arXiv:2510.12639stat.MLcs.LG2025-10

揭示了Sinkhorn算法的热力学结构,解释其如何通过非局部扩散实现最优传输。

Thermodynamic structure of the Sinkhorn flow

  • 从热力学与扩散几何出发,发现Sinkhorn流是熵的非局部Wasserstein梯度流。
  • 证明了熵-能量恒等式、Poincaré不等式及对数Sobolev不等式,支持指数收敛。
  • 为生成模型与优化提供物理启发,适用于研究扩散过程与收敛性分析者。

熵正则化最优传输与统计力学中的薛定谔桥问题密切相关,在轨迹推断和生成建模中应用广泛。近期快速矩阵缩放算法(即迭代比例拟合或Sinkhorn算法)的出现,使熵正则化问题在复杂度上优于传统无正则化方法。本文从薛定谔问题的热力学起源与现代扩散几何视角出发,探讨连续时间下Sinkhorn流是否为熵的梯度流。答案是肯定的:其自由边际动态具有非局部Wasserstein梯度结构,可解释为粒子概率分布受化学势非局部扩散驱动的随机演化。同时,该结构引入一系列标准函数不等式刻画马尔可夫扩散过程的几何与收敛性质,包括熵-能量(de Bruijn)恒等式、Poincaré不等式,以及在Bakry-Émery型条件下成立的对数Sobolev不等式(LSI),后者保证熵的指数收敛。最后,讨论了基于LSI的停止启发式与潜在空间设计准则,并提出自然界中某些系统松弛至平衡态时可能天然解决熵正则化最优传输或薛定谔桥问题的可能性。

原文摘要 · Abstract (English)

Entropy-regularized optimal transport, which has strong links to the Schrödinger bridge problem in statistical mechanics, enjoys a variety of applications from trajectory inference to generative modeling. A major driver of renewed interest in this problem is the recent development of fast matrix-scaling algorithms\textemdash known as iterative proportional fitting or the Sinkhorn algorithm\textemdash for entropic optimal transport, which have favorable complexity over traditional approaches to the unregularized problem. Here, we take a perspective on this algorithm rooted in the thermodynamic origins of Schrödinger's problem and inspired by the modern geometric theory of diffusion: is the Sinkhorn flow (viewed in continuous-time as a mirror descent by recent results) the gradient flow of entropy in a formal Riemannian geometry? We answer this question affirmatively, finding a nonlocal Wasserstein gradient structure in the dynamics of its free marginal. This offers a physical interpretation of the Sinkhorn flow as the stochastic dynamics of a particle with law evolving by the nonlocal diffusion of a chemical potential. Simultaneously, it brings a standard suite of functional inequalities characterizing Markov diffusion processes to bear upon its geometry and convergence. We prove an entropy-energy (de Bruijn) identity, a Poincaré inequality, and a Bakry-Émery-type condition under which a logarithmic Sobolev inequality (LSI) holds and implies exponential convergence of the Sinkhorn flow in entropy. We lastly discuss computational applications such as stopping heuristics and latent-space design criteria leveraging the LSI and, returning to the physical interpretation, the possibility of natural systems whose relaxation to equilibrium inherently solves entropic optimal transport or Schrödinger bridge problems.

最优传输扩散模型热力学熵正则

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