Smoothed Distance Kernels for MMDs and Applications in Wasserstein Gradient Flows

Negative distance kernels $K(x,y) := - \|x-y\|$ were used in the definition of maximum mean discrepancies (MMDs) in statistics and lead to favorable numerical results in various applications. In particular, so-called slicing techniques for handling high-dimensional kernel summations profit from the simple parameter-free structure of the distance kernel. However, due to its non-smoothness in $x=y$, most of the classical theoretical results, e.g. on Wasserstein gradient flows of the corresponding MMD functional do not longer hold true. In this paper, we propose a new kernel which keeps the favorable properties of the negative distance kernel as being conditionally positive definite of order one with a nearly linear increase towards infinity and a simple slicing structure, but is Lipschitz differentiable now. Our construction is based on a simple 1D smoothing procedure of the absolute value function followed by a Riemann-Liouville fractional integral transform. Numerical results demonstrate that the new kernel performs similarly well as the negative distance kernel in gradient descent methods, but now with theoretical guarantees.

Joint Metric Space Embedding by Unbalanced OT with Gromov-Wasserstein Marginal Penalization

We propose a new approach for unsupervised alignment of heterogeneous datasets, which maps data from two different domains without any known correspondences to a common metric space. Our method is based on an unbalanced optimal transport problem with Gromov-Wasserstein marginal penalization. It can be seen as a counterpart to the recently introduced joint multidimensional scaling method. We prove that there exists a minimizer of our functional and that for penalization parameters going to infinity, the corresponding sequence of minimizers converges to a minimizer of the so-called embedded Wasserstein distance. Our model can be reformulated as a quadratic, multi-marginal, unbalanced optimal transport problem, for which a bi-convex relaxation admits a numerical solver via block-coordinate descent. We provide numerical examples for joint embeddings in Euclidean as well as non-Euclidean spaces.

Flow Matching: Markov Kernels, Stochastic Processes and Transport Plans

Among generative neural models, flow matching techniques stand out for their simple applicability and good scaling properties. Here, velocity fields of curves connecting a simple latent and a target distribution are learned. Then the corresponding ordinary differential equation can be used to sample from a target distribution, starting in samples from the latent one. This paper reviews from a mathematical point of view different techniques to learn the velocity fields of absolutely continuous curves in the Wasserstein geometry. We show how the velocity fields can be characterized and learned via i) transport plans (couplings) between latent and target distributions, ii) Markov kernels and iii) stochastic processes, where the latter two include the coupling approach, but are in general broader. Besides this main goal, we show how flow matching can be used for solving Bayesian inverse problems, where the definition of conditional Wasserstein distances plays a central role. Finally, we briefly address continuous normalizing flows and score matching techniques, which approach the learning of velocity fields of curves from other directions.

Variable Bregman Majorization-Minimization Algorithm and its Application to Dirichlet Maximum Likelihood Estimation

We propose a novel Bregman descent algorithm for minimizing a convex function that is expressed as the sum of a differentiable part (defined over an open set) and a possibly nonsmooth term. The approach, referred to as the Variable Bregman Majorization-Minimization (VBMM) algorithm, extends the Bregman Proximal Gradient method by allowing the Bregman function used in the divergence to adaptively vary at each iteration, provided it satisfies a majorizing condition on the objective function. This adaptive framework enables the algorithm to approximate the objective more precisely at each iteration, thereby allowing for accelerated convergence compared to the traditional Bregman Proximal Gradient descent. We establish the convergence of the VBMM algorithm to a minimizer under mild assumptions on the family of metrics used. Furthermore, we introduce a novel application of both the Bregman Proximal Gradient method and the VBMM algorithm to the estimation of the multidimensional parameters of a Dirichlet distribution through the maximization of its log-likelihood. Numerical experiments confirm that the VBMM algorithm outperforms existing approaches in terms of convergence speed.

Sampling from Boltzmann densities with physics informed low-rank formats

Our method proposes the efficient generation of samples from an unnormalized Boltzmann density by solving the underlying continuity equation in the low-rank tensor train (TT) format. It is based on the annealing path commonly used in MCMC literature, which is given by the linear interpolation in the space of energies. Inspired by Sequential Monte Carlo, we alternate between deterministic time steps from the TT representation of the flow field and stochastic steps, which include Langevin and resampling steps. These adjust the relative weights of the different modes of the target distribution and anneal to the correct path distribution. We showcase the efficiency of our method on multiple numerical examples.

