arXiv AI By Jinhwan Sul, Panagiotis Theodoropoulos, Vincent Pacelli, Jaemoo Choi, Evangelos Theodorou

Distributionally Robust Schr\"odinger Bridge

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The paper introduces the Distributionally Robust Schr"odinger Bridge (DRSB), a method that learns a single controller capable of handling uncertainty in the initial distribution for stochastic transport tasks. DRSB’s objective combines control energy with a KL penalty on the terminal distribution, and it seeks to minimize the worst‑case value of this objective over an ambiguity set around the nominal initial distribution. The authors derive a variational formulation, connect it to stochastic optimal control and distributionally robust optimization, and propose an alternating algorithm with Wasserstein and Sinkhorn variants. Experiments on two‑dimensional transport and image‑to‑image translation demonstrate improved robustness to input perturbations compared to standard SB, while also achieving lower mean sliced Wasserstein distance on Gaussian mixture transport.

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arXiv Statistics ML
6d ago

Brenier Meets Adversarial Training: Optimal Transport Geometry for Robust Learning

The paper introduces a penalized distributionally robust optimization framework that allows an adversary to choose any distribution while incurring a Wasserstein penalty for deviating from the empirical distribution. It shows that the adversary’s problem can be reformulated as optimizing transport maps that push empirical samples to adversarial ones, proving that optimal maps are cyclically monotone. The authors argue that standard per-sample adversarial training violates this property and propose two remedies—multi-start particle ascent and input-convex neural network parameterization—to enforce cyclical monotonicity, demonstrating improved robustness and generalization in experiments on regression, image classification, and control tasks.

By Alireza Abdollahpoorrostam, Ehsan Sharifian, Buse \c{S}en, Marco Cuturi, Daniel Kuhn