Generative Modeling through Koopman Spectral Analysis: An Operator-Theoretic Perspective
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Abstract (arXiv)
We propose Koopman Spectral Wasserstein Gradient Descent (KSWGD), a particle-based generative modeling framework that learns the Langevin generator via Koopman theory and integrates it with Wasserstein gradient descent. Our key insight is that this spectral structure of the underlying distribution can be directly estimated from trajectory data via the Koopman operator, eliminating the need for explicit knowledge of the target potential. Additionally, we prove that KSWGD maintains an approximately constant dissipation rate, thereby establishing linear convergence and overcoming the vanishing-gradient phenomenon that hinders existing kernel-based particle methods. We further provide a Feynman--Kac interpretation that clarifies the method's probabilistic foundation. Experiments on compact manifolds, metastable multi-well systems, and high-dimensional stochastic partial differential equations demonstrate that KSWGD consistently outperforms baselines in both convergence speed and sample quality.
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References · 14
- 2020Denoising Diffusion Probabilistic Modelscited by 21,076
- 2021High-Resolution Image Synthesis with Latent Diffusion Modelscited by 18,863
- 2020Score-Based Generative Modeling through Stochastic Differential Equationscited by 9,122
- 2021Improved Denoising Diffusion Probabilistic Modelscited by 3,761
- 2017Improved Training of Wasserstein GANscited by 2,235
- 2016Density estimation using Real NVPcited by 2,042
- 2016Stein Variational Gradient Descent: A General Purpose Bayesian Inference Algorithmcited by 507
- 2017Deep learning for universal linear embeddings of nonlinear dynamicscited by 494
- 2021Modern Koopman Theory for Dynamical Systemscited by 276
- 2022Learning Dynamical Systems via Koopman Operator Regression in Reproducing Kernel Hilbert Spacescited by 67
- 2020SVGD as a kernelized Wasserstein gradient flow of the chi-squared divergencecited by 64
- 2021A Convergence Theory for SVGD in the Population Limit under Talagrand's Inequality T1cited by 21
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