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A Computational Framework for Solving Wasserstein Lagrangian Flows

ICML 2024 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Posterior sampling with diffusion guidance · 4 citations (OpenAlex)

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Proposes a unified dual-based deep learning framework for Wasserstein Lagrangian Flows (OT, unbalanced OT, Schrödinger bridge, physically-constrained OT) that avoids simulating trajectories and optimal couplings, and applies it to single-cell trajectory inference.

Problem

Solving Lagrangian action minimization over density paths (optimal transport variants such as Schrödinger bridge, unbalanced OT, and physically constrained OT) with marginal constraints, which is computationally hard, e.g., for trajectory inference from single-cell snapshots.

Approach

Derive a dual (Hamiltonian) objective that is linear in the density when the Lagrangian is dual-linearizable, so only samples from a parameterized density path are needed; parameterize the cotangent vector s_t with a neural net and the path with a generative interpolation model, optimized as a min-max problem (plus Wasserstein gradient steps), without simulating ODEs/SDEs or needing optimal coupli

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Add the physical potential to WLF-OTWLF-OT · EB, Cite, and Multi high-dim PCA leave-one-outWasserstein-1: 0.814 ± 0.002 -> 0.651 ± 0.002; 38.253 ± 0.071 -> 36.167 ± 0.031; 47.736 ± 0.110 -> 38.743 ± 0.060; 44.769 ± 0.054 -> 42Helped
Add the physical potential to WLF-UOTWLF-UOT (λ = 1) · EB, Cite, and Multi high-dim PCA leave-one-outWasserstein-1: 0.800 ± 0.002 -> 0.634 ± 0.001; 37.035 ± 0.079 -> 34.160 ± 0.041; 45.903 ± 0.161 -> 36.131 ± 0.023; 43.530 ± 0.067 -> 41Helped
Use unbalanced OT instead of balanced OTWLF · High-dim PCA leave-one-outWasserstein-1: 0.814 ± 0.002 -> 0.800 ± 0.002; 38.253 ± 0.071 -> 37.035 ± 0.079; 47.736 ± 0.110 -> 45.903 ± 0.161; 44.769 ± 0.054 -> 43Mixed
Use the Schrödinger Bridge objective instead of WLF-OTWLF · High-dim PCA leave-one-outWasserstein-1: 0.814 ± 0.002 -> 0.816 ± 7.7e-4; 38.253 ± 0.071 -> 39.240 ± 0.068; 47.736 ± 0.110 -> 47.788 ± 0.111; 44.769 ± 0.054 -> 4Mixed
Use UOT instead of OTWLF · EB 5-dim train/test split meanWasserstein-1: 0.74 -> 0.77Hurt
Add the physical potential to WLF-OTWLF-OT · EB 5-dim train/test split meanWasserstein-1: 0.74 -> 0.73Helped
Add the physical potential to WLF-UOTWLF-UOT (λ = 0.1) · EB 5-dim train/test split meanWasserstein-1: 0.77 -> 0.76Helped
Use WLF-SB instead of WLF-OTWLF · EB 5-dim train/test split meanWasserstein-1: 0.74 -> 0.73Helped
Use WLF-OT instead of uDSB (no growth)Melanoma treatment model · Melanoma treatmentMMD: 1.86e-2 -> 5.04e-3Helped
Use WLF-UOT instead of uDSB (w/growth)Melanoma treatment model · Melanoma treatmentW2: 6.11 -> 5.01Helped

Surprising findings

Limitations

Experimental setup

Datasets: Embryoid body (EB) scRNA-seq CITE-seq Multiome melanoma treatment data

Benchmarks: EB scRNA-seq leave-one-out CITE-seq leave-one-out Multiome leave-one-out melanoma treatment (uDSB setting)

Metrics: Wasserstein-1 distance MMD Wasserstein-2 distance

Baselines: OT-CFM I-CFM [SF]^2 M-Geo [SF]^2 M-Exact Neural SDE TrajectoryNet IPF (GP) IPF (NN) SB-FBSDE NLSB uDSB exact OT

Builds on: Action Matching Wasserstein Hamiltonian flows Benamou-Brenier formulation Wasserstein-Fisher-Rao metric OT-CFM

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