论文标题
在球形瓦斯汀 - 法师 - - 弗拉伯 - 摩尔-RAO指标下的大地测量学框架及其用于加权样品生成的应用
A deep learning framework for geodesics under spherical Wasserstein-Fisher-Rao metric and its application for weighted sample generation
论文作者
论文摘要
Wasserstein-Fisher-Rao(WFR)距离是一个指标家族,用于评估两种ra措施的差异,这同时考虑了运输和重量的变化。球形WFR距离是WFR距离的投影版本,以便进行概率度量,因此配备了WFR的ra尺度空间可以看作是用球形WFR的概率测量空间上的公式锥。与Wasserstein距离的情况相比,球形WFR下的大地测量学的理解尚不清楚,并且仍然是持续的研究重点。在本文中,我们开发了一个深度学习框架,以计算球形WFR指标下的大地测量学,并且可以采用学习的大地测量学来生成加权样品。我们的方法基于球形WFR的Benamou-Brenier型动态公式。为了克服重量变化带来的边界约束的困难,将基于反向映射的kullback-leibler(KL)发散术语引入成本函数。此外,引入了使用粒子速度的新正则化项,以替代汉密尔顿 - 雅各比方程的动态公式中的潜力。当用于样品生成时,与先前的流量模型相比,与给定加权样品的应用相比,我们的框架可能对具有给定加权样品的应用有益。
Wasserstein-Fisher-Rao (WFR) distance is a family of metrics to gauge the discrepancy of two Radon measures, which takes into account both transportation and weight change. Spherical WFR distance is a projected version of WFR distance for probability measures so that the space of Radon measures equipped with WFR can be viewed as metric cone over the space of probability measures with spherical WFR. Compared to the case for Wasserstein distance, the understanding of geodesics under the spherical WFR is less clear and still an ongoing research focus. In this paper, we develop a deep learning framework to compute the geodesics under the spherical WFR metric, and the learned geodesics can be adopted to generate weighted samples. Our approach is based on a Benamou-Brenier type dynamic formulation for spherical WFR. To overcome the difficulty in enforcing the boundary constraint brought by the weight change, a Kullback-Leibler (KL) divergence term based on the inverse map is introduced into the cost function. Moreover, a new regularization term using the particle velocity is introduced as a substitute for the Hamilton-Jacobi equation for the potential in dynamic formula. When used for sample generation, our framework can be beneficial for applications with given weighted samples, especially in the Bayesian inference, compared to sample generation with previous flow models.