GeONet: a neural operator for learning the Wasserstein geodesic
- URL: http://arxiv.org/abs/2209.14440v4
- Date: Thu, 23 May 2024 09:41:51 GMT
- Title: GeONet: a neural operator for learning the Wasserstein geodesic
- Authors: Andrew Gracyk, Xiaohui Chen,
- Abstract summary: We present GeONet, a mesh-invariant deep neural operator network that learns the non-linear mapping from the input pair of initial and terminal distributions to the Wasserstein geodesic connecting the two endpoint distributions.
We demonstrate that GeONet achieves comparable testing accuracy to the standard OT solvers on simulation examples and the MNIST dataset with considerably reduced inference-stage computational cost by orders of magnitude.
- Score: 13.468026138183623
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Optimal transport (OT) offers a versatile framework to compare complex data distributions in a geometrically meaningful way. Traditional methods for computing the Wasserstein distance and geodesic between probability measures require mesh-specific domain discretization and suffer from the curse-of-dimensionality. We present GeONet, a mesh-invariant deep neural operator network that learns the non-linear mapping from the input pair of initial and terminal distributions to the Wasserstein geodesic connecting the two endpoint distributions. In the offline training stage, GeONet learns the saddle point optimality conditions for the dynamic formulation of the OT problem in the primal and dual spaces that are characterized by a coupled PDE system. The subsequent inference stage is instantaneous and can be deployed for real-time predictions in the online learning setting. We demonstrate that GeONet achieves comparable testing accuracy to the standard OT solvers on simulation examples and the MNIST dataset with considerably reduced inference-stage computational cost by orders of magnitude.
Related papers
- SPDE priors for uncertainty quantification of end-to-end neural data
assimilation schemes [4.213142548113385]
Recent advances in the deep learning community enables to adress this problem as neural architecture embedding data assimilation variational framework.
In this work, we draw from SPDE-based Processes to estimate prior models able to handle non-stationary covariances in both space and time.
Our neural variational scheme is modified to embed an augmented state formulation with both state SPDE parametrization to estimate.
arXiv Detail & Related papers (2024-02-02T19:18:12Z) - Flow-based Distributionally Robust Optimization [23.232731771848883]
We present a framework, called $textttFlowDRO$, for solving flow-based distributionally robust optimization (DRO) problems with Wasserstein uncertainty sets.
We aim to find continuous worst-case distribution (also called the Least Favorable Distribution, LFD) and sample from it.
We demonstrate its usage in adversarial learning, distributionally robust hypothesis testing, and a new mechanism for data-driven distribution perturbation differential privacy.
arXiv Detail & Related papers (2023-10-30T03:53:31Z) - Robust Online Learning over Networks [1.0249620437941]
This work specifically targets some prevalent challenges inherent to distributed learning.
We apply the Distributed Operator Theoretical (DOT) version of the Alternating Direction Method of Multipliers (ADMM)
We prove that if the DOT-ADMM operator is metric subregular, then it converges with a linear rate for a class of convex learning problems.
arXiv Detail & Related papers (2023-09-01T15:18:05Z) - Reliable extrapolation of deep neural operators informed by physics or
sparse observations [2.887258133992338]
Deep neural operators can learn nonlinear mappings between infinite-dimensional function spaces via deep neural networks.
DeepONets provide a new simulation paradigm in science and engineering.
We propose five reliable learning methods that guarantee a safe prediction under extrapolation.
arXiv Detail & Related papers (2022-12-13T03:02:46Z) - Learning Generative Prior with Latent Space Sparsity Constraints [25.213673771175692]
It has been argued that the distribution of natural images do not lie in a single manifold but rather lie in a union of several submanifolds.
We propose a sparsity-driven latent space sampling (SDLSS) framework and develop a proximal meta-learning (PML) algorithm to enforce sparsity in the latent space.
The results demonstrate that for a higher degree of compression, the SDLSS method is more efficient than the state-of-the-art method.
arXiv Detail & Related papers (2021-05-25T14:12:04Z) - GELATO: Geometrically Enriched Latent Model for Offline Reinforcement
Learning [54.291331971813364]
offline reinforcement learning approaches can be divided into proximal and uncertainty-aware methods.
In this work, we demonstrate the benefit of combining the two in a latent variational model.
Our proposed metrics measure both the quality of out of distribution samples as well as the discrepancy of examples in the data.
arXiv Detail & Related papers (2021-02-22T19:42:40Z) - Learning High Dimensional Wasserstein Geodesics [55.086626708837635]
We propose a new formulation and learning strategy for computing the Wasserstein geodesic between two probability distributions in high dimensions.
By applying the method of Lagrange multipliers to the dynamic formulation of the optimal transport (OT) problem, we derive a minimax problem whose saddle point is the Wasserstein geodesic.
We then parametrize the functions by deep neural networks and design a sample based bidirectional learning algorithm for training.
arXiv Detail & Related papers (2021-02-05T04:25:28Z) - Provably Efficient Neural Estimation of Structural Equation Model: An
Adversarial Approach [144.21892195917758]
We study estimation in a class of generalized Structural equation models (SEMs)
We formulate the linear operator equation as a min-max game, where both players are parameterized by neural networks (NNs), and learn the parameters of these neural networks using a gradient descent.
For the first time we provide a tractable estimation procedure for SEMs based on NNs with provable convergence and without the need for sample splitting.
arXiv Detail & Related papers (2020-07-02T17:55:47Z) - On Projection Robust Optimal Transport: Sample Complexity and Model
Misspecification [101.0377583883137]
Projection robust (PR) OT seeks to maximize the OT cost between two measures by choosing a $k$-dimensional subspace onto which they can be projected.
Our first contribution is to establish several fundamental statistical properties of PR Wasserstein distances.
Next, we propose the integral PR Wasserstein (IPRW) distance as an alternative to the PRW distance, by averaging rather than optimizing on subspaces.
arXiv Detail & Related papers (2020-06-22T14:35:33Z) - Communication-Efficient Distributed Stochastic AUC Maximization with
Deep Neural Networks [50.42141893913188]
We study a distributed variable for large-scale AUC for a neural network as with a deep neural network.
Our model requires a much less number of communication rounds and still a number of communication rounds in theory.
Our experiments on several datasets show the effectiveness of our theory and also confirm our theory.
arXiv Detail & Related papers (2020-05-05T18:08:23Z) - Uncertainty Estimation Using a Single Deep Deterministic Neural Network [66.26231423824089]
We propose a method for training a deterministic deep model that can find and reject out of distribution data points at test time with a single forward pass.
We scale training in these with a novel loss function and centroid updating scheme and match the accuracy of softmax models.
arXiv Detail & Related papers (2020-03-04T12:27:36Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.