Generative Modeling by Minimizing the Wasserstein-2 Loss

Fuente: arXiv
Salvato in:
Dettagli Bibliografici
Autori principali: Huang, Yu-Jui, Malik, Zachariah
Natura: Preprint
Pubblicazione: 2024
Soggetti:
Accesso online:
Tags: Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
_version_ 1866917487330721792
author Huang, Yu-Jui
Malik, Zachariah
author_facet Huang, Yu-Jui
Malik, Zachariah
contents This paper develops a generative model by minimizing the second-order Wasserstein loss (the $W_2$ loss) through a distribution-dependent ordinary differential equation (ODE), whose dynamics involves the Kantorovich potential associated with the true data distribution and a current estimate of it. A main result shows that the time-marginal laws of the ODE form a gradient flow for the $W_2$ loss, which converges exponentially to the true data distribution. An Euler scheme for the ODE is proposed and it is shown to recover the gradient flow for the $W_2$ loss in the limit. An algorithm is designed by following the scheme and applying persistent training, which naturally fits our gradient-flow approach. In both low- and high-dimensional experiments, our algorithm outperforms Wasserstein generative adversarial networks by increasing the level of persistent training appropriately.
format Preprint
id arxiv_https___arxiv_org_abs_2406_13619
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Generative Modeling by Minimizing the Wasserstein-2 Loss
Huang, Yu-Jui
Malik, Zachariah
Machine Learning
34A06, 49Q22, 68T01
This paper develops a generative model by minimizing the second-order Wasserstein loss (the $W_2$ loss) through a distribution-dependent ordinary differential equation (ODE), whose dynamics involves the Kantorovich potential associated with the true data distribution and a current estimate of it. A main result shows that the time-marginal laws of the ODE form a gradient flow for the $W_2$ loss, which converges exponentially to the true data distribution. An Euler scheme for the ODE is proposed and it is shown to recover the gradient flow for the $W_2$ loss in the limit. An algorithm is designed by following the scheme and applying persistent training, which naturally fits our gradient-flow approach. In both low- and high-dimensional experiments, our algorithm outperforms Wasserstein generative adversarial networks by increasing the level of persistent training appropriately.
title Generative Modeling by Minimizing the Wasserstein-2 Loss
topic Machine Learning
34A06, 49Q22, 68T01
url https://arxiv.org/abs/2406.13619