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arXiv 2402.01460stat.MLcs.LG
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通过条件 Föllmer 流进行深度条件分布学习

Deep conditional distribution learning via conditional Föllmer flow

Joint Laboratory of Data Science and Business Intelligence(数据科学与商务智能联合实验室);Southwestern University of Finance and Economics(西南财经大学);State Key Laboratory of Mathematical Sciences(数学科学国家重点实验室);Academy of Mathematics and Systems Science(数学与系统科学学院);Chinese Academy of Sciences(中国科学院);School of Mathematics and Statistics(数学与统计学学院);Wuhan University(武汉大学);Hubei Key Laboratory of Computational Science(湖北省计算科学重点实验室)

Jinyuan Chang, Zhao Ding, Yuling Jiao, Ruoxuan Li, Jerry Zhijian Yang

AI总结:

提出基于常微分方程的 Conditional Föllmer Flow 深度生成方法,通过深度神经网络非参数估计速度场来学习条件分布,并首次提供了 Wasserstein-2 距离的端到端收敛误差分析,实验证明其在多种场景下优于现有方法。

摘要:

我们引入了一种基于常微分方程(ODE)的深度生成方法来学习条件分布,名为 Conditional Föllmer Flow。从标准高斯分布出发,当时间接近 1 时,所提出的流能很好地近似目标条件分布。为了有效实现,我们使用 Euler 方法对流进行离散化,其中我们使用深度神经网络非参数地估计速度场。此外,我们还建立了学习样本分布与目标条件分布之间 Wasserstein-2 距离的收敛结果,为通过 ODE 流进行条件分布学习提供了首个全面的端到端误差分析。我们的数值实验展示了其在一系列场景中的有效性,从标准的非参数条件密度估计问题到涉及图像数据的更复杂挑战,说明了其相对于各种现有条件密度估计方法的优越性。

英文摘要:

We introduce an ordinary differential equation (ODE) based deep generative method for learning conditional distributions, named Conditional Föllmer Flow. Starting from a standard Gaussian distribution, the proposed flow could approximate the target conditional distribution very well when the time is close to 1. For effective implementation, we discretize the flow with Euler's method where we estimate the velocity field nonparametrically using a deep neural network. Furthermore, we also establish the convergence result for the Wasserstein-2 distance between the distribution of the learned samples and the target conditional distribution, providing the first comprehensive end-to-end error analysis for conditional distribution learning via ODE flow. Our numerical experiments showcase its effectiveness across a range of scenarios, from standard nonparametric conditional density estimation problems to more intricate challenges involving image data, illustrating its superiority over various existing conditional density estimation methods.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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