arXiv Machine Learning By Ziyu Chen, Markos A. Katsoulakis, Benjamin J. Zhang

Robustness and Structure Preservation in Flow-Based Generative Models via Wasserstein Path-Space Divergences

Read the original on arXiv Machine Learning →

arXiv:2410. 01244v2 Announce Type: replace-cross Abstract: We introduce a novel Wasserstein-1 ($W_1$) path-space divergence for stochastic and deterministic dynamics and establish a Wasserstein Uncertainty Propagation (WUP) theorem that bounds the $W_1$ distance between terminal distributions by the proposed divergence, equivalently characterized by a weighted $L^2$ discrepancy between the underlying drifts and the $W_1$ distance between their initial measures.

Summary generated by The Flow from the publisher's feed. The full article lives at arXiv Machine Learning.

arXiv Machine Learning
Jun 18

Generative models for decision-making under distributional shift

arXiv:2604. 04342v2 Announce Type: replace Abstract: Many data-driven decision problems are formulated using a nominal distribution estimated from historical data, while performance is ultimately determined by a deployment distribution that may be shifted, context-dependent, partially observed, or stress-induced.

By Xiuyuan Cheng, Yunqin Zhu, Yao Xie
arXiv Machine Learning
6d ago

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