Reflected Schrödinger Bridge Matching

Recent advances in generative modeling have enabled the efficient computation of Schrödinger bridges (SB) in high-dimensional settings by leveraging partially simulation-free training methods inspired by flow matching. However, these have not covered SBs with reflecting dynamics, a useful model choice with built-in guarantees that generated samples stay in the data domain. Existing alternatives for reflected SBs instead rely on more complex training based on forward--backward SDE theory, requiring expensive higher-order derivatives and sampling entire paths during training. In this article, we introduce a partially simulation-free framework that allows reflected SBs to be trained similarly to flow matching, using a new sampling method and regression target. We demonstrate our results by coupling pairs of well-known high-dimensional image datasets. Using reflected dynamics incurs negligible additional wall-clock time during both training and inference while maintaining or slightly improving generative performance.

Efficient Flow Matching using Latent Variables

Flow matching models have shown great potential in image generation tasks among probabilistic generative models. Building upon the ideas of continuous normalizing flows, flow matching models generalize the transport path of the diffusion models from a simple prior distribution to the data. Most flow matching models in the literature do not explicitly model the underlying structure/manifold in the target data when learning the flow from a simple source distribution like the standard Gaussian. This leads to inefficient learning, especially for many high-dimensional real-world datasets, which often reside in a low-dimensional manifold. Existing strategies of incorporating manifolds, including data with underlying multi-modal distribution, often require expensive training and hence frequently lead to suboptimal performance. To this end, we present \texttt{Latent-CFM}, which provides simplified training/inference strategies to incorporate multi-modal data structures using pretrained deep latent variable models. Through experiments on multi-modal synthetic data and widely used image benchmark datasets, we show that \texttt{Latent-CFM} exhibits improved generation quality with significantly less training ($\sim 50\%$ less in some cases) and computation than state-of-the-art flow matching models. Using a 2d Darcy flow dataset, we demonstrate that our approach generates more physically accurate samples than competitive approaches. In addition, through latent space analysis, we demonstrate that our approach can be used for conditional image generation conditioned on latent features.

REMEDI: Corrective Transformations for Improved Neural Entropy Estimation

Information theoretic quantities play a central role in machine learning. The recent surge in the complexity of data and models has increased the demand for accurate estimation of these quantities. However, as the dimension grows the estimation presents significant challenges, with existing methods struggling already in relatively low dimensions. To address this issue, in this work, we introduce $\texttt{REMEDI}$ for efficient and accurate estimation of differential entropy, a fundamental information theoretic quantity. The approach combines the minimization of the cross-entropy for simple, adaptive base models and the estimation of their deviation, in terms of the relative entropy, from the data density. Our approach demonstrates improvement across a broad spectrum of estimation tasks, encompassing entropy estimation on both synthetic and natural data. Further, we extend important theoretical consistency results to a more generalized setting required by our approach. We illustrate how the framework can be naturally extended to information theoretic supervised learning models, with a specific focus on the Information Bottleneck approach. It is demonstrated that the method delivers better accuracy compared to the existing methods in Information Bottleneck. In addition, we explore a natural connection between $\texttt{REMEDI}$ and generative modeling using rejection sampling and Langevin dynamics.

A note on large deviations for interacting particle dynamics for finding mixed equilibria in zero-sum games

Finding equilibria points in continuous minimax games has become a key problem within machine learning, in part due to its connection to the training of generative adversarial networks. Because of existence and robustness issues, recent developments have shifted from pure equilibria to focusing on mixed equilibria points. In this note we consider a method proposed by Domingo-Enrich et al. for finding mixed equilibria in two-layer zero-sum games. The method is based on entropic regularisation and the two competing strategies are represented by two sets of interacting particles. We show that the sequence of empirical measures of the particle system satisfies a large deviation principle as the number of particles grows to infinity, and how this implies convergence of the empirical measure and the associated Nikaid\^o-Isoda error, complementing existing law of large numbers results.