# Likelihood Training of Schr"odinger Bridge using Forward-Backward SDEs Theory

arXiv: https://arxiv.org/abs/2110.11291 · HTML: https://mlsanity.com/paper/2110.11291/

## Key facts

- Cited by 219 papers in the map (data through 14 Oct 2026).
- Builds on 41 of its 72 references that are in the map.
- First posted on arXiv 21 Oct 2021.

## Builds on (most cited first, 30 of 41)

- [Denoising Diffusion Probabilistic Models](https://mlsanity.com/paper/2006.11239/) (2020)
- [U-Net: Convolutional Networks for Biomedical Image Segmentation](https://mlsanity.com/paper/1505.04597/) (2015)
- [Score-Based Generative Modeling through Stochastic Differential Equations](https://mlsanity.com/paper/2011.13456/) (2020)
- [Generative Modeling by Estimating Gradients of the Data Distribution](https://mlsanity.com/paper/1907.05600/) (2019)
- [Neural Ordinary Differential Equations](https://mlsanity.com/paper/1806.07366/) (2018)
- [Improved Denoising Diffusion Probabilistic Models](https://mlsanity.com/paper/2102.09672/) (2021)
- [Analyzing and Improving the Image Quality of StyleGAN](https://mlsanity.com/paper/1912.04958/) (2019)
- [Trust Region Policy Optimization](https://mlsanity.com/paper/1502.05477/) (2015)
- [DiffWave: A Versatile Diffusion Model for Audio Synthesis](https://mlsanity.com/paper/2009.09761/) (2020)
- [Training Generative Adversarial Networks with Limited Data](https://mlsanity.com/paper/2006.06676/) (2020)
- [HiFi-GAN: Generative Adversarial Networks for Efficient and High Fidelity Speech Synthesis](https://mlsanity.com/paper/2010.05646/) (2020)
- [Variational Diffusion Models](https://mlsanity.com/paper/2107.00630/) (2021)
- [Improved Techniques for Training Score-Based Generative Models](https://mlsanity.com/paper/2006.09011/) (2020)
- [Maximum Likelihood Training of Score-Based Diffusion Models](https://mlsanity.com/paper/2101.09258/) (2021)
- [NVAE: A Deep Hierarchical Variational Autoencoder](https://mlsanity.com/paper/2007.03898/) (2020)
- [Score-based Generative Modeling in Latent Space](https://mlsanity.com/paper/2106.05931/) (2021)
- [Diffusion Schr"odinger Bridge with Applications to Score-Based Generative Modeling](https://mlsanity.com/paper/2106.01357/) (2021)
- [FFJORD: Free-form Continuous Dynamics for Scalable Reversible Generative Models](https://mlsanity.com/paper/1810.01367/) (2018)
- [Solving high-dimensional partial differential equations using deep learning](https://mlsanity.com/paper/1707.02568/) (2017)
- [A survey of the Schr"odinger problem and some of its connections with optimal transport](https://mlsanity.com/paper/1308.0215/) (2013)
- [Very Deep VAEs Generalize Autoregressive Models and Can Outperform Them on Images](https://mlsanity.com/paper/2011.10650/) (2020)
- [Gotta Go Fast When Generating Data with Score-Based Models](https://mlsanity.com/paper/2105.14080/) (2021)
- [A Variational Perspective on Diffusion-Based Generative Models and Score Matching](https://mlsanity.com/paper/2106.02808/) (2021)
- [On Fast Sampling of Diffusion Probabilistic Models](https://mlsanity.com/paper/2106.00132/) (2021)
- [Solving Schr"odinger Bridges via Maximum Likelihood](https://mlsanity.com/paper/2106.02081/) (2021)
- [BIVA: A Very Deep Hierarchy of Latent Variables for Generative Modeling](https://mlsanity.com/paper/1902.02102/) (2019)
- [Deep Generative Learning via Schr"odinger Bridge](https://mlsanity.com/paper/2106.10410/) (2021)
- [AutoGAN: Neural Architecture Search for Generative Adversarial Networks](https://mlsanity.com/paper/1908.03835/) (2019)
- [Interacting particle solutions of Fokker-Planck equations through gradient-log-density estimation](https://mlsanity.com/paper/2006.00702/) (2020)
- [Diffusion Normalizing Flow](https://mlsanity.com/paper/2110.07579/) (2021)

