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Dynamical Measure Transport and Neural PDE Solvers for Sampling

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arxiv 2407.07873 v1 pith:GMEPQQVQ submitted 2024-07-10 cs.LG math.DSmath.OCmath.PRstat.ML

Dynamical Measure Transport and Neural PDE Solvers for Sampling

classification cs.LG math.DSmath.OCmath.PRstat.ML
keywords samplingmethodstasktransportdensitydynamicalframeworkmeasure
verification ladder T0 review T1 audit T2 compute T3 formal T4 reserved
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The task of sampling from a probability density can be approached as transporting a tractable density function to the target, known as dynamical measure transport. In this work, we tackle it through a principled unified framework using deterministic or stochastic evolutions described by partial differential equations (PDEs). This framework incorporates prior trajectory-based sampling methods, such as diffusion models or Schr\"odinger bridges, without relying on the concept of time-reversals. Moreover, it allows us to propose novel numerical methods for solving the transport task and thus sampling from complicated targets without the need for the normalization constant or data samples. We employ physics-informed neural networks (PINNs) to approximate the respective PDE solutions, implying both conceptional and computational advantages. In particular, PINNs allow for simulation- and discretization-free optimization and can be trained very efficiently, leading to significantly better mode coverage in the sampling task compared to alternative methods. Moreover, they can readily be fine-tuned with Gauss-Newton methods to achieve high accuracy in sampling.

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Cited by 6 Pith papers

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