In typical graph neural networks (GNNs), feature representation learning naturally evolves through iteratively updating node features and exchanging information based on graph topology. In this context, we conceptualize that the learning process in GNNs is a mean-field game (MFG), where each graph node is an agent, interacting with its topologically connected neighbors. However, current GNNs often employ the identical MFG strategy across different graph datasets, regardless of whether the graph exhibits homophilic or heterophilic characteristics. To address this challenge, we propose to formulate the learning mechanism into a variational framework of the MFG inverse problem, introducing an in-context selective message passing paradigm for each agent, which promotes the best overall outcome for the graph. Specifically, we seek for the application-adaptive transportation function (controlling information exchange throughout the graph) and reaction function (controlling feature representation learning on each agent), on the fly, which allows us to uncover the most suitable selective mechanism of message passing by solving an MFG variational problem through the lens of Hamiltonian flows. Taken together, our variational framework unifies existing GNN models into various mean-field games with distinct equilibrium states, each characterized by the learned in-context message passing operators. Furthermore, we present an agnostic end-to-end deep model, coined Game-of-GNN, to jointly identify the message passing mechanism and fine-tune the GNN hyper-parameters on top of the elucidated message passing operators. Game-of-GNN has achieved SOTA performance on diverse graph data, including popular benchmark datasets and human connectomes. More importantly, the mathematical insight of MFG framework provides a new window to understand the foundational principles of graph learning as an interactive dynamical system, which allows us to reshape the idea of designing next-generation GNN models.

We develop Hamiltonian dynamics-based algorithms for smooth convex optimization that achieve accelerated rates of convergence. By exploiting contraction of averaged Hamiltonian flow trajectories rather than requiring contraction at trajectory endpoints, we show that Hamiltonian dynamics-based optimization methods admit deterministic and accelerated convergence guarantees, extending prior work that is limited to quadratic objectives or holds only in expectation. We analyze an idealized continuous-time algorithm and derive practical discrete-time implementations with optimal first-order complexity, thereby establishing Hamiltonian dynamics as a useful algorithmic primitive for deterministic accelerated convex optimization.

We study the Hamiltonian flow for optimization (HF-opt), which simulates the Hamiltonian dynamics for some integration time and resets the velocity to $0$ to decrease the objective function; this is the optimization analogue of the Hamiltonian Monte Carlo algorithm for sampling. For short integration time, HF-opt has the same convergence rates as gradient descent for minimizing strongly and weakly convex functions. We show that by randomizing the integration time in HF-opt, the resulting randomized Hamiltonian flow (RHF) achieves accelerated convergence rates in continuous time, similar to the rates for accelerated gradient flow. We study a discrete-time implementation of RHF as the randomized Hamiltonian gradient descent (RHGD) algorithm. We prove that RHGD achieves the same accelerated convergence rates as Nesterov's accelerated gradient descent (AGD) for minimizing smooth strongly and weakly convex functions. We provide numerical experiments to demonstrate that RHGD is competitive with classical accelerated methods such as AGD across all settings and outperforms them in certain regimes.

A Bayesian coreset is a small, weighted subset of data that replaces the full dataset during Bayesian inference, with the goal of reducing computational cost. Although past work has shown empirically that there often exists a coreset with low inferential error, efficiently constructing such a coreset remains a challenge. Current methods tend to be slow, require a secondary inference step after coreset construction, and do not provide bounds on the data marginal evidence. In this work, we introduce a new method---sparse Hamiltonian flows---that addresses all three of these challenges. The method involves first subsampling the data uniformly, and then optimizing a Hamiltonian flow parametrized by coreset weights and including periodic momentum quasi-refreshment steps. Theoretical results show that the method enables an exponential compression of the dataset in a representative model, and that the quasi-refreshment steps reduce the KL divergence to the target. Real and synthetic experiments demonstrate that sparse Hamiltonian flows provide accurate posterior approximations with significantly reduced runtime compared with competing dynamical-system-based inference methods.

Approximate Bayesian inference estimates descriptors of an intractable target distribution - in essence, an optimization problem within a family of distributions.

Recent progress on the theory of variational hypocoercivity established that Randomized Hamiltonian Monte Carlo -- at criticality -- can achieve pronounced acceleration in its convergence and hence sampling performance over diffusive dynamics. Manual critical tuning being unfeasible in practice has motivated automated algorithmic solutions, notably the No-U-turn Sampler. Beyond its empirical success, a rigorous study of this method's ability to achieve accelerated convergence has been missing. We initiate this investigation combining a concentration of measure approach to examine the automatic tuning mechanism with a coupling based mixing analysis for Hamiltonian Monte Carlo. In certain Gaussian target distributions, this yields a precise characterization of the sampler's behavior resulting, in particular, in rigorous mixing guarantees describing the algorithm's ability and limitations in achieving accelerated convergence.

We introduce the Symplectic Generative Network (SGN), a deep generative model that leverages Hamiltonian mechanics to construct an invertible, volume-preserving mapping between a latent space and the data space. By endowing the latent space with a symplectic structure and modeling data generation as the time evolution of a Hamiltonian system, SGN achieves exact likelihood evaluation without incurring the computational overhead of Jacobian determinant calculations. In this work, we provide a rigorous mathematical foundation for SGNs through a comprehensive theoretical framework that includes: (i) complete proofs of invertibility and volume preservation, (ii) a formal complexity analysis with theoretical comparisons to Variational Autoencoders and Normalizing Flows, (iii) strengthened universal approximation results with quantitative error bounds, (iv) an information-theoretic analysis based on the geometry of statistical manifolds, and (v) an extensive stability analysis with adaptive integration guarantees. These contributions highlight the fundamental advantages of SGNs and establish a solid foundation for future empirical investigations and applications to complex, high-dimensional data.

We study the Hamiltonian flow for optimization (HF-opt), which simulates the Hamiltonian dynamics for some integration time and resets the velocity to $0$ to decrease the objective function; this is the optimization analogue of the Hamiltonian Monte Carlo algorithm for sampling. For short integration time, HF-opt has the same convergence rates as gradient descent for minimizing strongly and weakly convex functions. We show that by randomizing the integration time in HF-opt, the resulting randomized Hamiltonian flow (RHF) achieves accelerated convergence rates in continuous time, similar to the rates for the accelerated gradient flow. We study a discrete-time implementation of RHF as the randomized Hamiltonian gradient descent (RHGD) algorithm. We prove that RHGD achieves the same accelerated convergence rates as Nesterov's accelerated gradient descent (AGD) for minimizing smooth strongly and weakly convex functions. We provide numerical experiments to demonstrate that RHGD is competitive with classical accelerated methods such as AGD across all settings and outperforms them in certain regimes.

Hamilton's equations are fundamental for modeling complex physical systems, where preserving key properties such as energy and momentum is crucial for reliable long-term simulations. Geometric integrators are widely used for this purpose, but neural network-based methods that incorporate these principles remain underexplored. This work introduces SympFlow, a time-dependent symplectic neural network designed using parameterized Hamiltonian flow maps. This design allows for backward error analysis and ensures the preservation of the symplectic structure. SympFlow allows for two key applications: (i) providing a time-continuous symplectic approximation of the exact flow of a Hamiltonian system--purely based on the differential equations it satisfies, and (ii) approximating the flow map of an unknown Hamiltonian system relying on trajectory data. We demonstrate the effectiveness of SympFlow on diverse problems, including chaotic and dissipative systems, showing improved energy conservation compared to general-purpose numerical methods and accurate