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arXiv 2505.07124cs.LGmath.STstat.MLstat.TH

通过样本学习:度量上的逆问题

Learning from samples: inverse problems over measures

INRIA (PreMeDICaL & HeKA)(法国国家信息与自动化研究所(PreMeDICaL & HeKA));CNRS and ENS, PSL Université(法国国家科学研究中心与巴黎高等师范学院,PSL大学);Mathematics Institute, University of Warwick(华威大学数学研究所)

Francisco Andrade, Gabriel Peyré, Clarice Poon

AI总结:

本文研究通过样本观测未知势函数的逆问题,提出改进的Fenchel-Young损失以提升局部几何特性,通过分离误差分析获得高概率参数恢复界。

摘要:

我们研究了一类逆问题,其中未知势函数仅通过其诱导的测度样本观测得到。此类问题出现在从分布数据学习成本、能量和动力学中,但正向解映射通常是非线性和隐式的。我们证明其最优性差距仍能产生凸经验目标函数,并引入改进的Fenchel-Young损失以增强正向问题的数据依赖性差异。主要稳定性定理将逆问题误差分析分为测量误差、正向扰动和经验曲率。我们将其原理应用于逆熵不平衡最优运输和逆Jordan-Kinderlehrer-Otto(JKO)学习,从独立快照样本中获得高概率参数恢复界。JKO方案通过一系列测度上的变分问题离散化Wasserstein梯度流,使其成为通过快照观测种群动态的自然语言。在JKO情况下,改进的目标函数简化为不平衡运输问题,也澄清了变分间隙损失与二次iJKO$^{\star}$替代项之间的联系。数值实验展示了增强的条件效应及其对稀疏逆梯度流恢复的好处。

英文摘要:

We study inverse problems where an unknown potential is observed only through samples from the measure it induces by a convex variational principle. Such problems arise in learning costs, energies, and dynamics from distributional data, but the associated forward solution map is typically nonlinear and implicit. We show that its optimality gap nevertheless yields convex empirical objectives for finite-dimensional potential classes, and we introduce sharpened Fenchel--Young losses that add a data-dependent discrepancy inside the forward problem. This keeps the estimator calibrated while improving the local geometry of the loss. Our main stability theorem separates the inverse error analysis into measurement error, forward perturbation, and empirical curvature. We instantiate this principle for inverse entropic unbalanced optimal transport and for inverse Jordan--Kinderlehrer--Otto (JKO) learning from independent snapshot samples, obtaining high-probability parameter recovery bounds. JKO schemes discretize Wasserstein gradient flows through a sequence of variational problems over measures, making them a natural language for population dynamics observed through snapshots. In this JKO case, the sharpened objective reduces to an unbalanced transport problem, which also clarifies the connection between variational gap losses and quadratic iJKO\(^\star\) surrogates. Numerical experiments illustrate the conditioning effect of sharpening and its benefits for sparse inverse-gradient-flow recovery.

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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