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A Computational Framework for Solving Wasserstein Lagrangian Flows (2310.10649v3)

Published 16 Oct 2023 in cs.LG, math.OC, and stat.ML

Abstract: The dynamical formulation of the optimal transport can be extended through various choices of the underlying geometry (kinetic energy), and the regularization of density paths (potential energy). These combinations yield different variational problems (Lagrangians), encompassing many variations of the optimal transport problem such as the Schr\"odinger bridge, unbalanced optimal transport, and optimal transport with physical constraints, among others. In general, the optimal density path is unknown, and solving these variational problems can be computationally challenging. We propose a novel deep learning based framework approaching all of these problems from a unified perspective. Leveraging the dual formulation of the Lagrangians, our method does not require simulating or backpropagating through the trajectories of the learned dynamics, and does not need access to optimal couplings. We showcase the versatility of the proposed framework by outperforming previous approaches for the single-cell trajectory inference, where incorporating prior knowledge into the dynamics is crucial for correct predictions.

Citations (14)

Summary

  • The paper presents a novel deep learning framework that unifies optimal transport approaches by leveraging the dual formulation of Lagrangians.
  • It details an efficient computational strategy for trajectory inference by combining variational methods with Lagrangian mechanics.
  • It demonstrates improved performance on single-cell RNA-sequencing data, underscoring its practical applicability in modeling biological systems.

Analysis of a Computational Framework for Solving Wasserstein Lagrangian Flows

The paper "A Computational Framework for Solving Wasserstein Lagrangian Flows" presents a comprehensive approach to solving trajectory inference problems using deep learning methodologies. The authors introduce a novel framework that integrates variational and dynamical aspects of optimal transport, emphasizing the use of Lagrangian mechanics to model and predict system dynamics. The research builds on the theory of optimal transport by extending it through Wasserstein Lagrangian Flows (WLF), which accommodates multiple geometries and constraints.

The primary contribution is the development of a deep learning framework for solving WLF problems, unifying various approaches to optimal transport such as the Schrödinger Bridge and unbalanced optimal transport. These problems are computationally demanding due to the intricate nature of modeling dynamical systems with unknown density paths. This framework circumvents these issues by leveraging the dual formulation of Lagrangians, thus avoiding trajectory simulation or manual backpropagation through dynamics.

Theoretical Framework and Methodology

The authors rely on optimizing action functionals on probability manifolds, a concept originating from classical mechanics, transposed here onto the density manifold. The Lagrangians are defined as a combination of kinetic and potential energies, finely tuned to incorporate prior information relevant to specific problems, such as trajectory inference in single-cell RNA-sequencing data. The framework handles various types of constraints on density evolution, which is critical for accurate trajectory predictions.

A pivotal aspect of this framework is the proposed dual optimization strategy, which decouples the problem into tractable subproblems. The use of dual formulations involving cotangent vectors allows for efficient computation and modeling of dynamics. This duality forms the crux of the optimization strategy, enabling tractable computation by focusing on linearizable dual objectives. This aspect of the work is of significant theoretical interest as it expands the toolbox available for variational problem-solving in machine learning.

Numerical Results and Implications

The experimental evaluation of the framework on single-cell RNA-sequencing data highlights its applicability to biological systems where high-throughput data is available. The paper reports improved performance over existing methods in predicting the development pathways of cell populations, quantified by the Wasserstein-$1$ distance across different datasets. These results underscore the framework's ability to accurately model complex biological processes using inferred dynamics.

The research implies wide-ranging applications across natural sciences, where modeling dynamical systems accurately is paramount. Particularly, the biological sciences, where understanding cellular dynamics holds the key to breakthroughs in treatment strategies and developmental biology, can benefit significantly. Additionally, the framework's compatibility with neural networks makes it adaptable to ongoing advances in AI, suggesting further enhancement of predictive capabilities.

Future Directions

This framework opens avenues for future research in computational optimal transport and its applications in other scientific domains. Extensions of this work can involve exploring more complex Lagrangians or Hamiltonians tailored to specific disciplines such as quantum physics or social dynamics. Furthermore, integrating advanced generative models with this framework could broaden the scope of its applicability to scenarios requiring even deeper probability distribution modeling.

In conclusion, this paper provides an intricate and novel approach to solving Wasserstein Lagrangian Flows by bridging optimal transport with deep learning capabilities. The dual formulation strategy is a noteworthy advancement, potentially transforming the landscape of trajectory inference in computational sciences. The framework not only improves upon existing methods but also poses significant implications for AI developments intersecting various scientific disciplines.

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