arXiv:2410.03282cs.LGmath.AP2024-10被引 13

用几何方法改进从玻尔兹曼分布采样,避免质量跳跃问题。

Neural Sampling from Boltzmann Densities: Fisher-Rao Curves in the Wasserstein Geometry

  • 基于Wasserstein几何设计能量插值路径,仅参数化能量函数
  • 数值验证新方法无质量跳跃,生成平滑采样流场
  • 适合需稳定采样的生成模型研究者

我们研究从非归一化玻尔兹曼密度ρ_D中采样的问题,通过学习一个由能量函数f_t定义的玻尔兹曼曲线,从简单先验密度ρ_Z出发。首先分析了费雪-拉奥流在Wasserstein几何下绝对连续的条件;其次研究特定插值路径f_t及对应的密度/速度对(ρ_t, v_t)。数值观察发现,仅参数化速度场v_t的线性插值存在‘质量跳跃’问题。借助Wasserstein几何工具,我们给出一个解析例子,精确测量到速度场的爆炸现象。受Máté和Fleuret工作的启发,我们提出一种仅参数化能量函数f_t、固定对应速度场v_t的新插值方式,该方式对应于与朗之万动力学相关的KL散度梯度流。数值实验表明,该模型生成的流场行为良好,成功解决了上述采样任务。

原文摘要 · Abstract (English)

We deal with the task of sampling from an unnormalized Boltzmann density $ρ_D$ by learning a Boltzmann curve given by energies $f_t$ starting in a simple density $ρ_Z$. First, we examine conditions under which Fisher-Rao flows are absolutely continuous in the Wasserstein geometry. Second, we address specific interpolations $f_t$ and the learning of the related density/velocity pairs $(ρ_t,v_t)$. It was numerically observed that the linear interpolation, which requires only a parametrization of the velocity field $v_t$, suffers from a "teleportation-of-mass" issue. Using tools from the Wasserstein geometry, we give an analytical example, where we can precisely measure the explosion of the velocity field. Inspired by Máté and Fleuret, who parametrize both $f_t$ and $v_t$, we propose an interpolation which parametrizes only $f_t$ and fixes an appropriate $v_t$. This corresponds to the Wasserstein gradient flow of the Kullback-Leibler divergence related to Langevin dynamics. We demonstrate by numerical examples that our model provides a well-behaved flow field which successfully solves the above sampling task.

采样算法Wasserstein几何生成模型

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