Weyl symmetry of the gradient-flow in information geometry

Abstract

We have revisited the gradient-flow in information geometry from the perspective of Weyl symmetry. The gradient-flow equations are derived from the proposed action which is invariant under the Weyl's gauge transformations. In Weyl integrable geometry, we have related Amari's $\alpha$-connections in IG to the Weyl invariant connection on the Riemannian manifold equipped with the scaled metric.