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How is the replicator dynamic a gradient flow of the Fisher information metric?
Does the curvature determine the metric for all surfacesHamiltonian for Geodesic FlowManifolds: A definition of the Gradient an Algebraic Tangent vector over charts, how to show equivalence?A form of chain rule to differentiate the flow of a vector field on a manifoldGradient flow under varying riemannian metricDerivative of local flow of vector field at originHow does the gradient/jacobian relate to the first derivative of one dimensional functions?Fisher information of sampleFlatness of a statistical manifold with Fisher information metricThe tangential gradient of a function $f$ defined on a manifold
$begingroup$
I am trying to understand how the replicator dynamic can be derived as a gradient flow of the Fisher information metric (aka Shahshahani metric). I have a question about understanding a particular proof, but if you have a different straightforward derivation/proof, I would love to see it.
I am trying to understand the following proof (I'll ask my particular questions at the end):
Consider the replicator dynamic $dotp_i = p_i(f_i(p) - barf)$, where $f_i(p) = frac
partial Vpartial p_i$ for $i in 1, dots, m$, and $barf = sum_i p_i f_i(p)$
Lemma:
$$ dotp_i = (nabla_g V)_i = sum_j g_ij fracpartial Vpartial p_j $$
where $g_ij$ is the inverse of the Fisher information metric.
Proof:
For every $xi = (xi_1, dots, xi_k)$ with $sum_j xi_j = 0$, that is, for every tangent vector to the simplex in which the dynamics of $p$ take place, we have:
beginalign
sum_j g_ij dotp_i xi_j &= sum_j frac1p_j dotp_j xi_j \
&= sum_j (f_j(p) - barf) xi_j \
&= sum_j f_j(p) xi_j \
&= sum_j fracpartial Vpartial p_j xi_j \
&textwhich implies the lemma
endalign
My questions are:
- I am not sure why they start the proof how they do. My understanding is they start the proof with the expression of the dot product between the vector pointing in the direction of change ($dotp$) and an arbitrary other tangent vector to $p$. Why start with that dot product?
- I don't know how the last step of the proof implies tne Lemma.
Any clarification, exposition, intuition, or alternative proof that can help me fully understand how the replicator dynamic is derived as a gradient flow of the Fisher metric would be extremely appreciated!
calculus differential-geometry gradient-flows fisher-information evolutionary-game-theory
$endgroup$
add a comment |
$begingroup$
I am trying to understand how the replicator dynamic can be derived as a gradient flow of the Fisher information metric (aka Shahshahani metric). I have a question about understanding a particular proof, but if you have a different straightforward derivation/proof, I would love to see it.
I am trying to understand the following proof (I'll ask my particular questions at the end):
Consider the replicator dynamic $dotp_i = p_i(f_i(p) - barf)$, where $f_i(p) = frac
partial Vpartial p_i$ for $i in 1, dots, m$, and $barf = sum_i p_i f_i(p)$
Lemma:
$$ dotp_i = (nabla_g V)_i = sum_j g_ij fracpartial Vpartial p_j $$
where $g_ij$ is the inverse of the Fisher information metric.
Proof:
For every $xi = (xi_1, dots, xi_k)$ with $sum_j xi_j = 0$, that is, for every tangent vector to the simplex in which the dynamics of $p$ take place, we have:
beginalign
sum_j g_ij dotp_i xi_j &= sum_j frac1p_j dotp_j xi_j \
&= sum_j (f_j(p) - barf) xi_j \
&= sum_j f_j(p) xi_j \
&= sum_j fracpartial Vpartial p_j xi_j \
&textwhich implies the lemma
endalign
My questions are:
- I am not sure why they start the proof how they do. My understanding is they start the proof with the expression of the dot product between the vector pointing in the direction of change ($dotp$) and an arbitrary other tangent vector to $p$. Why start with that dot product?
- I don't know how the last step of the proof implies tne Lemma.
