PDPO: Parametric Density Path Optimization

Fuente: arXiv
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Autori principali: Hernandez, Sebastian Gutierrez, Chen, Peng, Zhou, Haomin
Natura: Preprint
Pubblicazione: 2025
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author Hernandez, Sebastian Gutierrez
Chen, Peng
Zhou, Haomin
author_facet Hernandez, Sebastian Gutierrez
Chen, Peng
Zhou, Haomin
contents We introduce Parametric Density Path Optimization (PDPO), a novel method for computing action-minimizing paths between probability densities. The core idea is to represent the target probability path as the pushforward of a reference density through a parametric map, transforming the original infinite-dimensional optimization over densities to a finite-dimensional one over the parameters of the map. We derive a static formulation of the dynamic problem of action minimization and propose cubic spline interpolation of the path in parameter space to solve the static problem. Theoretically, we establish an error bound of the action under proper assumptions on the regularity of the parameter path. Empirically, we find that using 3-5 control points of the spline interpolation suffices to accurately resolve both multimodal and high-dimensional problems. We demonstrate that PDPO can flexibly accommodate a wide range of potential terms, including those modeling obstacles, mean-field interactions, stochastic control, and higher-order dynamics. Our method outperforms existing state-of-the-art approaches in benchmark tasks, demonstrating superior computational efficiency and solution quality. The source code will be publically available after the revision process.
format Preprint
id arxiv_https___arxiv_org_abs_2505_18473
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle PDPO: Parametric Density Path Optimization
Hernandez, Sebastian Gutierrez
Chen, Peng
Zhou, Haomin
Optimization and Control
We introduce Parametric Density Path Optimization (PDPO), a novel method for computing action-minimizing paths between probability densities. The core idea is to represent the target probability path as the pushforward of a reference density through a parametric map, transforming the original infinite-dimensional optimization over densities to a finite-dimensional one over the parameters of the map. We derive a static formulation of the dynamic problem of action minimization and propose cubic spline interpolation of the path in parameter space to solve the static problem. Theoretically, we establish an error bound of the action under proper assumptions on the regularity of the parameter path. Empirically, we find that using 3-5 control points of the spline interpolation suffices to accurately resolve both multimodal and high-dimensional problems. We demonstrate that PDPO can flexibly accommodate a wide range of potential terms, including those modeling obstacles, mean-field interactions, stochastic control, and higher-order dynamics. Our method outperforms existing state-of-the-art approaches in benchmark tasks, demonstrating superior computational efficiency and solution quality. The source code will be publically available after the revision process.
title PDPO: Parametric Density Path Optimization
topic Optimization and Control
url https://arxiv.org/abs/2505.18473