用共轭势函数统一采样与映射,实现更直观的生成建模。
Sample and Map from a Single Convex Potential: Generation using Conjugate Moment Measures

- 通过共轭势函数将采样和映射结合,避免传统两阶段建模的局限。
- 在高斯与一维分布上验证,生成结果比传统方法更稳定、更直观。
- 适用于密度仅知归一化常数的情况,适合实际中难以精确计算密度的场景。
生成建模的经典方法是将模型拟合分为两个步骤:先定义噪声采样方式(如高斯分布),再选择如何处理噪声(如单映射或流模型)。本文探索一种新路径,将采样与映射紧密结合。受矩测度理论启发,该理论指出:对任意测度ρ,存在唯一凸势函数u,使得ρ = ∇u♯e⁻ᵘ。尽管此形式理论上可同时完成采样(从log-concave分布e⁻ᵘ)与映射(通过∇u推移粒子),但在简单例子(如高斯或一维分布)中表现不佳。本文提出替代分解:将ρ分解为∇w*♯e⁻ʷ,其中w*是凸势函数w的共轭。该方法称为共轭矩测度,并在相同例子中展现出更直观的结果。由于∇w*是e⁻ʷ到ρ的Monge映射,我们利用最优传输求解器设计算法,从ρ的样本中恢复w,且将w参数化为输入凸神经网络。此外,针对ρ密度仅知归一化常数的常见情况,提出相应学习算法。
原文摘要 · Abstract (English)
The canonical approach in generative modeling is to split model fitting into two blocks: define first how to sample noise (e.g. Gaussian) and choose next what to do with it (e.g. using a single map or flows). We explore in this work an alternative route that ties sampling and mapping. We find inspiration in moment measures, a result that states that for any measure $ρ$, there exists a unique convex potential $u$ such that $ρ=\nabla u \sharp e^{-u}$. While this does seem to tie effectively sampling (from log-concave distribution $e^{-u}$) and action (pushing particles through $\nabla u$), we observe on simple examples (e.g., Gaussians or 1D distributions) that this choice is ill-suited for practical tasks. We study an alternative factorization, where $ρ$ is factorized as $\nabla w^*\sharp e^{-w}$, where $w^*$ is the convex conjugate of a convex potential $w$. We call this approach conjugate moment measures, and show far more intuitive results on these examples. Because $\nabla w^*$ is the Monge map between the log-concave distribution $e^{-w}$ and $ρ$, we rely on optimal transport solvers to propose an algorithm to recover $w$ from samples of $ρ$, and parameterize $w$ as an input-convex neural network. We also address the common sampling scenario in which the density of $ρ$ is known only up to a normalizing constant, and propose an algorithm to learn $w$ in this setting.
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