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Alexander Korotin

Publications and source records attributed to Alexander Korotin.

At least 55 records · Page 3Linked to original sources

Field Matching: an Electrostatic Paradigm to Generate and Transfer Data

We propose Electrostatic Field Matching (EFM), a novel method that is suitable for both generative modeling and distribution transfer tasks. Our approach is inspired by the physics of an electrical capacitor. We place source and target distributions on the capacitor plates and assign them positive and negative charges, respectively. Then we learn the electrostatic field of the capacitor using a neural network approximator. To map the distributions to each other, we start at one plate of the capacitor and move the samples along the learned electrostatic field lines until they reach the other plate. We theoretically justify that this approach provably yields the distribution transfer. In practice, we demonstrate the performance of our EFM in toy and image data experiments. Our code is available at https://github.com/justkolesov/FieldMatching

cs.LG↗

Inverse Bridge Matching Distillation

Learning diffusion bridge models is easy; making them fast and practical is an art. Diffusion bridge models (DBMs) are a promising extension of diffusion models for applications in image-to-image translation. However, like many modern diffusion and flow models, DBMs suffer from the problem of slow inference. To address it, we propose a novel distillation technique based on the inverse bridge matching formulation and derive the tractable objective to solve it in practice. Unlike previously developed DBM distillation techniques, the proposed method can distill both conditional and unconditional types of DBMs, distill models in a one-step generator, and use only the corrupted images for training. We evaluate our approach for both conditional and unconditional types of bridge matching on a wide set of setups, including super-resolution, JPEG restoration, sketch-to-image, and other tasks, and show that our distillation technique allows us to accelerate the inference of DBMs from 4x to 100x and even provide better generation quality than used teacher model depending on particular setup. We provide the code at https://github.com/ngushchin/IBMD

cs.LG↗

Categorical Schrödinger Bridge Matching

The Schrödinger Bridge (SB) is a powerful framework for solving generative modeling tasks such as unpaired domain translation. Most SB-related research focuses on continuous data space $\mathbb{R}^{D}$ and leaves open theoretical and algorithmic questions about applying SB methods to discrete data, e.g, on finite spaces $\mathbb{S}^{D}$. Notable examples of such sets $\mathbb{S}$ are codebooks of vector-quantized (VQ) representations of modern autoencoders, tokens in texts, categories of atoms in molecules, etc. In this paper, we provide a theoretical and algorithmic foundation for solving SB in discrete spaces using the recently introduced Iterative Markovian Fitting (IMF) procedure. Specifically, we theoretically justify the convergence of discrete-time IMF (D-IMF) to SB in discrete spaces. This enables us to develop a practical computational algorithm for SB, which we call Categorical Schrödinger Bridge Matching (CSBM). We show the performance of CSBM via a series of experiments with synthetic data and VQ representations of images. The code of CSBM is available at https://github.com/gregkseno/csbm.

cs.LG↗

Exponential convergence rate for Iterative Markovian Fitting

We consider the discrete-time Schrödinger bridge problem on a finite state space. Although it has been known that the Iterative Markovian Fitting (IMF) algorithm converges in Kullback-Leibler divergence to the ground truth solution, the speed of that convergence remained unquantified. In this work, we establish for the first time that IMF exhibits exponential convergence with an explicit contraction factor.

cs.IT↗

An Optimal Transport Perspective on Unpaired Image Super-Resolution

Real-world image super-resolution (SR) tasks often do not have paired datasets, which limits the application of supervised techniques. As a result, the tasks are usually approached by unpaired techniques based on Generative Adversarial Networks (GANs), which yield complex training losses with several regularization terms, e.g., content or identity losses. While GANs usually provide good practical performance, they are used heuristically, i.e., theoretical understanding of their behaviour is yet rather limited. We theoretically investigate optimization problems which arise in such models and find two surprising observations. First, the learned SR map is always an optimal transport (OT) map. Second, we theoretically prove and empirically show that the learned map is biased, i.e., it does not actually transform the distribution of low-resolution images to high-resolution ones. Inspired by these findings, we investigate recent advances in neural OT field to resolve the bias issue. We establish an intriguing connection between regularized GANs and neural OT approaches. We show that unlike the existing GAN-based alternatives, these algorithms aim to learn an unbiased OT map. We empirically demonstrate our findings via a series of synthetic and real-world unpaired SR experiments. Our source code is publicly available at https://github.com/milenagazdieva/OT-Super-Resolution.

