相关论文: Wasserstein Gradient Flows of MMD Functionals with…

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…

A recurring obstacle in the study of Wasserstein gradient flow is the lack of convexity of the square Wasserstein metric. In this paper, we develop a class of transport metrics that have better convexity properties and use these metrics to…

This study focuses on a Wasserstein-type gradient flow, which represents an optimization process of a continuous model of a Deep Neural Network (DNN). First, we establish the existence of a minimizer for an average loss of the model under…

The purpose of this paper is to answer a few open questions in the interface of kernel methods and PDE gradient flows. Motivated by recent advances in machine learning, particularly in generative modeling and sampling, we present a rigorous…

Gradient normalization stabilizes deep-learning optimization, and spectral normalizations are especially natural for matrix-shaped parameter blocks; Muon is the motivating example. We study an idealized deterministic, continuous-time,…

We study the quantitative convergence of drift-diffusion PDEs that arise as Wasserstein gradient flows of linearly convex functions over the space of probability measures on ${\mathbb R}^d$. In this setting, the objective is in general not…

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…

Variational inference is a technique that approximates a target distribution by optimizing within the parameter space of variational families. On the other hand, Wasserstein gradient flows describe optimization within the space of…

We propose a projected Wasserstein gradient descent method (pWGD) for high-dimensional Bayesian inference problems. The underlying density function of a particle system of WGD is approximated by kernel density estimation (KDE), which faces…

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 prove that the sequence of marginals obtained from the iterations of the Sinkhorn algorithm or the iterative proportional fitting procedure (IPFP) on joint densities, converges to an absolutely continuous curve on the $2$-Wasserstein…

We examine the infinite-dimensional optimization problem of finding a decomposition of a probability measure into K probability sub-measures to minimize specific loss functions inspired by applications in clustering and user grouping. We…

Wasserstein gradient flow has emerged as a promising approach to solve optimization problems over the space of probability distributions. A recent trend is to use the well-known JKO scheme in combination with input convex neural networks to…

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…

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…

Gradient descent-ascent (GDA) flows play a central role in finding saddle points of bivariate functionals, with applications in optimization, game theory, and robust control. While they are well-understood in Hilbert and Banach spaces via…

We present a novel approximate inference method for diffusion processes, based on the Wasserstein gradient flow formulation of the diffusion. In this formulation, the time-dependent density of the diffusion is derived as the limit of…

The $E$-optimality criterion for a regression model maximizes the smallest eigenvalue of the information matrix and becomes non-differentiable when this eigenvalue has multiplicity greater than one. Working in the $2$-Wasserstein space, we…

Wasserstein gradient flows have become a central tool for optimization problems over probability measures. A natural numerical approach is forward-Euler time discretization. We show, however, that even in the simple case where the energy…

We study the Wasserstein gradient flow of the Sinkhorn divergence when both the source and the target are Gaussian distributions. We prove the existence of a flow that stays in the class of Gaussian distributions, and is unique in the…