original motivations for developing a theory of stochastic lenses.

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