We propose a novel diffusion map particle system (DMPS) for generative modeling, based on diffusion maps and Laplacian-adjusted Wasserstein gradient descent (LAWGD). Diffusion maps are used to approximate the generator of the corresponding Langevin diffusion process from samples, and hence to learn the underlying data-generating manifold. On the other hand, LAWGD enables efficient sampling from the target distribution given a suitable choice of kernel, which we construct here via a spectral approximation of the generator, computed with diffusion maps. Our method requires no offline training and minimal tuning, and can outperform other approaches on data sets of moderate dimension.
翻译:我们提出了一种基于扩散映射和拉普拉斯调整瓦瑟斯坦梯度下降(LAWGD)的新型扩散映射粒子系统(DMPS)用于生成建模。扩散映射用于从样本中近似相应朗之万扩散过程的生成元,从而学习底层数据生成流形。另一方面,LAWGD在给定合适核函数选择的情况下能够从目标分布中高效采样,本文通过扩散映射计算的生成元谱近似来构建该核函数。我们的方法无需离线训练且调参需求极简,在中等维度数据集上能够超越其他方法。