Related papers: Generative Modeling by Value-Driven Transport
Motivated by the computational difficulties incurred by popular deep learning algorithms for the generative modeling of temporal densities, we propose a cheap alternative which requires minimal hyperparameter tuning and scales favorably to…
In recent years, generative models have shown remarkable capabilities across diverse fields, including images, videos, language, and decision-making. By applying powerful generative models such as flow-based models to reinforcement…
At the core of modern generative modeling frameworks, including diffusion models, score-based models, and flow matching, is the task of transforming a simple prior distribution into a complex target distribution through stochastic paths in…
Optimal Transport (OT) problem investigates a transport map that bridges two distributions while minimizing a given cost function. In this regard, OT between tractable prior distribution and data has been utilized for generative modeling…
Mass transport problems arise in many areas of machine learning whereby one wants to compute a map transporting one distribution to another. Generative modeling techniques like Generative Adversarial Networks (GANs) and Denoising Diffusion…
By building upon the recent theory that established the connection between implicit generative modeling (IGM) and optimal transport, in this study, we propose a novel parameter-free algorithm for learning the underlying distributions of…
Many data-driven decision problems are formulated using a nominal distribution estimated from historical data, while performance is ultimately determined by a deployment distribution that may be shifted, context-dependent, partially…
Diffusion models (DMs) represent state-of-the-art generative models for continuous inputs. DMs work by constructing a Stochastic Differential Equation (SDE) in the input space (ie, position space), and using a neural network to reverse it.…
Sampling conditional distributions is a fundamental task for Bayesian inference and density estimation. Generative models, such as normalizing flows and generative adversarial networks, characterize conditional distributions by learning a…
Generative control policies have recently unlocked major progress in robotics. These methods produce action sequences via diffusion or flow matching, with training data provided by demonstrations. But existing methods come with two key…
Iterative generative models such as Flow Matching and Diffusion models have demonstrated strong test-time scaling behavior, where additional inference computation can improve generation quality. In contrast, Drift Models offer efficient…
Schr\"odinger bridge (SB) has emerged as the go-to method for optimizing transportation plans in diffusion models. However, SB requires estimating the intractable forward score functions, inevitably resulting in the costly implicit training…
Macroscopic traffic flow is stochastic, but the physics-informed deep learning methods currently used in transportation literature embed deterministic PDEs and produce point-valued outputs; the stochasticity of the governing dynamics plays…
Optimal transport (OT) and Schr{\"o}dinger bridge (SB) problems have emerged as powerful frameworks for transferring probability distributions with minimal cost. However, existing approaches typically focus on endpoint matching while…
A class of generative models that unifies flow-based and diffusion-based methods is introduced. These models extend the framework proposed in Albergo and Vanden-Eijnden (2023), enabling the use of a broad class of continuous-time stochastic…
We study behavior-regularized reinforcement learning (RL), where regularization toward a reference distribution (the dataset in offline RL or the base model in LLM RL finetuning) is essential to prevent value over-optimization caused by…
We consider stochastic impulse control problems where the process is driven by a general one-dimensional diffusion. We shall show a new mathematical characterization of the value function as a linear function in a certain transformed space.…
We study generative modeling for time series using entropic optimal transport and the Schr\"odinger bridge (SB) framework, with a focus on applications in finance and energy modeling. Extending the diffusion-based approach of Hamdouche,…
The dynamic Schr\"odinger bridge problem seeks a stochastic process that defines a transport between two target probability measures, while optimally satisfying the criteria of being closest, in terms of Kullback-Leibler divergence, to a…
Heralded by the initial success in speech recognition and image classification, learning-based approaches with neural networks, commonly referred to as deep learning, have spread across various fields. A primitive form of a neural network…