Organizations: Sorbonne Université, Inria, Centre Inria de Sorbonne Université, Paris, France · CERMICS, CNRS, ENPC, Institut Polytechnique de Paris, Marne-la-Vallée, France
We study mirror flows generated by a convex quadratic loss and a general convex lower semicontinuous mirror potential. We show that, when initialized near the boundary of the domain of the mirror potential, their rescaled trajectories converge to a limiting mirror flow whose potential is the indicator function of the domain. In this limit, the primal variable minimizes the loss over a time-dependent hypothesis set: the subdifferential of the support function of the domain, evaluated at the dual variable. This characterization provides a general mechanism for incremental learning in mirror flows.