no code implementations • 2 Jan 2025 • Santiago Aranguri, Giulio Biroli, Marc Mezard, Eric Vanden-Eijnden
Recent works have shown that diffusion models can undergo phase transitions, the resolution of which is needed for accurately generating samples.
no code implementations • 21 Nov 2024 • Nicholas M. Boffi, Eric Vanden-Eijnden
Active systems comprise a class of nonequilibrium dynamics in which individual components autonomously dissipate energy.
no code implementations • 7 Oct 2024 • Mengjian Hua, Matthieu Laurière, Eric Vanden-Eijnden
We propose a simulation-free algorithm for the solution of generic problems in stochastic optimal control (SOC).
no code implementations • 3 Oct 2024 • Michael S. Albergo, Eric Vanden-Eijnden
We propose an algorithm, termed the Non-Equilibrium Transport Sampler (NETS), to sample from unnormalized probability distributions.
no code implementations • 11 Jun 2024 • Nicholas M. Boffi, Michael S. Albergo, Eric Vanden-Eijnden
Generative models based on dynamical transport of measure, such as diffusion models, flow matching models, and stochastic interpolants, learn an ordinary or stochastic differential equation whose trajectories push initial conditions from a known base distribution onto the target.
no code implementations • 1 Apr 2024 • huan zhang, Yifan Chen, Eric Vanden-Eijnden, Benjamin Peherstorfer
Sequential-in-time methods solve a sequence of training problems to fit nonlinear parametrizations such as neural networks to approximate solution trajectories of partial differential equations over time.
no code implementations • 20 Mar 2024 • Yifan Chen, Mark Goldstein, Mengjian Hua, Michael S. Albergo, Nicholas M. Boffi, Eric Vanden-Eijnden
We propose a framework for probabilistic forecasting of dynamical systems based on generative modeling.
1 code implementation • 16 Jan 2024 • Nanye Ma, Mark Goldstein, Michael S. Albergo, Nicholas M. Boffi, Eric Vanden-Eijnden, Saining Xie
We present Scalable Interpolant Transformers (SiT), a family of generative models built on the backbone of Diffusion Transformers (DiT).
no code implementations • 17 Oct 2023 • Michael S. Albergo, Eric Vanden-Eijnden
These lecture notes provide an introduction to recent advances in generative modeling methods based on the dynamical transportation of measures, by means of which samples from a simple base measure are mapped to samples from a target measure of interest.
no code implementations • 5 Oct 2023 • Michael S. Albergo, Nicholas M. Boffi, Michael Lindsey, Eric Vanden-Eijnden
Given a set of $K$ probability densities, we consider the multimarginal generative modeling problem of learning a joint distribution that recovers these densities as marginals.
1 code implementation • 5 Oct 2023 • Michael S. Albergo, Mark Goldstein, Nicholas M. Boffi, Rajesh Ranganath, Eric Vanden-Eijnden
In this work, using the framework of stochastic interpolants, we formalize how to \textit{couple} the base and the target densities, whereby samples from the base are computed conditionally given samples from the target in a way that is different from (but does preclude) incorporating information about class labels or continuous embeddings.
1 code implementation • 5 Oct 2023 • Hugo Cui, Florent Krzakala, Eric Vanden-Eijnden, Lenka Zdeborová
We study the problem of training a flow-based generative model, parametrized by a two-layer autoencoder, to sample from a high-dimensional Gaussian mixture.
no code implementations • 22 Sep 2023 • Nicholas M. Boffi, Eric Vanden-Eijnden
We show that a single network trained on a system of 4096 particles at one packing fraction can generalize to other regions of the phase diagram, including systems with as many as 32768 particles.
no code implementations • 27 Jun 2023 • Yuxiao Wen, Eric Vanden-Eijnden, Benjamin Peherstorfer
Training nonlinear parametrizations such as deep neural networks to numerically approximate solutions of partial differential equations is often based on minimizing a loss that includes the residual, which is analytically available in limited settings only.
1 code implementation • NeurIPS 2023 • Davide Carbone, Mengjian Hua, Simon Coste, Eric Vanden-Eijnden
Energy-based models (EBMs) are generative models inspired by statistical physics with a wide range of applications in unsupervised learning.
1 code implementation • 15 Mar 2023 • Michael S. Albergo, Nicholas M. Boffi, Eric Vanden-Eijnden
The time-dependent probability density function of the stochastic interpolant is shown to satisfy a first-order transport equation as well as a family of forward and backward Fokker-Planck equations with tunable diffusion coefficient.
no code implementations • 28 Oct 2022 • Zhengdao Chen, Eric Vanden-Eijnden, Joan Bruna
To understand the training dynamics of neural networks (NNs), prior studies have considered the infinite-width mean-field (MF) limit of two-layer NN, establishing theoretical guarantees of its convergence under gradient flow training as well as its approximation and generalization capabilities.
1 code implementation • 30 Sep 2022 • Michael S. Albergo, Eric Vanden-Eijnden
A generative model based on a continuous-time normalizing flow between any pair of base and target probability densities is proposed.
