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The time evolution of the probability distribution of a stochastic differential equation follows the Fokker-Planck equation, which usually has an unbounded, high-dimensional domain. Inspired by our early study in \cite{li2018data}, we…

Numerical Analysis · Mathematics 2020-12-22 Jiayu Zhai , Matthew Dobson , Yao Li

The invariant distribution, which is characterized by the stationary Fokker-Planck equation, is an important object in the study of randomly perturbed dynamical systems. Traditional numerical methods for computing the invariant distribution…

Computational Physics · Physics 2021-10-25 Bo Lin , Qianxiao Li , Weiqing Ren

Deep neural networks have been shown to provide accurate function approximations in high dimensions. However, fitting network parameters requires informative training data that are often challenging to collect in science and engineering…

Numerical Analysis · Mathematics 2024-03-01 Joan Bruna , Benjamin Peherstorfer , Eric Vanden-Eijnden

We solve high-dimensional steady-state Fokker-Planck equations on the whole space by applying tensor neural networks. The tensor networks are a linear combination of tensor products of one-dimensional feedforward networks or a linear…

Numerical Analysis · Mathematics 2024-11-04 Taorui Wang , Zheyuan Hu , Kenji Kawaguchi , Zhongqiang Zhang , George Em Karniadakis

Stochastic differential equations play an important role in various applications when modeling systems that have either random perturbations or chaotic dynamics at faster time scales. The time evolution of the probability distribution of a…

Numerical Analysis · Mathematics 2022-11-11 Yao Li , Caleb Meredith

We propose a discrete latent distribution for Generative Adversarial Networks (GANs). Instead of drawing latent vectors from a continuous prior, we sample from a finite set of learnable latents. However, a direct parametrization of such a…

Computer Vision and Pattern Recognition · Computer Science 2023-05-02 Evangelos Ntavelis , Mohamad Shahbazi , Iason Kastanis , Radu Timofte , Martin Danelljan , Luc Van Gool

We show that passing input points through a simple Fourier feature mapping enables a multilayer perceptron (MLP) to learn high-frequency functions in low-dimensional problem domains. These results shed light on recent advances in computer…

Computer Vision and Pattern Recognition · Computer Science 2020-06-19 Matthew Tancik , Pratul P. Srinivasan , Ben Mildenhall , Sara Fridovich-Keil , Nithin Raghavan , Utkarsh Singhal , Ravi Ramamoorthi , Jonathan T. Barron , Ren Ng

We propose an efficient distributed online learning protocol for low-latency real-time services. It extends a previously presented protocol to kernelized online learners that represent their models by a support vector expansion. While such…

Machine Learning · Computer Science 2019-12-02 Michael Kamp , Sebastian Bothe , Mario Boley , Michael Mock

We introduce Kernel Density Discrimination GAN (KDD GAN), a novel method for generative adversarial learning. KDD GAN formulates the training as a likelihood ratio optimization problem where the data distributions are written explicitly via…

Machine Learning · Computer Science 2021-07-14 Abdelhak Lemkhenter , Adam Bielski , Alp Eren Sari , Paolo Favaro

Generative Adversarial Networks (GANs) have emerged as a significant player in generative modeling by mapping lower-dimensional random noise to higher-dimensional spaces. These networks have been used to generate high-resolution images and…

Computer Vision and Pattern Recognition · Computer Science 2023-04-11 Satya Pratheek Tata , Subhankar Mishra

We consider learning in decentralized heterogeneous networks: agents seek to minimize a convex functional that aggregates data across the network, while only having access to their local data streams. We focus on the case where agents seek…

Optimization and Control · Mathematics 2021-06-02 Hrusikesha Pradhan , Amrit Singh Bedi , Alec Koppel , Ketan Rajawat

The probability density function of stochastic differential equations is governed by the Fokker-Planck (FP) equation. A novel machine learning method is developed to solve the general FP equations based on deep neural networks. The proposed…

Computational Physics · Physics 2020-02-19 Yong Xu , Hao Zhang , Yongge Li , Kuang Zhou , Qi Liu , Jürgen Kurths

The Fokker-Planck equation describes the evolution of the probability density associated with a stochastic differential equation. As the dimension of the system grows, solving this partial differential equation (PDE) using conventional…

Dynamical Systems · Mathematics 2023-06-07 William Anderson , Mohammad Farazmand

Generative adversarial networks (GANs) are among the most successful models for learning high-complexity, real-world distributions. However, in theory, due to the highly non-convex, non-concave landscape of the minmax training objective,…

Machine Learning · Computer Science 2023-04-04 Zeyuan Allen-Zhu , Yuanzhi Li

Metric and kernel learning are important in several machine learning applications. However, most existing metric learning algorithms are limited to learning metrics over low-dimensional data, while existing kernel learning algorithms are…

Machine Learning · Computer Science 2009-11-02 Prateek Jain , Brian Kulis , Jason V. Davis , Inderjit S. Dhillon

We propose an approach to directly estimate the moments or marginals for a high-dimensional equilibrium distribution in statistical mechanics, via solving the high-dimensional Fokker-Planck equation in terms of low-order cluster moments or…

Numerical Analysis · Mathematics 2023-12-05 Yian Chen , Yuehaw Khoo , Lek-Heng Lim

Diffusion models have shown an impressive ability to model complex data distributions, with several key advantages over GANs, such as stable training, better coverage of the training distribution's modes, and the ability to solve inverse…

Computer Vision and Pattern Recognition · Computer Science 2024-06-12 Yinbo Chen , Oliver Wang , Richard Zhang , Eli Shechtman , Xiaolong Wang , Michael Gharbi

We consider the problem of learning a nonlinear function over a network of learners in a fully decentralized fashion. Online learning is additionally assumed, where every learner receives continuous streaming data locally. This learning…

Machine Learning · Computer Science 2021-03-01 Jeongmin Chae , Songnam Hong

This work studies the problem of learning under both large datasets and large-dimensional feature space scenarios. The feature information is assumed to be spread across agents in a network, where each agent observes some of the features.…

Multiagent Systems · Computer Science 2020-05-26 Bicheng Ying , Kun Yuan , Ali H. Sayed

In this paper, we show that the performance of a learnt generative model is closely related to the model's ability to accurately represent the inferred \textbf{latent data distribution}, i.e. its topology and structural properties. We…

Computer Vision and Pattern Recognition · Computer Science 2020-09-02 Shuyu Lin , Ronald Clark
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