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Light and Optimal Schrödinger Bridge Matching

ICML 2024 · Learning theory and algorithms › Optimal transport · approach: Schrodinger bridge matching · 0 citations (OpenAlex)

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Proposes optimal Schrödinger bridge matching, which recovers the SB from an arbitrary transport plan in a single bridge-matching step, and a Gaussian-mixture solver LightSB-M that is fast on CPU.

Problem

Existing bridge-matching SB solvers either rely on heuristic plan approximations (e.g., minibatch OT) or iterative Markovian/reciprocal projections that accumulate errors and need many training iterations.

Approach

Shows that the KL optimal projection of any reciprocal process onto the set of Schrödinger bridges yields the SB in one step, with a tractable bridge-matching objective that is equivalent (up to constants) to the LightSB/EgNOT energy objective; implemented with a Gaussian-mixture parameterization of the adjusted Schrödinger potential.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use independent, minibatch OT, or ground-truth transport plan instead of requiring the EOT plan (ablation)LightSB-M · EOT/SB benchmarkcB W₂²-UVP (%): 0.18; 0.1; 0.1No clear effect
Use a minibatch OT plan instead of an independent plan (ablation)LightSB-M · MSCI single-cell dataenergy distance: 2.347 ± 0.11 -> 2.33 ± 0.09; 2.174 ± 0.08 -> 2.172 ± 0.08; 1.35 ± 0.05 -> 1.33 ± 0.05No clear effect
Use LightSB-M instead of DSBMSB benchmark, ε=0.1, D=16 · EOT/SB benchmarkcB W₂²-UVP (%): 16.8 -> 0.18Helped
Use LightSB-M instead of SF²M-SinkSB benchmark, ε=10, D=16 · EOT/SB benchmarkcB W₂²-UVP (%): 4.9 -> 0.19Helped
Use LightSB-M instead of LightSBMSCI single-cell data · MSCI, DIM 1000energy distance: 1.27 ± 0.19 -> 1.33 ± 0.05Hurt
Use LightSB-M (ID) instead of the strongest listed baselineFFHQ man→woman translation · FFHQ man→womanFID: 0.859 -> 0.852Helped
Use LightSB-M instead of DSBMSB benchmark · SB benchmark, ε=0.1, D=16KL(T*||S): 0.2950 -> 0.0093Helped
Sample directly from the learned plan instead of using Euler-Maruyama with 500 steps (ablation)LightSB-M · SB benchmark, ε=0.1, D=16cB W₂²-UVP: 0.09 -> 0.09No clear effect
Increase Euler-Maruyama simulation from 10 to 500 steps (ablation)LightSB-M · SB benchmark, ε=0.1, D=16cB W₂²-UVP: 1.53 -> 0.09Helped
Increase ε from 0.1 to 0.3 (ablation)LightSB-M (ID) · MSCI single-cell data, DIM 100energy distance: 2.174 ± 0.08 -> 2.169 ± 0.11Helped

Surprising findings

Limitations

Experimental setup

Datasets: SB mixtures benchmark Open Problems multimodal single-cell data (MSCI) FFHQ

Benchmarks: SB mixtures benchmark MSCI single-cell benchmark FFHQ adult-child and man-woman translation

Metrics: cBW2^2-UVP BW2^2-UVP energy distance FID dynamic KL

Baselines: DSBM SF2M-Sink LightSB EgNOT

Builds on: LightSB DSBM OT-CFM EgNOT

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