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Ordinary differential equations (ODEs), via their induced flow maps, provide a powerful framework to parameterize invertible transformations for the purpose of representing complex probability distributions. While such models have achieved…

Statistics Theory · Mathematics 2023-09-06 Youssef Marzouk , Zhi Ren , Sven Wang , Jakob Zech

This paper proposes a new theoretical lens to view Wasserstein generative adversarial networks (WGANs). To minimize the Wasserstein-1 distance between the true data distribution and our estimate of it, we derive a distribution-dependent…

Machine Learning · Statistics 2025-02-05 Zachariah Malik , Yu-Jui Huang

We introduce an ordinary differential equation (ODE) based deep generative method for learning conditional distributions, named Conditional F\"ollmer Flow. Starting from a standard Gaussian distribution, the proposed flow could approximate…

Machine Learning · Statistics 2025-10-14 Jinyuan Chang , Zhao Ding , Yuling Jiao , Ruoxuan Li , Jerry Zhijian Yang

Model-free reinforcement learning attempts to find an optimal control action for an unknown dynamical system by directly searching over the parameter space of controllers. The convergence behavior and statistical properties of these…

Optimization and Control · Mathematics 2021-03-17 Hesameddin Mohammadi , Armin Zare , Mahdi Soltanolkotabi , Mihailo R. Jovanović

One of the training strategies of generative models is to minimize the Jensen--Shannon divergence between the model distribution and the data distribution. Since data distribution is unknown, generative adversarial networks (GANs) formulate…

Machine Learning · Computer Science 2023-02-22 Hiroki Naganuma , Hideaki Iiduka

We propose a novel modular inference approach combining two different generative models -- generative adversarial networks (GAN) and normalizing flows -- to approximate the posterior distribution of physics-based Bayesian inverse problems…

Computational Engineering, Finance, and Science · Computer Science 2023-10-10 Agnimitra Dasgupta , Dhruv V Patel , Deep Ray , Erik A Johnson , Assad A Oberai

The Bayesian inference approach is widely used to tackle inverse problems due to its versatile and natural ability to handle ill-posedness. However, it often faces challenges when dealing with situations involving continuous fields or…

Numerical Analysis · Mathematics 2023-08-28 Xinchao Jiang , Xin Wang , Ziming Wen , Hu Wang

Fitting neural networks often resorts to stochastic (or similar) gradient descent which is a noise-tolerant (and efficient) resolution of a gradient descent dynamics. It outputs a sequence of networks parameters, which sequence evolves…

Machine Learning · Statistics 2021-04-15 Gabriel Turinici

Generative Adversarial Networks (GANs) are a popular formulation to train generative models for complex high dimensional data. The standard method for training GANs involves a gradient descent-ascent (GDA) procedure on a minimax…

Machine Learning · Computer Science 2023-05-30 Evan Becker , Parthe Pandit , Sundeep Rangan , Alyson K. Fletcher

This paper studies how well generative adversarial networks (GANs) learn probability distributions from finite samples. Our main results establish the convergence rates of GANs under a collection of integral probability metrics defined…

Machine Learning · Computer Science 2022-06-10 Jian Huang , Yuling Jiao , Zhen Li , Shiao Liu , Yang Wang , Yunfei Yang

Differential equations in general and neural ODEs in particular are an essential technique in continuous-time system identification. While many deterministic learning algorithms have been designed based on numerical integration via the…

Machine Learning · Computer Science 2021-10-18 Lenart Treven , Philippe Wenk , Florian Dörfler , Andreas Krause

In recent years we have witnessed a growth in mathematics for deep learning, which has been used to solve inverse problems of partial differential equations (PDEs). However, most deep learning-based inversion methods either require paired…

Numerical Analysis · Mathematics 2024-04-23 Enze Jiang , Jishen Peng , Zheng Ma , Xiong-Bin Yan

Random ordinary differential equations (RODEs), i.e. ODEs with random parameters, are often used to model complex dynamics. Most existing methods to identify unknown governing RODEs from observed data often rely on strong prior knowledge.…

Numerical Analysis · Mathematics 2020-06-04 Junyu Liu , Zichao Long , Ranran Wang , Jie Sun , Bin Dong

This paper presents a novel deep learning based data-driven optimization method. A novel generative adversarial network (GAN) based data-driven distributionally robust chance constrained programming framework is proposed. GAN is applied to…

Optimization and Control · Mathematics 2020-05-12 Shipu Zhao , Fengqi You

We study how well generative adversarial networks (GAN) learn probability distributions from finite samples by analyzing the convergence rates of these models. Our analysis is based on a new oracle inequality that decomposes the estimation…

Machine Learning · Computer Science 2022-05-26 Yunfei Yang

Auto-encoding generative adversarial networks (GANs) combine the standard GAN algorithm, which discriminates between real and model-generated data, with a reconstruction loss given by an auto-encoder. Such models aim to prevent mode…

Machine Learning · Statistics 2017-10-24 Mihaela Rosca , Balaji Lakshminarayanan , David Warde-Farley , Shakir Mohamed

In this paper, we develop and analyze numerical methods for high dimensional Fokker-Planck equations by leveraging generative models from deep learning. Our starting point is a formulation of the Fokker-Planck equation as a system of…

Numerical Analysis · Mathematics 2022-06-22 Shu Liu , Wuchen Li , Hongyuan Zha , Haomin Zhou

Solutions to differential equations are of significant scientific and engineering relevance. Recently, there has been a growing interest in solving differential equations with neural networks. This work develops a novel method for solving…

Machine Learning · Computer Science 2020-07-23 Dylan Randle , Pavlos Protopapas , David Sondak

Generative adversarial network (GAN) has been shown to be useful in various applications, such as image recognition, text processing and scientific computing, due its strong ability to learn complex data distributions. In this study, a…

Geophysics · Physics 2021-09-14 Tianhao He , Dongxiao Zhang

We present an approach to quantifying both aleatoric and epistemic uncertainty for deep neural networks in image classification, based on generative adversarial networks (GANs). While most works in the literature that use GANs to generate…

Computer Vision and Pattern Recognition · Computer Science 2023-01-10 Philipp Oberdiek , Gernot A. Fink , Matthias Rottmann
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