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Title (deu)
How to Optimize a Schrödinger Bridge?
Speaker / Lecturer
Ya-Ping Hsieh
ETH Zurich
Description (deu)
The Schrödinger Bridge (SB) has recently emerged as an important optimization problem on the space of probability measures that underlies the development of potent AI frameworks like diffusion models. Despite its significance, devising an efficient algorithmic solution remains a challenging task. To this end, we introduce a novel geometric framework for optimizing SB: a continuous-time adaptation of the Sinkhorn algorithm. This innovation yields novel Sinkhorn variants equipped with variable step sizes, offering a crucial advantage over existing methods by guaranteeing convergence even in the presence of noise and bias. Central to our approach is a novel Riemannian geometric structure tailored for probability measures, extending the classical Fisher-Rao metric to encompass conditional variants. Furthermore, via exploiting its intimate connection with the theory of mirror descent, our methodology leads to an accelerated variant of Sinkhorn dynamics.
Keywords (deu)
One World Optimization Seminar
Subject (eng)
ÖFOS 2012 -- 101 -- Mathematics
Type (eng)
Language
[eng]
Persistent identifier
https://phaidra.univie.ac.at/o:2069738
Date created
2024-06-03
Place of creation (eng)
ESI
Duration
28 minutes 2 seconds
Content
Details
Object type
Video
Format
video/mp4
Created
07.06.2024 11:35:02
Metadata