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Wasserstein gradient flows on probability measures have found a host of applications in various optimization problems. They typically arise as the continuum limit of exchangeable particle systems evolving by some mean-field interaction…
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…
In this paper we bring together some of the key ideas and methods of two disparate fields of mathematical research, frame theory and optimal transport, using the methods of the second to answer questions posed in the first. In particular,…
Wasserstein barycenters provide a principled approach for aggregating probability measures, while preserving the geometry of their ambient space. Existing discrete methods are not scalable as they assume access to the complete set of…
A nonlinear diffusion equation, interpreted as a Wasserstein gradient flow, is numerically solved in one space dimension using a higher-order minimizing movement scheme based on the BDF (backward differentiation formula) discretization. In…
We propose a fully discrete variational scheme for nonlinear evolution equations with gradient flow structure on the space of finite Radon measures on an interval with respect to a generalized version of the Wasserstein distance with…
Minimizing a convex function of a measure with a sparsity-inducing penalty is a typical problem arising, e.g., in sparse spikes deconvolution or two-layer neural networks training. We show that this problem can be solved by discretizing the…
The accelerated method in solving optimization problems has always been an absorbing topic. Based on the fixed-time (FxT) stability of nonlinear dynamical systems, we provide a unified approach for designing FxT gradient flows (FxTGFs).…
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…
The Wasserstein space of probability measures is known for its intricate Riemannian structure, which underpins the Wasserstein geometry and enables gradient flow algorithms. However, the Wasserstein geometry may not be suitable for certain…
We show that the continuous-time gradient descent in Rn can be viewed as an optimal controlled evolution for a suitable action functional; a similar result holds for stochastic gradient descent. We then provide an analogous characterization…
The Gromov-Wasserstein (GW) distance quantifies discrepancy between metric measure spaces and provides a natural framework for aligning heterogeneous datasets. Alas, as exact computation of GW alignment is NP hard, entropic regularization…
Sampling a target probability distribution with an unknown normalization constant is a fundamental challenge in computational science and engineering. Recent work shows that algorithms derived by considering gradient flows in the space of…
We develop in this paper a new regularized flow dynamic approach to construct efficient numerical schemes for Wasserstein gradient flows in Lagrangian coordinates. Instead of approximating the Wasserstein distance which needs to solve…
In this work, we investigate the use of data-driven equation discovery for dynamical systems to model and forecast continuous-time dynamics of unconstrained optimization problems. To avoid expensive evaluations of the objective function and…
Gauss's principle of least constraint transforms a dynamics problem into a pure minimization problem, where the total magnitude of the constraint force is the cost function, minimized at each instant. Newton's equation is the first-order…
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…
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 flows (WGFs) describe the evolution of probability distributions in Wasserstein space as steepest descent dynamics for a free energy functional. Computing the full path from an arbitrary initial distribution to…
Recently, optimization on the Riemannian manifold have provided valuable insights to the optimization community. In this regard, extending these methods to to the Wasserstein space is of particular interest, since optimization on…