eess.IV↗

Risk-Averse Reinforcement Learning with Itakura-Saito Loss

Risk-averse reinforcement learning finds application in various high-stakes fields. Unlike classical reinforcement learning, which aims to maximize expected returns, risk-averse agents choose policies that minimize risk, occasionally sacrificing expected value. These preferences can be framed through utility theory. We focus on the specific case of the exponential utility function, where one can derive the Bellman equations and employ various reinforcement learning algorithms with few modifications. To address this, we introduce to the broad machine learning community a numerically stable and mathematically sound loss function based on the Itakura-Saito divergence for learning state-value and action-value functions. We evaluate the Itakura-Saito loss function against established alternatives, both theoretically and empirically. In the experimental section, we explore multiple scenarios, some with known analytical solutions, and show that the considered loss function outperforms the alternatives.

cs.LG↗

Robust Barycenter Estimation using Semi-Unbalanced Neural Optimal Transport

Aggregating data from multiple sources can be formalized as an Optimal Transport (OT) barycenter problem, which seeks to compute the average of probability distributions with respect to OT discrepancies. However, in real-world scenarios, the presence of outliers and noise in the data measures can significantly hinder the performance of traditional statistical methods for estimating OT barycenters. To address this issue, we propose a novel scalable approach for estimating the robust continuous barycenter, leveraging the dual formulation of the (semi-)unbalanced OT problem. To the best of our knowledge, this paper is the first attempt to develop an algorithm for robust barycenters under the continuous distribution setup. Our method is framed as a min-max optimization problem and is adaptable to general cost functions. We rigorously establish the theoretical underpinnings of the proposed method and demonstrate its robustness to outliers and class imbalance through a number of illustrative experiments. Our source code is publicly available at https://github.com/milenagazdieva/U-NOTBarycenters.

stat.ML↗

Light Unbalanced Optimal Transport

While the continuous Entropic Optimal Transport (EOT) field has been actively developing in recent years, it became evident that the classic EOT problem is prone to different issues like the sensitivity to outliers and imbalance of classes in the source and target measures. This fact inspired the development of solvers that deal with the unbalanced EOT (UEOT) problem $-$ the generalization of EOT allowing for mitigating the mentioned issues by relaxing the marginal constraints. Surprisingly, it turns out that the existing solvers are either based on heuristic principles or heavy-weighted with complex optimization objectives involving several neural networks. We address this challenge and propose a novel theoretically-justified, lightweight, unbalanced EOT solver. Our advancement consists of developing a novel view on the optimization of the UEOT problem yielding tractable and a non-minimax optimization objective. We show that combined with a light parametrization recently proposed in the field our objective leads to a fast, simple, and effective solver which allows solving the continuous UEOT problem in minutes on CPU. We prove that our solver provides a universal approximation of UEOT solutions and obtain its generalization bounds. We give illustrative examples of the solver's performance. The code is publicly available at https://github.com/milenagazdieva/LightUnbalancedOptimalTransport.

