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Scalable Wasserstein Gradient Flow for Generative Modeling through Unbalanced Optimal Transport

ICML 2024 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Flow matching and flow sampling · 0 citations (OpenAlex)

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Proposes S-JKO, a scalable Wasserstein gradient flow generative model that uses the semi-dual form of the JKO step (via its equivalence to source-fixed unbalanced OT) plus a reparametrization trick, reducing training complexity from O(K^2) to O(K) and reaching FID 2.62 on CIFAR-10.

Problem

Existing JKO-based Wasserstein gradient flow generative models require training a separate transport map per JKO step, with training complexity O(K^2) in the number of JKO steps, which limits scalability to high-dimensional image data.

Approach

Show the JKO step equals a source-fixed unbalanced OT problem, derive its semi-dual adversarial objective, and reparametrize each step's map as a composition from the source so one-step inference generates samples at any phase, giving O(K) training complexity.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use multi-phase JKO training instead of one-step Source-fixed-UOTMS-JKO · CIFAR-10FID: 14.4 -> 8.78Helped
Use multi-phase JKO training instead of one-step Source-fixed-UOTMS-JKO · CIFAR-10FID: 7.53 -> 2.65Helped
Use multi-phase JKO training instead of one-step Source-fixed-UOTMS-JKO · CelebA-HQ-256FIDHelped
Use S-JKO (Large) instead of NSGFCIFAR-10 · CIFAR-10FID: 5.55 -> 2.62Helped
Vary the number of JKO steps K across K∈{10, 25, 50, 100, 200} (ablation)S-JKO-KLD · CIFAR-10FID: 2.60Helped
Vary the number of JKO steps K across K∈{10, 25, 50, 100, 200} (ablation)S-JKO-JSD · CIFAR-10FID: 2.66Helped
Use a very small step size h=0.01 (ablation)S-JKO with KLD or JSD · CIFAR-10FIDHurt
Increase step size to h=0.2 (ablation)S-JKO-KLD · CIFAR-10FIDHurt
Increase step size to h=0.2 (ablation)S-JKO-JSD · CIFAR-10FIDNo clear effect
Replace KLD with JSD (ablation)S-JKO · CIFAR-10 and CelebA-HQFIDHurt
Replace KLD with JSD (ablation)S-JKO · CIFAR-10robustness to larger hHelped

Surprising findings

Limitations

Experimental setup

Datasets: CIFAR-10 CelebA-HQ Two Circles 25-Gaussian Mixture

Benchmarks: CIFAR-10 CelebA-HQ-256

Metrics: FID wall-clock training time NFE symmetric KL divergence

Baselines: Source-fixed-UOTM UOTM JKO-ICNN JKO-FlowNet NSGF Sliced-Wasserstein Gradient Flow

Builds on: JKO scheme Source-fixed UOTM NSGF ICNN JKO NCSN++

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