Poster
Interaction-Force Transport Gradient Flows
Egor Gladin · Pavel Dvurechenskii · Alexander Mielke · Jia-Jie Zhu
This paper presents a new type of gradient flow geometries over non-negative and probability measures motivated via a principled construction that combines the optimal transport and interaction forces modeled by reproducing kernels. Concretely, we propose the interaction-force transport (IFT) gradient flows and its spherical variant via an infimal convolution of the Wasserstein and (spherical) MMD Riemannian metric tensors. We then develop a particle-based optimization algorithm based on the JKO-splitting scheme of the mass-preserving spherical IFT gradient flows. Finally, we provide both global exponential convergence guarantees and empirical simulation results for applying the IFT gradient flows to the sampling task of MMD-minimization studied by Arbel et al. [2019]. Furthermore, we prove that the spherical IFT gradient flow enjoys the best of both worlds by providing the global exponential convergence guarantee for both the MMD and KL energy.
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