arXiv:2505.07124cs.LGmath.ST2025-05被引 6

从分布样本中学习未知势函数,提升逆问题求解的稳定性与精度。

Learning from samples: inverse problems over measures

  • 基于凸变分原理构建可优化的采样损失函数,保持估计校准性。
  • 提出增强型Fenchel-Yong损失,改善目标函数局部几何结构。
  • 适用于动态系统参数反演,尤其适合稀疏快照数据场景。

我们研究一类逆问题:未知势函数仅能通过其诱导测度的采样数据观测到,这类问题常见于从分布数据中学习代价、能量和动力学。由于前向映射通常为非线性且隐式,传统方法难以处理。本文证明,在有限维势函数类下,其最优性间隙可导出凸的样本目标函数,并引入带数据依赖偏差的强化Fenchel-Yong损失,使估计保持校准的同时改善损失函数的局部几何。主稳定性定理将逆误差分解为测量误差、前向扰动与经验曲率三部分。我们在逆熵不平衡最优传输和基于独立快照的逆Jordan-Kinderlehrer-Otto(JKO)学习中进行了实例化,获得高概率参数恢复界。JKO格式通过一系列测度上的变分问题离散化Wasserstein梯度流,是观测快照下种群动态的自然表达方式。在此情形下,强化目标退化为不平衡传输问题,揭示了变分间隙损失与二次iJKO⋆代理之间的联系。数值实验展示了强化对条件数的改善及其在稀疏逆梯度流恢复中的优势。

原文摘要 · Abstract (English)

We study inverse problems where an unknown potential is observed only through samples from the measure it induces by a convex variational principle. Such problems arise in learning costs, energies, and dynamics from distributional data, but the associated forward solution map is typically nonlinear and implicit. We show that its optimality gap nevertheless yields convex empirical objectives for finite-dimensional potential classes, and we introduce sharpened Fenchel--Young losses that add a data-dependent discrepancy inside the forward problem. This keeps the estimator calibrated while improving the local geometry of the loss. Our main stability theorem separates the inverse error analysis into measurement error, forward perturbation, and empirical curvature. We instantiate this principle for inverse entropic unbalanced optimal transport and for inverse Jordan--Kinderlehrer--Otto (JKO) learning from independent snapshot samples, obtaining high-probability parameter recovery bounds. JKO schemes discretize Wasserstein gradient flows through a sequence of variational problems over measures, making them a natural language for population dynamics observed through snapshots. In this JKO case, the sharpened objective reduces to an unbalanced transport problem, which also clarifies the connection between variational gap losses and quadratic iJKO\(^\star\) surrogates. Numerical experiments illustrate the conditioning effect of sharpening and its benefits for sparse inverse-gradient-flow recovery.

逆问题最优传输动态建模采样学习

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