Combining Wasserstein-1 and Wasserstein-2 proximals: robust manifold learning via well-posed generative flows

Fuente: arXiv
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Main Authors: Gu, Hyemin, Katsoulakis, Markos A., Rey-Bellet, Luc, Zhang, Benjamin J.
Format: Preprint
Published: 2024
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author Gu, Hyemin
Katsoulakis, Markos A.
Rey-Bellet, Luc
Zhang, Benjamin J.
author_facet Gu, Hyemin
Katsoulakis, Markos A.
Rey-Bellet, Luc
Zhang, Benjamin J.
contents We formulate well-posed continuous-time generative flows for learning distributions that are supported on low-dimensional manifolds through Wasserstein proximal regularizations of $f$-divergences. Wasserstein-1 proximal operators regularize $f$-divergences so that singular distributions can be compared. Meanwhile, Wasserstein-2 proximal operators regularize the paths of the generative flows by adding an optimal transport cost, i.e., a kinetic energy penalization. Via mean-field game theory, we show that the combination of the two proximals is critical for formulating well-posed generative flows. Generative flows can be analyzed through optimality conditions of a mean-field game (MFG), a system of a backward Hamilton-Jacobi (HJ) and a forward continuity partial differential equations (PDEs) whose solution characterizes the optimal generative flow. For learning distributions that are supported on low-dimensional manifolds, the MFG theory shows that the Wasserstein-1 proximal, which addresses the HJ terminal condition, and the Wasserstein-2 proximal, which addresses the HJ dynamics, are both necessary for the corresponding backward-forward PDE system to be well-defined and have a unique solution with provably linear flow trajectories. This implies that the corresponding generative flow is also unique and can therefore be learned in a robust manner even for learning high-dimensional distributions supported on low-dimensional manifolds. The generative flows are learned through adversarial training of continuous-time flows, which bypasses the need for reverse simulation. We demonstrate the efficacy of our approach for generating high-dimensional images without the need to resort to autoencoders or specialized architectures.
format Preprint
id arxiv_https___arxiv_org_abs_2407_11901
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Combining Wasserstein-1 and Wasserstein-2 proximals: robust manifold learning via well-posed generative flows
Gu, Hyemin
Katsoulakis, Markos A.
Rey-Bellet, Luc
Zhang, Benjamin J.
Machine Learning
Computation
Methodology
We formulate well-posed continuous-time generative flows for learning distributions that are supported on low-dimensional manifolds through Wasserstein proximal regularizations of $f$-divergences. Wasserstein-1 proximal operators regularize $f$-divergences so that singular distributions can be compared. Meanwhile, Wasserstein-2 proximal operators regularize the paths of the generative flows by adding an optimal transport cost, i.e., a kinetic energy penalization. Via mean-field game theory, we show that the combination of the two proximals is critical for formulating well-posed generative flows. Generative flows can be analyzed through optimality conditions of a mean-field game (MFG), a system of a backward Hamilton-Jacobi (HJ) and a forward continuity partial differential equations (PDEs) whose solution characterizes the optimal generative flow. For learning distributions that are supported on low-dimensional manifolds, the MFG theory shows that the Wasserstein-1 proximal, which addresses the HJ terminal condition, and the Wasserstein-2 proximal, which addresses the HJ dynamics, are both necessary for the corresponding backward-forward PDE system to be well-defined and have a unique solution with provably linear flow trajectories. This implies that the corresponding generative flow is also unique and can therefore be learned in a robust manner even for learning high-dimensional distributions supported on low-dimensional manifolds. The generative flows are learned through adversarial training of continuous-time flows, which bypasses the need for reverse simulation. We demonstrate the efficacy of our approach for generating high-dimensional images without the need to resort to autoencoders or specialized architectures.
title Combining Wasserstein-1 and Wasserstein-2 proximals: robust manifold learning via well-posed generative flows
topic Machine Learning
Computation
Methodology
url https://arxiv.org/abs/2407.11901