Any clarification, exposition, intuition, or alternative proof that can help me fully understand how the replicator dynamic is derived as a gradient flow of the Fisher metric would be extremely appreciated!
calculus differential-geometry gradient-flows fisher-information evolutionary-game-theory
$endgroup$
add a comment |
$begingroup$
I am trying to understand how the replicator dynamic can be derived as a gradient flow of the Fisher information metric (aka Shahshahani metric). I have a question about understanding a particular proof, but if you have a different straightforward derivation/proof, I would love to see it.
I am trying to understand the following proof (I'll ask my particular questions at the end):
Consider the replicator dynamic $dotp_i = p_i(f_i(p) - barf)$, where $f_i(p) = frac
partial Vpartial p_i$ for $i in 1, dots, m$, and $barf = sum_i p_i f_i(p)$
Lemma:
$$ dotp_i = (nabla_g V)_i = sum_j g_ij fracpartial Vpartial p_j $$
where $g_ij$ is the inverse of the Fisher information metric.
Proof:
For every $xi = (xi_1, dots, xi_k)$ with $sum_j xi_j = 0$, that is, for every tangent vector to the simplex in which the dynamics of $p$ take place, we have:
beginalign
sum_j g_ij dotp_i xi_j &= sum_j frac1p_j dotp_j xi_j \
&= sum_j (f_j(p) - barf) xi_j \
&= sum_j f_j(p) xi_j \
&= sum_j fracpartial Vpartial p_j xi_j \
&textwhich implies the lemma
endalign
My questions are:
- I am not sure why they start the proof how they do. My understanding is they start the proof with the expression of the dot product between the vector pointing in the direction of change ($dotp$) and an arbitrary other tangent vector to $p$. Why start with that dot product?
- I don't know how the last step of the proof implies tne Lemma.
Any clarification, exposition, intuition, or alternative proof that can help me fully understand how the replicator dynamic is derived as a gradient flow of the Fisher metric would be extremely appreciated!
calculus differential-geometry gradient-flows fisher-information evolutionary-game-theory
$endgroup$
I am trying to understand how the replicator dynamic can be derived as a gradient flow of the Fisher information metric (aka Shahshahani metric). I have a question about understanding a particular proof, but if you have a different straightforward derivation/proof, I would love to see it.
I am trying to understand the following proof (I'll ask my particular questions at the end):
Consider the replicator dynamic $dotp_i = p_i(f_i(p) - barf)$, where $f_i(p) = frac
partial Vpartial p_i$ for $i in 1, dots, m$, and $barf = sum_i p_i f_i(p)$
Lemma:
$$ dotp_i = (nabla_g V)_i = sum_j g_ij fracpartial Vpartial p_j $$
where $g_ij$ is the inverse of the Fisher information metric.
Proof:
For every $xi = (xi_1, dots, xi_k)$ with $sum_j xi_j = 0$, that is, for every tangent vector to the simplex in which the dynamics of $p$ take place, we have:
beginalign
sum_j g_ij dotp_i xi_j &= sum_j frac1p_j dotp_j xi_j \
&= sum_j (f_j(p) - barf) xi_j \
&= sum_j f_j(p) xi_j \
&= sum_j fracpartial Vpartial p_j xi_j \
&textwhich implies the lemma
endalign
My questions are:
- I am not sure why they start the proof how they do. My understanding is they start the proof with the expression of the dot product between the vector pointing in the direction of change ($dotp$) and an arbitrary other tangent vector to $p$. Why start with that dot product?
- I don't know how the last step of the proof implies tne Lemma.
Any clarification, exposition, intuition, or alternative proof that can help me fully understand how the replicator dynamic is derived as a gradient flow of the Fisher metric would be extremely appreciated!
calculus differential-geometry gradient-flows fisher-information evolutionary-game-theory
calculus differential-geometry gradient-flows fisher-information evolutionary-game-theory
edited Mar 12 at 0:08
DrNesbit
asked Mar 11 at 9:48
DrNesbitDrNesbit
617
617
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