arXiv Machine Learning
Aug 13

Fine-Tuning Generative Models for Extreme Events via CVaR-Penalized Wasserstein Gradient Flows

arXiv:2608. 11544v1 Announce Type: cross Abstract: We propose CVaR-penalized Generative Particle Algorithm (CVaR-GPA), a robust, tail-agnostic algorithm for fine-tuning generative models to learn heavy-tailed distributions and capture extreme events, requiring no prior knowledge or estimation of the target's tail characteristics.

By Thejani Gamage, Hyemin Gu, Zhizhen Zhang, Ziyu Chen, Markos Katsoulakis, Luc Rey-Bellet
arXiv Machine Learning
Sep 23

Penalized Nonreversible Langevin for Constrained Sampling

The paper introduces penalized nonreversible Langevin algorithms for sampling from a target distribution constrained to a compact convex set. It combines a squared distance penalty with skew-symmetric perturbations that preserve the penalized Gibbs distribution, and provides nonasymptotic total variation and Wasserstein bounds under various smoothness and contraction assumptions. Numerical experiments demonstrate the methods on constrained Bayesian regression, classification, neural networks, and truncated sampling, highlighting acceleration in a stochastic quadratic model.

By Pervez Ali, Weihao Dong, Xiaoyu Wang
arXiv Machine Learning
Oct 5

Simulation-Free Learning of Population Dynamics with Wasserstein Lagrangian Residuals

The paper introduces Double‑Stitch, a simulation‑free method for learning population dynamics in Wasserstein space. It penalizes the residual of the equation of motion along a learned path, derived from a Clebsch variational principle that avoids gradient velocities. Experiments on synthetic, single‑cell, and ocean vortex data show that Double‑Stitch matches or surpasses gradient‑flow and simulation‑based methods while training 4–14 times faster.

By Fedor Sergeev, Markus Heinonen, Daniel Waxman, Tim Cooijmans, Ricardo Baptista, Dmitry Batenkov, Eli Bingham