Time-changed normalizing flows for accurate SDE modeling

The generative paradigm has become increasingly important in machine learning and deep learning models. Among popular generative models are normalizing flows, which enable exact likelihood estimation by transforming a base distribution through diffeomorphic transformations. Extending the normalizing flow framework to handle time-indexed flows gave dynamic normalizing flows, a powerful tool to model time series, stochastic processes, and neural stochastic differential equations (SDEs). In this work, we propose a novel variant of dynamic normalizing flows, a Time Changed Normalizing Flow (TCNF), based on time deformation of a Brownian motion which constitutes a versatile and extensive family of Gaussian processes. This approach enables us to effectively model some SDEs, that cannot be modeled otherwise, including standard ones such as the well-known Ornstein-Uhlenbeck process, and generalizes prior methodologies, leading to improved results and better inference and prediction capability

Diffeomorphic Transformations for Time Series Analysis: An Efficient Approach to Nonlinear Warping

The proliferation and ubiquity of temporal data across many disciplines has sparked interest for similarity, classification and clustering methods specifically designed to handle time series data. A core issue when dealing with time series is determining their pairwise similarity, i.e., the degree to which a given time series resembles another. Traditional distance measures such as the Euclidean are not well-suited due to the time-dependent nature of the data. Elastic metrics such as dynamic time warping (DTW) offer a promising approach, but are limited by their computational complexity, non-differentiability and sensitivity to noise and outliers. This thesis proposes novel elastic alignment methods that use parametric \& diffeomorphic warping transformations as a means of overcoming the shortcomings of DTW-based metrics. The proposed method is differentiable \& invertible, well-suited for deep learning architectures, robust to noise and outliers, computationally efficient, and is expressive and flexible enough to capture complex patterns. Furthermore, a closed-form solution was developed for the gradient of these diffeomorphic transformations, which allows an efficient search in the parameter space, leading to better solutions at convergence. Leveraging the benefits of these closed-form diffeomorphic transformations, this thesis proposes a suite of advancements that include: (a) an enhanced temporal transformer network for time series alignment and averaging, (b) a deep-learning based time series classification model to simultaneously align and classify signals with high accuracy, (c) an incremental time series clustering algorithm that is warping-invariant, scalable and can operate under limited computational and time resources, and finally, (d) a normalizing flow model that enhances the flexibility of affine transformations in coupling and autoregressive layers.Comment: PhD Thesis, defended at the University of Navarra on July 17, 2023. 277 pages, 8 chapters, 1 appendi

Bayesian Estimation of White Matter Atlas from High Angular Resolution Diffusion Imaging

We present a Bayesian probabilistic model to estimate the brain white matter atlas from high angular resolution diffusion imaging (HARDI) data. This model incorporates a shape prior of the white matter anatomy and the likelihood of individual observed HARDI datasets. We first assume that the atlas is generated from a known hyperatlas through a flow of diffeomorphisms and its shape prior can be constructed based on the framework of large deformation diffeomorphic metric mapping (LDDMM). LDDMM characterizes a nonlinear diffeomorphic shape space in a linear space of initial momentum uniquely determining diffeomorphic geodesic flows from the hyperatlas. Therefore, the shape prior of the HARDI atlas can be modeled using a centered Gaussian random field (GRF) model of the initial momentum. In order to construct the likelihood of observed HARDI datasets, it is necessary to study the diffeomorphic transformation of individual observations relative to the atlas and the probabilistic distribution of orientation distribution functions (ODFs). To this end, we construct the likelihood related to the transformation using the same construction as discussed for the shape prior of the atlas. The probabilistic distribution of ODFs is then constructed based on the ODF Riemannian manifold. We assume that the observed ODFs are generated by an exponential map of random tangent vectors at the deformed atlas ODF. Hence, the likelihood of the ODFs can be modeled using a GRF of their tangent vectors in the ODF Riemannian manifold. We solve for the maximum a posteriori using the Expectation-Maximization algorithm and derive the corresponding update equations. Finally, we illustrate the HARDI atlas constructed based on a Chinese aging cohort of 94 adults and compare it with that generated by averaging the coefficients of spherical harmonics of the ODF across subjects

Neural Diffeomorphic Non-uniform B-spline Flows

Normalizing flows have been successfully modeling a complex probability distribution as an invertible transformation of a simple base distribution. However, there are often applications that require more than invertibility. For instance, the computation of energies and forces in physics requires the second derivatives of the transformation to be well-defined and continuous. Smooth normalizing flows employ infinitely differentiable transformation, but with the price of slow non-analytic inverse transforms. In this work, we propose diffeomorphic non-uniform B-spline flows that are at least twice continuously differentiable while bi-Lipschitz continuous, enabling efficient parametrization while retaining analytic inverse transforms based on a sufficient condition for diffeomorphism. Firstly, we investigate the sufficient condition for Ck-2-diffeomorphic non-uniform kth-order B-spline transformations. Then, we derive an analytic inverse transformation of the non-uniform cubic B-spline transformation for neural diffeomorphic non-uniform B-spline flows. Lastly, we performed experiments on solving the force matching problem in Boltzmann generators, demonstrating that our C2-diffeomorphic non-uniform B-spline flows yielded solutions better than previous spline flows and faster than smooth normalizing flows. Our source code is publicly available at https://github.com/smhongok/Non-uniform-B-spline-Flow.Comment: Accepted to AAAI 202

Semi-supervised Learning of Pushforwards For Domain Translation & Adaptation

Given two probability densities on related data spaces, we seek a map pushing one density to the other while satisfying application-dependent constraints. For maps to have utility in a broad application space (including domain translation, domain adaptation, and generative modeling), the map must be available to apply on out-of-sample data points and should correspond to a probabilistic model over the two spaces. Unfortunately, existing approaches, which are primarily based on optimal transport, do not address these needs. In this paper, we introduce a novel pushforward map learning algorithm that utilizes normalizing flows to parameterize the map. We first re-formulate the classical optimal transport problem to be map-focused and propose a learning algorithm to select from all possible maps under the constraint that the map minimizes a probability distance and application-specific regularizers; thus, our method can be seen as solving a modified optimal transport problem. Once the map is learned, it can be used to map samples from a source domain to a target domain. In addition, because the map is parameterized as a composition of normalizing flows, it models the empirical distributions over the two data spaces and allows both sampling and likelihood evaluation for both data sets. We compare our method (parOT) to related optimal transport approaches in the context of domain adaptation and domain translation on benchmark data sets. Finally, to illustrate the impact of our work on applied problems, we apply parOT to a real scientific application: spectral calibration for high-dimensional measurements from two vastly different environmentsComment: 19 pages, 7 figure