Adversarial Schrödinger Bridge Matching

The Schr\"odinger 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.

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 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 fast integration of the learned flow's paths. Unfortunately, most existing flow straightening methods are based on non-trivial iterative procedures which accumulate the error during training or exploit heuristic minibatch OT approximations. To address this issue, we develop a novel optimal flow matching approach which recovers the straight OT displacement for the quadratic cost in just one flow matching step.

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 on illustrative scenarios and image data setups.

Light and Optimal Schrödinger Bridge Matching

Schr\"odinger 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 rives 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 Schr\"odinger 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 Schr\"odinger potential. We experimentally showcase the performance of our solver in a range of practical tasks. The code for the LightSB-M solver can be found at \url{https://github.com/SKholkin/LightSB-Matching}.

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 seemlessly 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.

Light Schrödinger Bridge

Despite the recent advances in the field of computational Schrodinger Bridges (SB), most existing SB solvers are still heavy-weighted and require complex optimization of several neural networks. It turns out that there is no principal solver which plays the role of simple-yet-effective baseline for SB just like, e.g., $k$-means method in clustering, logistic regression in classification or Sinkhorn algorithm in discrete optimal transport. We address this issue and propose a novel fast and simple SB solver. Our development is a smart combination of two ideas which recently appeared in the field: (a) parameterization of the Schrodinger potentials with sum-exp quadratic functions and (b) viewing the log-Schrodinger potentials as the energy functions. We show that combined together these ideas yield a lightweight, simulation-free and theoretically justified SB solver with a simple straightforward optimization objective. As a result, it allows solving SB in moderate dimensions in a matter of minutes on CPU without a painful hyperparameter selection. Our light solver resembles the Gaussian mixture model which is widely used for density estimation. Inspired by this similarity, we also prove an important theoretical result showing that our light solver is a universal approximator of SBs. The code for the LightSB solver can be found at https://github.com/ngushchin/LightSB

Building the Bridge of Schrödinger: A Continuous Entropic Optimal Transport Benchmark

Over the last several years, there has been a significant progress in developing neural solvers for the Schr\"odinger Bridge (SB) problem and applying them to generative modeling. This new research field is justifiably fruitful as it is interconnected with the practically well-performing diffusion models and theoretically-grounded entropic optimal transport (EOT). Still the area lacks non-trivial tests allowing a researcher to understand how well do the methods solve SB or its equivalent continuous EOT problem. We fill this gap and propose a novel way to create pairs of probability distributions for which the ground truth OT solution in known by the construction. Our methodology is generic and works for a wide range of OT formulations, in particular, it covers the EOT which is equivalent to SB (the main interest of our study). This development allows us to create continuous benchmark distributions with the known EOT and SB solution on high-dimensional spaces such as spaces of images. As an illustration, we use these benchmark pairs to test how well do existing neural EOT/SB solvers actually compute the EOT solution. The benchmark is available via the link: https://github.com/ngushchin/EntropicOTBenchmark.

Energy-guided Entropic Neural Optimal Transport

Energy-Based Models (EBMs) are known in the Machine Learning community for the decades. Since the seminal works devoted to EBMs dating back to the noughties there have been appearing a lot of efficient methods which solve the generative modelling problem by means of energy potentials (unnormalized likelihood functions). In contrast, the realm of Optimal Transport (OT) and, in particular, neural OT solvers is much less explored and limited by few recent works (excluding WGAN based approaches which utilize OT as a loss function and do not model OT maps themselves). In our work, we bridge the gap between EBMs and Entropy-regularized OT. We present the novel methodology which allows utilizing the recent developments and technical improvements of the former in order to enrich the latter. We validate the applicability of our method on toy 2D scenarios as well as standard unpaired image-to-image translation problems. For the sake of simplicity, we choose simple short- and long- run EBMs as a backbone of our Energy-guided Entropic OT method, leaving the application of more sophisticated EBMs for future research.

Partial Neural Optimal Transport

We propose a novel neural method to compute partial optimal transport (OT) maps, i.e., OT maps between parts of measures of the specified masses. We test our partial neural optimal transport algorithm on synthetic examples.

Neural Gromov-Wasserstein Optimal Transport

We present a scalable neural method to solve the Gromov-Wasserstein (GW) Optimal Transport (OT) problem with the inner product cost. In this problem, given two distributions supported on (possibly different) spaces, one has to find the most isometric map between them. Our proposed approach uses neural networks and stochastic mini-batch optimization which allows to overcome the limitations of existing GW methods such as their poor scalability with the number of samples and the lack of out-of-sample estimation. To demonstrate the effectiveness of our proposed method, we conduct experiments on the synthetic data and explore the practical applicability of our method to the popular task of the unsupervised alignment of word embeddings.