用最优控制方法让生成模型精准满足终态约束,兼顾精度与效率。
Terminally constrained flow-based generative models from an optimal control perspective
- 将生成采样转为最优控制问题,通过反馈控制实现约束引导。
- 在高维科学任务中,约束满足度显著优于欧氏引导和投影基线。
- 无需矩阵求逆,计算开销接近标准梯度指导,适合科研与工程应用。
我们从最优控制视角解决预训练流模型在终态约束分布采样中的难题。理论上,通过哈密顿-雅可比-贝尔曼方程刻画值函数,推导出最小化关联哈密顿量的最优反馈控制。当控制惩罚增大时,受控过程恢复参考分布;惩罚趋近于零时,终端分布收敛至约束流形上的广义瓦瑟斯坦投影。算法上,提出终端最优控制流(TOCFlow),一种几何感知的采样时间引导方法。在追踪参考轨迹的终端共动坐标系中求解控制问题,得到沿黎曼梯度的闭式标量阻尼因子,捕捉二阶曲率效应而无需矩阵求逆。因此,TOCFlow 在计算成本接近标准梯度引导的同时,保持高斯牛顿更新的几何一致性。我们在三个高维科学任务中评估:达西渗流、受限轨迹规划、具有柯尔莫戈洛夫谱尺度的湍流快照生成。在所有设置中,TOCFlow 在保持生成质量的前提下,显著提升约束满足度,优于欧氏引导和投影基线。
原文摘要 · Abstract (English)
We address the problem of sampling from terminally constrained distributions with pre-trained flow-based generative models through an optimal control formulation. Theoretically, we characterize the value function by a Hamilton-Jacobi-Bellman equation and derive the optimal feedback control as the minimizer of the associated Hamiltonian. We show that as the control penalty increases, the controlled process recovers the reference distribution, while as the penalty vanishes, the terminal law converges to a generalized Wasserstein projection onto the constraint manifold. Algorithmically, we introduce Terminal Optimal Control with Flow-based models (TOCFlow), a geometry-aware sampling-time guidance method for pre-trained flows. Solving the control problem in a terminal co-moving frame that tracks reference trajectories yields a closed-form scalar damping factor along the Riemannian gradient, capturing second-order curvature effects without matrix inversions. TOCFlow therefore matches the geometric consistency of Gauss-Newton updates at the computational cost of standard gradient guidance. We evaluate TOCFlow on three high-dimensional scientific tasks spanning equality, inequality, and global statistical constraints, namely Darcy flow, constrained trajectory planning, and turbulence snapshot generation with Kolmogorov spectral scaling. Across all settings, TOCFlow improves constraint satisfaction over Euclidean guidance and projection baselines while preserving the reference model's generative quality.
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