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Variational Calculus in Cognitive Modeling
type: mathematical_concept id: variational_calculus_001 created: 2024-02-06 modified: 2024-03-15 tags: [mathematics, variational-calculus, optimization, euler-lagrange, variational-inference] aliases: [calculus-of-variations, functional-optimization, variational-methods] complexity: advanced processing_priority: 1 semantic_relations:
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Overview
Variational calculus provides the mathematical foundation for optimizing functionals and understanding the principles of least action in cognitive systems (see active_inference, optimal_control). This document explores variational methods and their applications in active inference. For probabilistic applications, see variational_methods, and for physical applications, see path_integral_free_energy.
Mathematical Framework
1. Variational Principles
The calculus of variations (see functional_analysis, differential_geometry) deals with functionals J[f] that map functions to real numbers:
J[f] = \int_a^b L(x, f(x), f'(x))dx
where:
Lis the Lagrangian (see classical_mechanics, field_theory)fis the function to optimize[a,b]is the domain
2. Euler-Lagrange Equation
The necessary condition for optimality (see optimization_theory, calculus_of_variations):
\frac{\partial L}{\partial f} - \frac{d}{dx}\frac{\partial L}{\partial f'} = 0
3. Connection to Inference
In variational inference (see variational_inference, bayesian_inference, information_theory), we optimize over probability distributions:
\mathcal{F}[q] = \mathbb{E}_q[\ln q(z) - \ln p(x,z)]
where:
q(z)is the variational distribution (see probability_theory)p(x,z)is the joint distribution\mathcal{F}is the variational free energy (see free_energy_principle)
Implementation Framework
1. Functional Optimization
class FunctionalOptimizer:
def __init__(self):
self.components = {
'derivative': FunctionalDerivative(
method='adjoint',
regularization=True
),
'solver': BoundaryValueSolver(
method='shooting',
tolerance='adaptive'
),
'constraints': ConstraintHandler(
type='equality',
method='lagrange'
)
}
def optimize_functional(
self,
functional: Callable,
initial_guess: Function,
boundary_conditions: BoundaryConditions
) -> Function:
"""Optimize functional with boundary conditions"""
# Compute functional derivative
derivative = self.components['derivative'].compute(
functional, initial_guess)
# Handle constraints
constrained_problem = self.components['constraints'].apply(
derivative, boundary_conditions)
# Solve boundary value problem
solution = self.components['solver'].solve(
constrained_problem)
return solution
2. Variational Inference
class VariationalOptimizer:
def __init__(self):
self.components = {
'distribution': DistributionOptimizer(
parameterization='natural',
constraints='probability'
),
'divergence': DivergenceComputer(
type='kullback_leibler',
estimator='monte_carlo'
),
'gradient': NaturalGradient(
metric='fisher',
damping=True
)
}
def optimize_distribution(
self,
target_distribution: Distribution,
variational_family: DistributionFamily,
n_iterations: int
) -> Distribution:
"""Optimize variational distribution"""
# Initialize distribution
q = self.components['distribution'].initialize(
variational_family)
for _ in range(n_iterations):
# Compute divergence
kl = self.components['divergence'].compute(
q, target_distribution)
# Compute natural gradient
grad = self.components['gradient'].compute(
kl, q)
# Update distribution
q = self.components['distribution'].update(
q, grad)
return q
3. Path Integration
class PathIntegrator:
def __init__(self):
self.components = {
'action': ActionComputer(
type='classical',
discretization='symplectic'
),
'sampler': PathSampler(
method='hamiltonian',
adaptation='online'
),
'optimizer': TrajectoryOptimizer(
method='adjoint',
constraints='energy'
)
}
def compute_path_integral(
self,
lagrangian: Callable,
boundary_conditions: Tuple[State, State],
n_samples: int
) -> Tuple[np.ndarray, float]:
"""Compute path integral with importance sampling"""
