Related papers: A Near-Optimal Gradient Flow for Learning Neural E…
We introduce a (de)-regularization of the Maximum Mean Discrepancy (DrMMD) and its Wasserstein gradient flow. Existing gradient flows that transport samples from source distribution to target distribution with only target samples, either…
We construct a Wasserstein gradient flow of the maximum mean discrepancy (MMD) and study its convergence properties. The MMD is an integral probability metric defined for a reproducing kernel Hilbert space (RKHS), and serves as a metric on…
We propose a mathematically principled PDE gradient flow framework for distributionally robust optimization (DRO). Exploiting the recent advances in the intersection of Markov Chain Monte Carlo sampling and gradient flow theory, we show…
Diffusion models and flow-based methods have shown impressive generative capability, especially for images, but their sampling is expensive because it requires many iterative updates. We introduce W-Flow, a framework for training a…
This paper introduces a new nonlinear dictionary learning method for histograms in the probability simplex. The method leverages optimal transport theory, in the sense that our aim is to reconstruct histograms using so-called displacement…
We prove the equivalence between the notion of Wasserstein gradient flow for a one-dimensional nonlocal transport PDE with attractive/repulsive Newtonian potential on one side, and the notion of entropy solution of a Burgers-type scalar…
We reveal a precise mathematical framework about a new family of generative models which we call Gradient Flow Drifting. With this framework, we prove an equivalence between the recently proposed Drifting Model and the Wasserstein gradient…
Score matching provides an effective approach to learning flexible unnormalized models, but its scalability is limited by the need to evaluate a second-order derivative. In this paper, we present a scalable approximation to a general family…
The theory of Wasserstein gradient flows in the space of probability measures has made an enormous progress over the last twenty years. It constitutes a unified and powerful framework in the study of dissipative partial differential…
We propose a deterministic sampling framework using Score-Based Transport Modeling for sampling an unnormalized target density $\pi$ given only its score $\nabla \log \pi$. Our method approximates the Wasserstein gradient flow on…
We present a novel method for efficiently computing optimal transport maps and Wasserstein barycenters in high-dimensional spaces. Our approach uses conditional normalizing flows to approximate the input distributions as invertible…
This paper considers the problem of regression over distributions, which is becoming increasingly important in machine learning. Existing approaches often ignore the geometry of the probability space or are computationally expensive. To…
Applications of optimal transport have recently gained remarkable attention thanks to the computational advantages of entropic regularization. However, in most situations the Sinkhorn approximation of the Wasserstein distance is replaced by…
This paper presents a groundbreaking approach to causal inference by integrating continuous normalizing flows (CNFs) with parametric submodels, enhancing their geometric sensitivity and improving upon traditional Targeted Maximum Likelihood…
As opposed to standard empirical risk minimization (ERM), distributionally robust optimization aims to minimize the worst-case risk over a larger ambiguity set containing the original empirical distribution of the training data. In this…
A novel neural architecture was recently developed that enforces an exact upper bound on the Lipschitz constant of the model by constraining the norm of its weights in a minimal way, resulting in higher expressiveness compared to other…
Optimal transport (OT) provides powerful tools for comparing probability measures in various types. The Wasserstein distance which arises naturally from the idea of OT is widely used in many machine learning applications. Unfortunately,…
Gradient descent, or negative gradient flow, is a standard technique in optimization to find minima of functions. Many implementations of gradient descent rely on discretized versions, i.e., moving in the gradient direction for a set step…
(Neal and Hinton, 1998) recast maximum likelihood estimation of any given latent variable model as the minimization of a free energy functional $F$, and the EM algorithm as coordinate descent applied to $F$. Here, we explore alternative…
Optimal transport is a notoriously difficult problem to solve numerically, with current approaches often remaining intractable for very large scale applications such as those encountered in machine learning. Wasserstein barycenters -- the…