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We propose a supervised learning scheme for the first order Hamilton--Jacobi PDEs in high dimensions. The scheme is designed by using the geometric structure of Wasserstein Hamiltonian flows via a density coupling strategy. It is…
Learn to Optimize (L2O) trains deep neural network-based solvers for optimization, achieving success in accelerating convex problems and improving non-convex solutions. However, L2O lacks rigorous theoretical backing for its own training…
In this letter, we address the task of adaptive sampling to model vector fields. When modeling environmental phenomena with a robot, gathering high resolution information can be resource intensive. Actively gathering data and modeling flows…
In this work, we investigate a variational formulation for a time-fractional Fokker-Planck equation which arises in the study of complex physical systems involving anomalously slow diffusion. The model involves a fractional-order Caputo…
On the flat torus in any dimension we prove existence of a solution to the TV Wasserstein gradient flow equation, only assuming that the initial density $\rho_0$ is bounded from below and above by strictly positive constants. This solution…
We propose a distributionally robust approach to learning hyperparameters for first-order methods in convex optimization. Given a dataset of problem instances, we minimize a Wasserstein distributionally robust version of the performance…
Estimating the 3D motion of points in a scene, known as scene flow, is a core problem in computer vision. Traditional learning-based methods designed to learn end-to-end 3D flow often suffer from poor generalization. Here we present a…
Many optimization problems require balancing multiple conflicting objectives. As gradient descent is limited to single-objective optimization, we introduce its direct generalization: Jacobian descent (JD). This algorithm iteratively updates…
In this paper we devote our attention to a class of weighted ultrafast diffusion equations arising from the problem of quantisation for probability measures. These equations have a natural gradient flow structure in the space of probability…
Many applications in machine learning involve data represented as probability distributions. The emergence of such data requires radically novel techniques to design tractable gradient flows on probability distributions over this type of…
We introduce a robust variant of the Kelly portfolio optimization model, called the Wasserstein-Kelly portfolio optimization. Our model, taking a Wasserstein distributionally robust optimization (DRO) formulation, addresses the fundamental…
Fast gradient-based optimization algorithms have become increasingly essential for the computationally efficient training of machine learning models. One technique is to multiply the gradient by a preconditioner matrix to produce a step,…
Distributionally robust optimization (DRO) problems are increasingly seen as a viable method to train machine learning models for improved model generalization. These min-max formulations, however, are more difficult to solve. We therefore…
The development of artificial intelligence (AI) for science has led to the emergence of learning-based research paradigms, necessitating a compelling reevaluation of the design of multi-objective optimization (MOO) methods. The new…
We propose regularization strategies for learning discriminative models that are robust to in-class variations of the input data. We use the Wasserstein-2 geometry to capture semantically meaningful neighborhoods in the space of images, and…
Power grid operators typically solve large-scale, nonconvex optimal power flow (OPF) problems throughout the day to determine optimal setpoints for generators while adhering to physical constraints. Despite being at the heart of many OPF…
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…
We propose a method for quantum algorithm design assisted by machine learning. The method uses a quantum-classical hybrid simulator, where a "quantum student" is being taught by a "classical teacher." In other words, in our method, the…
Many gradient-based meta-learning methods assume a set of parameters that do not participate in inner-optimization, which can be considered as hyperparameters. Although such hyperparameters can be optimized using the existing gradient-based…
Graphs are playing a crucial role in different fields since they are powerful tools to unveil intrinsic relationships among signals. In many scenarios, an accurate graph structure representing signals is not available at all and that…