Simulation-free Schrödinger bridges via score and flow matching

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Hauptverfasser: Tong, Alexander, Malkin, Nikolay, Fatras, Kilian, Atanackovic, Lazar, Zhang, Yanlei, Huguet, Guillaume, Wolf, Guy, Bengio, Yoshua
Format: Preprint
Veröffentlicht: 2023
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author Tong, Alexander
Malkin, Nikolay
Fatras, Kilian
Atanackovic, Lazar
Zhang, Yanlei
Huguet, Guillaume
Wolf, Guy
Bengio, Yoshua
author_facet Tong, Alexander
Malkin, Nikolay
Fatras, Kilian
Atanackovic, Lazar
Zhang, Yanlei
Huguet, Guillaume
Wolf, Guy
Bengio, Yoshua
contents We present simulation-free score and flow matching ([SF]$^2$M), a simulation-free objective for inferring stochastic dynamics given unpaired samples drawn from arbitrary source and target distributions. Our method generalizes both the score-matching loss used in the training of diffusion models and the recently proposed flow matching loss used in the training of continuous normalizing flows. [SF]$^2$M interprets continuous-time stochastic generative modeling as a Schrödinger bridge problem. It relies on static entropy-regularized optimal transport, or a minibatch approximation, to efficiently learn the SB without simulating the learned stochastic process. We find that [SF]$^2$M is more efficient and gives more accurate solutions to the SB problem than simulation-based methods from prior work. Finally, we apply [SF]$^2$M to the problem of learning cell dynamics from snapshot data. Notably, [SF]$^2$M is the first method to accurately model cell dynamics in high dimensions and can recover known gene regulatory networks from simulated data. Our code is available in the TorchCFM package at https://github.com/atong01/conditional-flow-matching.
format Preprint
id arxiv_https___arxiv_org_abs_2307_03672
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Simulation-free Schrödinger bridges via score and flow matching
Tong, Alexander
Malkin, Nikolay
Fatras, Kilian
Atanackovic, Lazar
Zhang, Yanlei
Huguet, Guillaume
Wolf, Guy
Bengio, Yoshua
Machine Learning
We present simulation-free score and flow matching ([SF]$^2$M), a simulation-free objective for inferring stochastic dynamics given unpaired samples drawn from arbitrary source and target distributions. Our method generalizes both the score-matching loss used in the training of diffusion models and the recently proposed flow matching loss used in the training of continuous normalizing flows. [SF]$^2$M interprets continuous-time stochastic generative modeling as a Schrödinger bridge problem. It relies on static entropy-regularized optimal transport, or a minibatch approximation, to efficiently learn the SB without simulating the learned stochastic process. We find that [SF]$^2$M is more efficient and gives more accurate solutions to the SB problem than simulation-based methods from prior work. Finally, we apply [SF]$^2$M to the problem of learning cell dynamics from snapshot data. Notably, [SF]$^2$M is the first method to accurately model cell dynamics in high dimensions and can recover known gene regulatory networks from simulated data. Our code is available in the TorchCFM package at https://github.com/atong01/conditional-flow-matching.
title Simulation-free Schrödinger bridges via score and flow matching
topic Machine Learning
url https://arxiv.org/abs/2307.03672