Optimizing Federated Learning by Entropy-Based Client Selection

Deep learning is an emerging field revolutionizing various industries, including natural language processing, computer vision, and many more. These domains typically require an extensive amount of data for optimal performance, potentially utilizing huge centralized data repositories. However, such centralization could raise privacy issues concerning the storage of sensitive data. To address this issue, federated learning was developed. It is a newly distributed learning technique that enables to collaboratively train a deep learning model on decentralized devices, referred to as clients, without compromising their data privacy. Traditional federated learning methods often suffer from severe performance degradation when the data distribution among clients differs significantly. This becomes especially problematic in the case of label distribution skew, where the distribution of labels varies across clients. To address this, a novel method called FedEntOpt is proposed. FedEntOpt is designed to mitigate performance issues caused by label distribution skew by maximizing the entropy of the global label distribution of the selected client subset in each federated learning round. This ensures that the aggregated model parameters from the clients were exhibited to data from all available labels, which improves the accuracy of the global model. Extensive experiments on several benchmark datasets show that the proposed method outperforms several state-of-the-art algorithms by up to 6% in classification accuracy, demonstrating robust and superior performance, particularly under low participation rates. In addition, it offers the flexibility to be combined with them, enhancing their performance by over 40%.

Conditional Generative Models for Contrast-Enhanced Synthesis of T1w and T1 Maps in Brain MRI

Contrast enhancement by Gadolinium-based contrast agents (GBCAs) is a vital tool for tumor diagnosis in neuroradiology. Based on brain MRI scans of glioblastoma before and after Gadolinium administration, we address enhancement prediction by neural networks with two new contributions. Firstly, we study the potential of generative models, more precisely conditional diffusion and flow matching, for uncertainty quantification in virtual enhancement. Secondly, we examine the performance of T1 scans from quantitive MRI versus T1-weighted scans. In contrast to T1-weighted scans, these scans have the advantage of a physically meaningful and thereby comparable voxel range. To compare network prediction performance of these two modalities with incompatible gray-value scales, we propose to evaluate segmentations of contrast-enhanced regions of interest using Dice and Jaccard scores. Across models, we observe better segmentations with T1 scans than with T1-weighted scans.

Neural Sampling from Boltzmann Densities: Fisher-Rao Curves in the Wasserstein Geometry

We deal with the task of sampling from an unnormalized Boltzmann density $\rho_D$ by learning a Boltzmann curve given by energies $f_t$ starting in a simple density $\rho_Z$. First, we examine conditions under which Fisher-Rao flows are absolutely continuous in the Wasserstein geometry. Second, we address specific interpolations $f_t$ and the learning of the related density/velocity pairs $(\rho_t,v_t)$. It was numerically observed that the linear interpolation, which requires only a parametrization of the velocity field $v_t$, suffers from a "teleportation-of-mass" issue. Using tools from the Wasserstein geometry, we give an analytical example, where we can precisely measure the explosion of the velocity field. Inspired by M\'at\'e and Fleuret, who parametrize both $f_t$ and $v_t$, we propose an interpolation which parametrizes only $f_t$ and fixes an appropriate $v_t$. This corresponds to the Wasserstein gradient flow of the Kullback-Leibler divergence related to Langevin dynamics. We demonstrate by numerical examples that our model provides a well-behaved flow field which successfully solves the above sampling task.

PnP-Flow: Plug-and-Play Image Restoration with Flow Matching

In this paper, we introduce Plug-and-Play (PnP) Flow Matching, an algorithm for solving imaging inverse problems. PnP methods leverage the strength of pre-trained denoisers, often deep neural networks, by integrating them in optimization schemes. While they achieve state-of-the-art performance on various inverse problems in imaging, PnP approaches face inherent limitations on more generative tasks like inpainting. On the other hand, generative models such as Flow Matching pushed the boundary in image sampling yet lack a clear method for efficient use in image restoration. We propose to combine the PnP framework with Flow Matching (FM) by defining a time-dependent denoiser using a pre-trained FM model. Our algorithm alternates between gradient descent steps on the data-fidelity term, reprojections onto the learned FM path, and denoising. Notably, our method is computationally efficient and memory-friendly, as it avoids backpropagation through ODEs and trace computations. We evaluate its performance on denoising, super-resolution, deblurring, and inpainting tasks, demonstrating superior results compared to existing PnP algorithms and Flow Matching based state-of-the-art methods.

T-FAKE: Synthesizing Thermal Images for Facial Landmarking

Facial analysis is a key component in a wide range of applications such as security, autonomous driving, entertainment, and healthcare. Despite the availability of various facial RGB datasets, the thermal modality, which plays a crucial role in life sciences, medicine, and biometrics, has been largely overlooked. To address this gap, we introduce the T-FAKE dataset, a new large-scale synthetic thermal dataset with sparse and dense landmarks. To facilitate the creation of the dataset, we propose a novel RGB2Thermal loss function, which enables the transfer of thermal style to RGB faces. By utilizing the Wasserstein distance between thermal and RGB patches and the statistical analysis of clinical temperature distributions on faces, we ensure that the generated thermal images closely resemble real samples. Using RGB2Thermal style transfer based on our RGB2Thermal loss function, we create the T-FAKE dataset, a large-scale synthetic thermal dataset of faces. Leveraging our novel T-FAKE dataset, probabilistic landmark prediction, and label adaptation networks, we demonstrate significant improvements in landmark detection methods on thermal images across different landmark conventions. Our models show excellent performance with both sparse 70-point landmarks and dense 478-point landmark annotations. Our code and models are available at https://github.com/phflot/tfake.