1 code implementation • 24 Jun 2022 • Leonardo Petrini, Francesco Cagnetta, Eric Vanden-Eijnden, Matthieu Wyart
It is widely believed that the success of deep networks lies in their ability to learn a meaningful representation of the features of the data.
1 code implementation • 20 Jun 2022 • Yu Cao, Eric Vanden-Eijnden
On the theory side, we discuss how to tailor the velocity field to the target and establish general conditions under which the proposed estimator is a perfect estimator with zero-variance.
no code implementations • 9 Jun 2022 • Nicholas M. Boffi, Eric Vanden-Eijnden
The method of choice for integrating the time-dependent Fokker-Planck equation in high-dimension is to generate samples from the solution via integration of the associated stochastic differential equation.
no code implementations • 22 Apr 2022 • Zhengdao Chen, Eric Vanden-Eijnden, Joan Bruna
We study the optimization of wide neural networks (NNs) via gradient flow (GF) in setups that allow feature learning while admitting non-asymptotic global convergence guarantees.
1 code implementation • 2 Mar 2022 • Joan Bruna, Benjamin Peherstorfer, Eric Vanden-Eijnden
Neural Galerkin schemes build on the Dirac-Frenkel variational principle to train networks by minimizing the residual sequentially over time, which enables adaptively collecting new training data in a self-informed manner that is guided by the dynamics described by the partial differential equations.
no code implementations • ICLR 2022 • Zhengdao Chen, Eric Vanden-Eijnden, Joan Bruna
We study the optimization of over-parameterized shallow and multi-layer neural networks (NNs) in a regime that allows feature learning while admitting non-asymptotic global convergence guarantees.
no code implementations • ICML Workshop INNF 2021 • Marylou Gabrié, Grant M. Rotskoff, Eric Vanden-Eijnden
Normalizing flows can generate complex target distributions and thus show promise in many applications in Bayesian statistics as an alternative or complement to MCMC for sampling posteriors.
no code implementations • 11 Jul 2021 • Carles Domingo-Enrich, Alberto Bietti, Marylou Gabrié, Joan Bruna, Eric Vanden-Eijnden
In the feature-learning regime, this dual formulation justifies using a two time-scale gradient ascent-descent (GDA) training algorithm in which one updates concurrently the particles in the sample space and the neurons in the parameter space of the energy.
1 code implementation • 15 Apr 2021 • Carles Domingo-Enrich, Alberto Bietti, Eric Vanden-Eijnden, Joan Bruna
Energy-based models (EBMs) are a simple yet powerful framework for generative modeling.
no code implementations • 8 Mar 2021 • Tobias Grafke, Tobias Schäfer, Eric Vanden-Eijnden
Freidlin-Wentzell theory of large deviations can be used to compute the likelihood of extreme or rare events in stochastic dynamical systems via the solution of an optimization problem.
Statistical Mechanics Optimization and Control Probability Fluid Dynamics
no code implementations • NeurIPS 2020 • Zhengdao Chen, Grant M. Rotskoff, Joan Bruna, Eric Vanden-Eijnden
Furthermore, if the mean-field dynamics converges to a measure that interpolates the training data, we prove that the asymptotic deviation eventually vanishes in the CLT scaling.
1 code implementation • 11 Aug 2020 • Grant M. Rotskoff, Andrew R. Mitchell, Eric Vanden-Eijnden
Deep neural networks, when optimized with sufficient data, provide accurate representations of high-dimensional functions; in contrast, function approximation techniques that have predominated in scientific computing do not scale well with dimensionality.
no code implementations • NeurIPS 2020 • Stefano Sarao Mannelli, Eric Vanden-Eijnden, Lenka Zdeborová
We consider a teacher-student scenario where the teacher has the same structure as the student with a hidden layer of smaller width $m^*\le m$.
no code implementations • 5 Feb 2019 • Grant Rotskoff, Samy Jelassi, Joan Bruna, Eric Vanden-Eijnden
Neural networks with a large number of parameters admit a mean-field description, which has recently served as a theoretical explanation for the favorable training properties of "overparameterized" models.
no code implementations • NeurIPS 2018 • Grant Rotskoff, Eric Vanden-Eijnden
The performance of neural networks on high-dimensional data distributions suggests that it may be possible to parameterize a representation of a given high-dimensional function with controllably small errors, potentially outperforming standard interpolation methods.
2 code implementations • 28 Sep 2018 • Grant M. Rotskoff, Eric Vanden-Eijnden
Nonequilibrium sampling is potentially much more versatile than its equilibrium counterpart, but it comes with challenges because the invariant distribution is not typically known when the dynamics breaks detailed balance.
Statistical Mechanics
no code implementations • 2 May 2018 • Grant M. Rotskoff, Eric Vanden-Eijnden
We show that, when the number $n$ of units is large, the empirical distribution of the particles descends on a convex landscape towards the global minimum at a rate independent of $n$, with a resulting approximation error that universally scales as $O(n^{-1})$.