cs.LG↗

Energy-Guided Continuous Entropic Barycenter Estimation for General Costs

Optimal transport (OT) barycenters are a mathematically grounded way of averaging probability distributions while capturing their geometric properties. In short, the barycenter task is to take the average of a collection of probability distributions w.r.t. given OT discrepancies. We propose a novel algorithm for approximating the continuous Entropic OT (EOT) barycenter for arbitrary OT cost functions. Our approach is built upon the dual reformulation of the EOT problem based on weak OT, which has recently gained the attention of the ML community. Beyond its novelty, our method enjoys several advantageous properties: (i) we establish quality bounds for the recovered solution; (ii) this approach seamlessly interconnects with the Energy-Based Models (EBMs) learning procedure enabling the use of well-tuned algorithms for the problem of interest; (iii) it provides an intuitive optimization scheme avoiding min-max, reinforce and other intricate technical tricks. For validation, we consider several low-dimensional scenarios and image-space setups, including non-Euclidean cost functions. Furthermore, we investigate the practical task of learning the barycenter on an image manifold generated by a pretrained generative model, opening up new directions for real-world applications. Our code is available at https://github.com/justkolesov/EnergyGuidedBarycenters.

cs.LG↗

Barcodes as Summary of Loss Function Topology

We propose to study neural networks' loss surfaces by methods of topological data analysis. We suggest to apply barcodes of Morse complexes to explore topology of loss surfaces. An algorithm for calculations of the loss function's barcodes of local minima is described. We have conducted experiments for calculating barcodes of local minima for benchmark functions and for loss surfaces of small neural networks. Our experiments confirm our two principal observations for neural networks' loss surfaces. First, the barcodes of local minima are located in a small lower part of the range of values of neural networks' loss function. Secondly, increase of the neural network's depth and width lowers the barcodes of local minima. This has some natural implications for the neural network's learning and for its generalization properties.

cs.LG↗

Mixability of Integral Losses: a Key to Efficient Online Aggregation of Functional and Probabilistic Forecasts

In this paper we extend the setting of the online prediction with expert advice to function-valued forecasts. At each step of the online game several experts predict a function, and the learner has to efficiently aggregate these functional forecasts into a single forecast. We adapt basic mixable (and exponentially concave) loss functions to compare functional predictions and prove that these adaptations are also mixable (exp-concave). We call this phenomenon mixability (exp-concavity) of integral loss functions. As an application of our main result, we prove that various loss functions used for probabilistic forecasting are mixable (exp-concave). The considered losses include Sliced Continuous Ranked Probability Score, Energy-Based Distance, Optimal Transport Costs and Sliced Wasserstein-2 distance, Beta-2 and Kullback-Leibler divergences, Characteristic function and Maximum Mean Discrepancies.

cs.LG↗

Optimal Flow Matching: Learning Straight Trajectories in Just One Step

Over the several recent years, there has been a boom in development of Flow Matching (FM) methods for generative modeling. One intriguing property pursued by the community is the ability to learn flows with straight trajectories which realize the Optimal Transport (OT) displacements. Straightness is crucial for the fast integration (inference) of the learned flow's paths. Unfortunately, most existing flow straightening methods are based on non-trivial iterative FM procedures which accumulate the error during training or exploit heuristics based on minibatch OT. To address these issues, we develop and theoretically justify the novel \textbf{Optimal Flow Matching} (OFM) approach which allows recovering the straight OT displacement for the quadratic transport in just one FM step. The main idea of our approach is the employment of vector field for FM which are parameterized by convex functions.

stat.ML↗

Adversarial Schrödinger Bridge Matching

The Schrödinger Bridge (SB) problem offers a powerful framework for combining optimal transport and diffusion models. A promising recent approach to solve the SB problem is the Iterative Markovian Fitting (IMF) procedure, which alternates between Markovian and reciprocal projections of continuous-time stochastic processes. However, the model built by the IMF procedure has a long inference time due to using many steps of numerical solvers for stochastic differential equations. To address this limitation, we propose a novel Discrete-time IMF (D-IMF) procedure in which learning of stochastic processes is replaced by learning just a few transition probabilities in discrete time. Its great advantage is that in practice it can be naturally implemented using the Denoising Diffusion GAN (DD-GAN), an already well-established adversarial generative modeling technique. We show that our D-IMF procedure can provide the same quality of unpaired domain translation as the IMF, using only several generation steps instead of hundreds. We provide the code at https://github.com/Daniil-Selikhanovych/ASBM.

