Eric Vanden Eijnden|Generative modeling w/flows & diffusions, w/applications to scientific computing

Описание: CMSA Mathematics and Machine Learning Closing Workshop
10/30/2024

Speaker: Eric Vanden-Eijnden, Courant/NYU

Title: Generative modeling with flows and diffusions, with applications to scientific computing

Abstract: Generative models based on dynamical transport have recently led to significant advances in unsupervised learning. At mathematical level, these models are primarily designed around the construction of a map between two probability distributions that transform samples from the first into samples from the second. While these methods were first introduced in the context of image generation, they have found a wide range of applications, including in scientific computing where they offer interesting ways to reconsider complex problems once thought intractable because of the curse of dimensionality. In this talk, I will discuss the mathematical underpinning of generative models based on flows and diffusions, and show how a better understanding of their inner workings can help improve their design. These results indicate how to structure the transport to best reach complex target distributions while maintaining computational efficiency, both at learning and sampling stages. I will also discuss applications of generative AI in scientific computing, in particular in the context of application with models and no data (as opposed to the more standard data andno model), such as Monte Carlo sampling, with applications to the statistical mechanics and Bayesian inference, as well as the numerical integration and interpretation of random dynamical systems driven out of equilibrium.