arXiv Machine Learning

A Generalized Sinkhorn Algorithm for Mean-Field Schr\"odinger Bridge

arXiv:2604. 06531v3 Announce Type: replace-cross Abstract: The mean-field Schr\"odinger bridge (MFSB) problem concerns designing a minimum-effort controller that guides a diffusion process with nonlocal interaction to reach a given distribution from another by a fixed deadline.

arXiv Statistics ML
Aug 27

Schr\"odinger Bridges over Kinetic Swarming Models

The paper studies finite‑horizon minimum‑energy steering of inertial swarms under stochastic disturbances, focusing on mean‑field models with Cucker–Smale alignment or Morse attraction–repulsion interactions. It formulates the problem as a Schr"odinger bridge, deriving nonlinear, time‑symmetric optimality systems and proposing nested fixed‑point schemes for numerical solution. Numerical experiments demonstrate that the optimal corrective drift can either exploit or counteract the natural interaction forces, depending on their alignment with the steering objective.

By Asmaa Eldesoukey, Md Zulfiqur Haider, Italo Napolitano, Yongxin Chen, Abhishek Halder
arXiv Machine Learning
Aug 20

Self-supervised In-context Operator Learning for Stochastic Mean-Field Control

The paper introduces a mesh‑free, self‑supervised neural operator—called the Normalizing Flow Invertible Solution Transformer (NFIST)—for stochastic mean‑field control (MFC). By reformulating the controlled Fokker–Planck dynamics as a deterministic continuity equation via a probability‑flow ODE and an invertible normalizing‑flow transformer, the authors enable closed‑form score evaluation with linear cost per particle. The resulting operator learns from task prompts (distribution parameters or particle clouds) and can solve unseen MFC tasks in a single forward pass, achieving zero‑shot generalization across applications such as stochastic optimal control, Schrödinger bridges, systemic‑risk control, and obstacle‑avoiding path planning.

By Suyi Gao, Mo Zhou, Rongjie Lai
arXiv Machine Learning
Jul 21

Twisted Schr\"odinger Bridge Matching

arXiv:2607. 16987v1 Announce Type: cross Abstract: Over the past few years, diffusion-based Schr\"odinger bridge models have been proposed to approximate optimal transport dynamics between two prescribed boundary distributions, with successful applications to generative modeling.

By Maxence Noble, Marie Scheid, Yazid Janati, Eric Moulines, Alain Durmus
arXiv AI
Jul 28

All in One: Generative Modeling as Mean-Field Game Design

arXiv:2607. 23026v1 Announce Type: cross Abstract: Mean-field games (MFGs) offer a unifying lens on continuous-time generative modeling: a cost tuple recovering twelve prominent models---Continuous Normalizing Flows, OT-Flow, Score-based Models, Schr\"{o}dinger Bridges, and more---as special cases of one variational problem.

By Kun Zhao, Xu Chen
arXiv Machine Learning
Sep 4

Towards Scaling Reinforcement Learning to Massive Populations: Learning Mean-Field Representations

The paper proposes a mean‑field reinforcement learning framework that models rewards and transitions as functions of an unknown low‑dimensional aggregate statistic of a large agent population. By learning this low‑dimensional representation in an offline setting, the authors demonstrate a provable method for obtaining near‑optimal policies. Experiments on a one‑step routing game inspired by supply‑chain problems show that, with a fixed neural‑network size and optimization budget, the learned representation improves reward prediction and the quality of Nash equilibria compared to baselines that ignore population structure.

By Aditya Makkar, Benjamin Unger, Jeongyeol Kwon, Mathieu Lauri\`ere, Eugene Vinitsky, Yonathan Efroni
Hugging Face Trending Papers
Jun 25

Mean-Field PhiBE: Continuous-Time Mean-Field Reinforcement Learning from Discrete-Time Data

This paper addresses model-free continuous-time mean-field control in a setting where the population dynamics evolve continuously according to an unknown McKean-Vlasov stochastic differential equation, while only discrete-time transition data are available. In the model-based formulation, policy evaluation is naturally described by a stationary Hamilton-Jacobi-Bellman equation on $\mathcal P_2(\mathbb R^d)$, but this equation involves the drift and diffusion coefficients of the controlled McKean-Vlasov dynamics, which are not identifiable when only discrete-time data are available.