cs.LG↗

Rethinking Optimal Transport in Offline Reinforcement Learning

We propose a novel algorithm for offline reinforcement learning using optimal transport. Typically, in offline reinforcement learning, the data is provided by various experts and some of them can be sub-optimal. To extract an efficient policy, it is necessary to \emph{stitch} the best behaviors from the dataset. To address this problem, we rethink offline reinforcement learning as an optimal transportation problem. And based on this, we present an algorithm that aims to find a policy that maps states to a \emph{partial} distribution of the best expert actions for each given state. We evaluate the performance of our algorithm on continuous control problems from the D4RL suite and demonstrate improvements over existing methods.

cs.LG↗

Optimal Transport Maps are Good Voice Converters

Recently, neural network-based methods for computing optimal transport maps have been effectively applied to style transfer problems. However, the application of these methods to voice conversion is underexplored. In our paper, we fill this gap by investigating optimal transport as a framework for voice conversion. We present a variety of optimal transport algorithms designed for different data representations, such as mel-spectrograms and latent representation of self-supervised speech models. For the mel-spectogram data representation, we achieve strong results in terms of Frechet Audio Distance (FAD). This performance is consistent with our theoretical analysis, which suggests that our method provides an upper bound on the FAD between the target and generated distributions. Within the latent space of the WavLM encoder, we achived state-of-the-art results and outperformed existing methods even with limited reference speaker data.

cs.SD↗

Light and Optimal Schrödinger Bridge Matching

Schrödinger Bridges (SB) have recently gained the attention of the ML community as a promising extension of classic diffusion models which is also interconnected to the Entropic Optimal Transport (EOT). Recent solvers for SB exploit the pervasive bridge matching procedures. Such procedures aim to recover a stochastic process transporting the mass between distributions given only a transport plan between them. In particular, given the EOT plan, these procedures can be adapted to solve SB. This fact is heavily exploited by recent works giving rise to matching-based SB solvers. The cornerstone here is recovering the EOT plan: recent works either use heuristical approximations (e.g., the minibatch OT) or establish iterative matching procedures which by the design accumulate the error during the training. We address these limitations and propose a novel procedure to learn SB which we call the \textbf{optimal Schrödinger bridge matching}. It exploits the optimal parameterization of the diffusion process and provably recovers the SB process \textbf{(a)} with a single bridge matching step and \textbf{(b)} with arbitrary transport plan as the input. Furthermore, we show that the optimal bridge matching objective coincides with the recently discovered energy-based modeling (EBM) objectives to learn EOT/SB. Inspired by this observation, we develop a light solver (which we call LightSB-M) to implement optimal matching in practice using the Gaussian mixture parameterization of the adjusted Schrödinger potential. We experimentally showcase the performance of our solver in a range of practical tasks. The code for our solver can be found at https://github.com/SKholkin/LightSB-Matching.

cs.LG↗

Estimating Barycenters of Distributions with Neural Optimal Transport

Given a collection of probability measures, a practitioner sometimes needs to find an "average" distribution which adequately aggregates reference distributions. A theoretically appealing notion of such an average is the Wasserstein barycenter, which is the primal focus of our work. By building upon the dual formulation of Optimal Transport (OT), we propose a new scalable approach for solving the Wasserstein barycenter problem. Our methodology is based on the recent Neural OT solver: it has bi-level adversarial learning objective and works for general cost functions. These are key advantages of our method since the typical adversarial algorithms leveraging barycenter tasks utilize tri-level optimization and focus mostly on quadratic cost. We also establish theoretical error bounds for our proposed approach and showcase its applicability and effectiveness in illustrative scenarios and image data setups. Our source code is available at https://github.com/justkolesov/NOTBarycenters.

cs.LG↗