论文标题

动作匹配:从样品中学习随机动力学

Action Matching: Learning Stochastic Dynamics from Samples

论文作者

Neklyudov, Kirill, Brekelmans, Rob, Severo, Daniel, Makhzani, Alireza

论文摘要

从其时间边缘的快照中学习系统的连续动态是一个问题,它出现在自然科学和机器学习中,包括在量子系统,单细胞系统,单细胞生物学数据和生成型建模中。在这些设置中,我们假设访问随着时间的流逝而不是完全相关的横截面样品,而不是完全的样品轨迹。为了更好地了解正在观察的系统,我们想学习一个基础过程的模型,该模型使我们能够及时传播样本,从而模拟整个单个轨迹。在这项工作中,我们提出了动作匹配,这是一种仅使用独立样本从其时间演变开始的独立样本来学习丰富动态家庭的方法。我们得出了一个可拖动的训练目标,该目标不依赖于对基本动力学的明确假设,并且不需要通过微分方程或最佳传输求解器进行反向传播。受最佳运输连接的启发,我们得出了动作匹配的扩展,以学习涉及创建和破坏概率质量的随机微分方程以及动态。最后,我们通过在生物学,物理和生成建模的一系列实验中实现竞争性能来展示动作匹配的应用。

Learning the continuous dynamics of a system from snapshots of its temporal marginals is a problem which appears throughout natural sciences and machine learning, including in quantum systems, single-cell biological data, and generative modeling. In these settings, we assume access to cross-sectional samples that are uncorrelated over time, rather than full trajectories of samples. In order to better understand the systems under observation, we would like to learn a model of the underlying process that allows us to propagate samples in time and thereby simulate entire individual trajectories. In this work, we propose Action Matching, a method for learning a rich family of dynamics using only independent samples from its time evolution. We derive a tractable training objective, which does not rely on explicit assumptions about the underlying dynamics and does not require back-propagation through differential equations or optimal transport solvers. Inspired by connections with optimal transport, we derive extensions of Action Matching to learn stochastic differential equations and dynamics involving creation and destruction of probability mass. Finally, we showcase applications of Action Matching by achieving competitive performance in a diverse set of experiments from biology, physics, and generative modeling.

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