## Built on by (most cited first, 30 of 219)

- [Flow Straight and Fast: Learning to Generate and Transfer Data with Rectified Flow](https://mlsanity.com/paper/2209.03003/) (2022)
- [Diffusion Models: A Comprehensive Survey of Methods and Applications](https://mlsanity.com/paper/2209.00796/) (2022)
- [Stochastic Interpolants: A Unifying Framework for Flows and Diffusions](https://mlsanity.com/paper/2303.08797/) (2023)
- [Improving and generalizing flow-based generative models with minibatch optimal transport](https://mlsanity.com/paper/2302.00482/) (2023)
- [Fast Sampling of Diffusion Models with Exponential Integrator](https://mlsanity.com/paper/2204.13902/) (2022)
- [Riemannian Score-Based Generative Modelling](https://mlsanity.com/paper/2202.02763/) (2022)
- [I2SB: Image-to-Image Schr"odinger Bridge](https://mlsanity.com/paper/2302.05872/) (2023)
- [Dual Diffusion Implicit Bridges for Image-to-Image Translation](https://mlsanity.com/paper/2203.08382/) (2022)
- [Diffusion Schr"odinger Bridge Matching](https://mlsanity.com/paper/2303.16852/) (2023)
- [An optimal control perspective on diffusion-based generative modeling](https://mlsanity.com/paper/2211.01364/) (2022)
- [Diffusion-based Molecule Generation with Informative Prior Bridges](https://mlsanity.com/paper/2209.00865/) (2022)
- [Improved sampling via learned diffusions](https://mlsanity.com/paper/2307.01198/) (2023)
- [Unpaired Image-to-Image Translation via Neural Schr"odinger Bridge](https://mlsanity.com/paper/2305.15086/) (2023)
- [Simulation-free Schr"odinger bridges via score and flow matching](https://mlsanity.com/paper/2307.03672/) (2023)
- [The Schr"odinger Bridge between Gaussian Measures has a Closed Form](https://mlsanity.com/paper/2202.05722/) (2022)
- [Conditional Simulation Using Diffusion Schr"odinger Bridges](https://mlsanity.com/paper/2202.13460/) (2022)
- [Bayesian Learning via Neural Schr"odinger-F"ollmer Flows](https://mlsanity.com/paper/2111.10510/) (2021)
- [Graph Generation with Diffusion Mixture](https://mlsanity.com/paper/2302.03596/) (2023)
- [Simulating Diffusion Bridges with Score Matching](https://mlsanity.com/paper/2111.07243/) (2021)
- [Entropic Neural Optimal Transport via Diffusion Processes](https://mlsanity.com/paper/2211.01156/) (2022)
- [Diffusion Bridge Implicit Models](https://mlsanity.com/paper/2405.15885/) (2024)
- [Improved off-policy training of diffusion samplers](https://mlsanity.com/paper/2402.05098/) (2024)
- [Sequential Controlled Langevin Diffusions](https://mlsanity.com/paper/2412.07081/) (2024)
- [Deep Generalized Schr"odinger Bridge](https://mlsanity.com/paper/2209.09893/) (2022)
- [A Computational Framework for Solving Wasserstein Lagrangian Flows](https://mlsanity.com/paper/2310.10649/) (2023)
- [Light and Optimal Schr"odinger Bridge Matching](https://mlsanity.com/paper/2402.03207/) (2024)
- [Maximum Likelihood Training of Implicit Nonlinear Diffusion Models](https://mlsanity.com/paper/2205.13699/) (2022)
- [Deep Momentum Multi-Marginal Schr"odinger Bridge](https://mlsanity.com/paper/2303.01751/) (2023)
- [Generalized Schr"odinger Bridge Matching](https://mlsanity.com/paper/2310.02233/) (2023)
- [Aligned Diffusion Schr"odinger Bridges](https://mlsanity.com/paper/2302.11419/) (2023)

## Abstract (arXiv)

Schr"odinger Bridge (SB) is an entropy-regularized optimal transport problem that has received increasing attention in deep generative modeling for its mathematical flexibility compared to the Scored-based Generative Model (SGM). However, it remains unclear whether the optimization principle of SB relates to the modern training of deep generative models, which often rely on constructing log-likelihood objectives.This raises questions on the suitability of SB models as a principled alternative for generative applications. In this work, we present a novel computational framework for likelihood training of SB models grounded on Forward-Backward Stochastic Differential Equations Theory - a mathematical methodology appeared in stochastic optimal control that transforms the optimality condition of SB into a set of SDEs. Crucially, these SDEs can be used to construct the likelihood objectives for SB that, surprisingly, generalizes the ones for SGM as special cases. This leads to a new optimization principle that inherits the same SB optimality yet without losing applications of modern generative training techniques, and we show that the resulting training algorithm achieves comparable results on generating realistic images on MNIST, CelebA, and CIFAR10. Our code is available at https://github.com/ghliu/SB-FBSDE.