arXiv:2608.18282math.OCcs.LG2026-08

首个无需网格、自监督的随机平均场控制神经算子,支持零样本泛化。

Self-supervised In-context Operator Learning for Stochastic Mean-Field Control

  • 将随机平均场控制建模为算子学习问题,用可逆归一化流变换动态以避免随机性干扰。
  • 通过Transformer实现上下文学习,单次前向传播即可解决未见任务,计算成本仅O(d)。
  • 无需预训练数值解,直接端到端优化控制目标,适合大规模群体协同控制场景。

随机平均场控制(MFC)为不确定性下大规模交互智能体的协调提供了基础框架,应用广泛。现有数值与深度学习方法每次只能求解一个实例,任务变更时需重新优化。本文首次将随机MFC建模为算子学习问题,提出迄今首个无网格、自监督的神经算子。主要挑战在于受控福克-普朗克方程中的扩散项无法使用确定性传输映射表示。我们通过结合概率流微分方程与基于可逆归一化流的Transformer,将动力学重构成确定性连续性方程,并利用归一化流的精确逆与解析对数行列式实现闭式得分评估,固定网络规模下每粒子计算成本为$/mathcal{O}(d)$。基于Transformer的上下文学习使任务提示(紧凑分布参数或原始粒子云)能条件化传输映射,使得单一预训练算子可在一次前向传播中求解未见任务。提出的 extit{归一化流可逆解Transformer}(NFIST)通过直接最小化随机控制目标端到端训练,无需预计算数值解。进一步证明了该算子学习公式的任务逐个优化一致性。在随机最优控制、薛定谔桥、系统性风险控制及避障路径规划上的数值实验表明,该方法实现了有效零样本泛化,显著降低求解大规模随机MFC问题的计算成本。

原文摘要 · Abstract (English)

Stochastic mean-field control (MFC) provides a fundamental framework for coordinating large populations of interacting agents under uncertainty, with a wide range of applications. Existing numerical and deep-learning methods solve one MFC problem instance at a time and must be re-optimized whenever the task changes. In this work, we formulate stochastic MFC as an operator-learning problem and develop, to the best of our knowledge, the first mesh-free, self-supervised neural operator for stochastic MFC. The main challenge is that the diffusion term in the controlled Fokker--Planck equation precludes deterministic transport-map representations. We address this challenge by combining the probability-flow ODE with an invertible normalizing-flow-based transformer, which recasts the dynamics as a deterministic continuity equation and enables closed-form score evaluation through the exact inverse and analytical log-determinant of the normalizing flow, with $\mathcal{O}(d)$ cost per particle for networks of fixed size. Through transformer-based in-context learning, task prompts, represented by compact distribution parameters or raw particle clouds, condition the transport map, enabling a single pretrained operator to solve unseen tasks in one forward pass. The resulting \emph{Normalizing Flow Invertible Solution Transformer} (NFIST) is trained end-to-end by minimizing the stochastic control objective directly, requiring no precomputed numerical solutions for training. We further prove the consistency of the proposed operator-learning formulation with task-by-task optimization. Numerical experiments on stochastic optimal control, Schrödinger bridge, systemic-risk control, and obstacle-avoiding path planning demonstrate effective zero-shot generalization while substantially reducing the computational cost of solving large families of stochastic MFC problems.

平均场控制神经算子自监督学习可逆模型

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