# Sample paths
paths = self.components['sampler'].sample(
boundary_conditions, n_samples)
# Compute actions
actions = self.components['action'].compute(
lagrangian, paths)
# Optimize trajectory
optimal_path = self.components['optimizer'].optimize(
paths, actions)
return optimal_path, actions.min()
Advanced Applications
1. Statistical Physics
- partition_functions (see also statistical_mechanics, thermodynamics)
- Path integrals (see feynman_path_integral)
- Free energy (see free_energy_principle)
- Phase transitions (see critical_phenomena)
- field_theories (see also quantum_field_theory)
- Quantum fields (see quantum_mechanics)
- Statistical fields (see statistical_field_theory)
- Gauge theories (see gauge_theory)
2. Machine Learning
- variational_autoencoders
- Latent variables
- Reparameterization
- Generative models
- normalizing_flows
- Invertible networks
- Change of variables
- Density estimation
3. Optimal Control
- pontryagin_principle
- Optimal trajectories
- Costate equations
- Transversality conditions
- hamilton_jacobi_bellman
- Value functions
- Dynamic programming
- Stochastic control
Theoretical Extensions
1. Information Geometry
- fisher_information (see also information_theory, statistical_manifolds)
- Statistical manifolds (see differential_geometry)
- Natural gradients (see natural_gradient_descent)
- Information metrics (see information_metrics)
- wasserstein_geometry (see also optimal_transport)
- Optimal transport (see transportation_theory)
- Gradient flows (see gradient_flows)
- Metric geometry (see metric_spaces)
2. Quantum Extensions
- feynman_path_integral
- Quantum mechanics
- Field theory
- Statistical mechanics
- quantum_variational
- Quantum algorithms
- Variational circuits
- Quantum optimization
3. Stochastic Methods
- stochastic_optimization
- Langevin dynamics
- MCMC methods
- Particle methods
- variational_inference
- Mean field
- Structured approximations
- Amortized inference
Applications
1. Physics
- classical_mechanics (see also hamiltonian_mechanics, lagrangian_mechanics)
- Least action (see principle_of_least_action)
- Conservation laws (see noether_theorem)
- Hamiltonian dynamics (see symplectic_geometry)
- quantum_mechanics (see also quantum_field_theory)
- Wave functions (see schrodinger_equation)
- Path integrals (see feynman_path_integral)
- Quantum fields (see quantum_field_theory)
2. Engineering
- optimal_control
- Trajectory planning
- Feedback control
- Model predictive control
- signal_processing
- Filter design
- System identification
- Parameter estimation
3. Machine Learning
- deep_learning
- Neural ODEs
- Continuous networks
- Energy models
- probabilistic_models
- Variational inference
- Generative models
- Density estimation
Research Directions
1. Theoretical Advances
- geometric_methods
- Symplectic geometry
- Information geometry
- Optimal transport
- quantum_methods
- Quantum algorithms
- Quantum control
- Quantum inference
2. Computational Methods
- numerical_schemes
- Adaptive methods
- Structure preservation
- Error control
- optimization_algorithms
- Natural gradients
- Second-order methods
- Stochastic methods
3. Applications
- scientific_computing
- PDE optimization
- Inverse problems
- Uncertainty quantification
- artificial_intelligence
- Deep learning
- Reinforcement learning
- Probabilistic programming
References
- gelfand_2000 - "Calculus of Variations"
- jordan_1998 - "An Introduction to Variational Methods"
- amari_2000 - "Methods of Information Geometry"
- blei_2017 - "Variational Inference: A Review for Statisticians"
See Also
- variational_methods
- optimization_theory
- functional_analysis
- differential_geometry
- information_theory
- statistical_physics
- machine_learning
Documentation Links
- ../../docs/research/research_documentation_index
- ../../docs/guides/implementation_guides_index
- ../../docs/api/api_documentation_index
- ../../docs/examples/usage_examples_index
References
- gelfand_fomin - Calculus of Variations
- giaquinta_hildebrandt - Calculus of Variations I & II
- kappen - Path Integral Control and Planning
- friston - The Free-Energy Principle