Related papers: Scalable Wasserstein Gradient Flow for Generative …
This article details a novel numerical scheme to approximate gradient flows for optimal transport (i.e. Wasserstein) metrics. These flows have proved useful to tackle theoretically and numerically non-linear diffusion equations that model…
Wasserstein gradient flows are continuous time dynamics that define curves of steepest descent to minimize an objective function over the space of probability measures (i.e., the Wasserstein space). This objective is typically a divergence…
Normalizing flow is a class of deep generative models for efficient sampling and likelihood estimation, which achieves attractive performance, particularly in high dimensions. The flow is often implemented using a sequence of invertible…
In this paper, we propose a novel numerical scheme to optimize the gradient flows for learning energy-based models (EBMs). From a perspective of physical simulation, we redefine the problem of approximating the gradient flow utilizing…
Transfer learning is a popular strategy to leverage external knowledge and improve statistical efficiency, particularly with a limited target sample. We propose a novel knowledge-guided Wasserstein Distributionally Robust Optimization…
Combining the classical theory of optimal transport with modern operator splitting techniques, we develop a new numerical method for nonlinear, nonlocal partial differential equations, arising in models of porous media, materials science,…
The Jordan-Kinderlehrer-Otto (JKO) scheme provides a stable variational framework for computing Wasserstein gradient flows, but its practical use is often limited by the high computational cost of repeatedly solving the JKO subproblems. We…
This paper provides a simple procedure to fit generative networks to target distributions, with the goal of a small Wasserstein distance (or other optimal transport costs). The approach is based on two principles: (a) if the source…
Gradient flows are a powerful tool for optimizing functionals in general metric spaces, including the space of probabilities endowed with the Wasserstein metric. A typical approach to solving this optimization problem relies on its…
We address the optimization problem of simultaneously minimizing multiple objective functionals over a family of probability distributions. This type of Multi-Objective Distributional Optimization commonly arises in machine learning and…
As a counterpoint to recent numerical methods for crystal surface evolution, which agree well with microscopic dynamics but suffer from significant stiffness that prevents simulation on fine spatial grids, we develop a new numerical method…
Variational inference, such as the mean-field (MF) approximation, requires certain conjugacy structures for efficient computation. These can impose unnecessary restrictions on the viable prior distribution family and further constraints on…
Wasserstein gradient flow provides a general framework for minimizing an energy functional $J$ over the space of probability measures on a Riemannian manifold $(M,g)$. Its canonical time-discretization, the Jordan-Kinderlehrer-Otto (JKO)…
While behavior cloning with flow/diffusion policies excels at learning complex skills from demonstrations, it remains vulnerable to distributional shift, and standard RL methods struggle to fine-tune these models due to their iterative…
We formulate well-posed continuous-time generative flows for learning distributions that are supported on low-dimensional manifolds through Wasserstein proximal regularizations of $f$-divergences. Wasserstein-1 proximal operators regularize…
This paper studies the convergence properties of the inexact Jordan-Kinderlehrer-Otto (JKO) scheme and proximal-gradient algorithm in the context of Wasserstein spaces. The JKO scheme, a widely-used method for approximating solutions to…
We analyze some parabolic PDEs with different drift terms which are gradient flows in the Wasserstein space and consider the corresponding discrete-in-time JKO scheme. We prove with optimal transport techniques how to control the L p and L…
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…
We focus on the fundamental mathematical structure of score-based generative models (SGMs). We first formulate SGMs in terms of the Wasserstein proximal operator (WPO) and demonstrate that, via mean-field games (MFGs), the WPO formulation…
This paper studies the optimization of the KL functional on the Wasserstein space of probability measures, and develops a sampling framework based on Wasserstein gradient descent (WGD). We identify two important subclasses of the…