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Abstract

Schr\"{o}dinger Bridges (SB) are diffusion processes that steer, in finite time, a given initial distribution to another final one while minimizing a suitable cost functional. Although various methods for computing SBs have recently been proposed in the literature, most of these approaches require computationally expensive training schemes, even for solving low-dimensional problems. In this work, we propose an analytic parametrization of a set of feasible policies for steering the distribution of a dynamical system from one Gaussian Mixture Model (GMM) to another. Instead of relying on standard non-convex optimization techniques, the optimal policy within the set can be approximated as the solution of a low-dimensional linear program whose dimension scales linearly with the number of components in each mixture. Furthermore, our method generalizes naturally to more general classes of dynamical systems such as controllable Linear Time-Varying systems that cannot currently be solved using traditional neural SB approaches. We showcase the potential of this approach in low-to-moderate dimensional problems such as image-to-image translation in the latent space of an autoencoder, and various other examples. We also benchmark our approach on an Entropic Optimal Transport (EOT) problem and show that it outperforms state-of-the-art methods in cases where the boundary distributions are mixture models while requiring virtually no training.

Details

1009240
Identifier / keyword
Title
Go With the Flow: Fast Diffusion for Gaussian Mixture Models
Publication title
arXiv.org; Ithaca
Publication year
2024
Publication date
Dec 24, 2024
Section
Computer Science
Publisher
Cornell University Library, arXiv.org
Source
arXiv.org
Place of publication
Ithaca
Country of publication
United States
University/institution
Cornell University Library arXiv.org
e-ISSN
2331-8422
Source type
Working Paper
Language of publication
English
Document type
Working Paper
Publication history
 
 
Online publication date
2024-12-25
Milestone dates
2024-12-12 (Submission v1); 2024-12-18 (Submission v2); 2024-12-24 (Submission v3)
Publication history
 
 
   First posting date
25 Dec 2024
ProQuest document ID
3144197775
Document URL
https://www.proquest.com/working-papers/go-with-flow-fast-diffusion-gaussian-mixture/docview/3144197775/se-2?accountid=208611
Full text outside of ProQuest
Copyright
© 2024. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License.
Last updated
2025-03-11
Database
2 databases
  • ProQuest One Academic
  • ProQuest One Academic