用生成模型高效追踪概率分布演化路径,突破高维计算瓶颈
Generative Path-Finding Method for Wasserstein Gradient Flow
- 基于生成流构建路径,通过几何动作函数优化整体轨迹
- 仅需约十几个离散点即逼近高保真解,且保持路径等距分布
- 适合研究复杂动态系统演化、对时间步长不敏感,训练更稳定
Wasserstein梯度流描述了概率分布沿自由能泛函的最速下降演化。在高维空间中从任意初始分布计算完整演化路径极具挑战:欧拉方法受维数诅咒影响,现有拉格朗日方法(基于粒子或生成映射)难以通过调整时间步长提升效率。本文提出GenWGP,一种用于生成Wasserstein梯度路径的框架。GenWGP学习一个生成流,将质量从初始密度传输至未知平衡分布,通过最小化包含完整轨迹与终态条件的路径损失实现。该损失源自互作扩散系统经验分布的大偏差理论(Dawson-Gärtner)。我们提出两种形式:基于物理时间的有限时域作用量,以及基于Wasserstein弧长的重参数不变几何作用量。利用归一化流,GenWGP计算趋向平衡的几何曲线,并强制相邻网络层间具有近似恒定的内在速度,使离散分布沿路径保持近似等距(Wasserstein度量下)。这避免了精细的时间步约束,实现几乎与时空离散无关的稳定训练。在Fokker-Planck及聚集型问题上的实验表明,GenWGP仅用约十几个离散点即可匹配或超越高保真参考解,并捕捉复杂动力学。
原文摘要 · Abstract (English)
Wasserstein gradient flows (WGFs) describe the evolution of probability distributions in Wasserstein space as steepest descent dynamics for a free energy functional. Computing the full path from an arbitrary initial distribution to equilibrium is challenging, especially in high dimensions. Eulerian methods suffer from the curse of dimensionality, while existing Lagrangian approaches based on particles or generative maps do not naturally improve efficiency through time step tuning. We propose GenWGP, a generative path finding framework for Wasserstein gradient paths. GenWGP learns a generative flow that transports mass from an initial density to an unknown equilibrium distribution by minimizing a path loss that encodes the full trajectory and its terminal equilibrium condition. The loss is derived from a geometric action functional motivated by Dawson Gartner large deviation theory for empirical distributions of interacting diffusion systems. We formulate both a finite horizon action under physical time parametrization and a reparameterization invariant geometric action based on Wasserstein arclength. Using normalizing flows, GenWGP computes a geometric curve toward equilibrium while enforcing approximately constant intrinsic speed between adjacent network layers, so that discretized distributions remain nearly equidistant in the Wasserstein metric along the path. This avoids delicate time stepping constraints and enables stable training that is largely independent of temporal or geometric discretization. Experiments on Fokker Planck and aggregation type problems show that GenWGP matches or exceeds high fidelity reference solutions with only about a dozen discretization points while capturing complex dynamics.
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