Title: Tight Bounds for Schrodinger Potential Estimation in Unpaired Data Translation
Primary area: learning theory
Keywords: Learning theory, stochastic optimal control, Schrodinger potential, non-asymptotic bounds

Abstract: Modern methods of generative modelling and unpaired data translation based on Schrodinger bridges and stochastic optimal control theory aim to transform an initial density to a target one in an optimal way. In the present paper, we assume that we only have access to i.i.d. samples from initial and final distributions. This makes our setup suitable for both generative modelling and unpaired data translation. Relying on the stochastic optimal control approach, we choose an Ornstein-Uhlenbeck process as the reference one and estimate the corresponding Schrodinger potential. Introducing a risk function as the Kullback-Leibler divergence between couplings, we derive tight bounds on generalization ability of an empirical risk minimizer in a class of Schrodinger potentials including Gaussian mixtures. Thanks to the mixing properties of the Ornstein-Uhlenbeck process, we almost achieve fast rates of convergence up to some logarithmic factors in favourable scenarios. We also illustrate performance of the suggested approach with numerical experiments.

TL;DR: Sharper bounds on the accuracy of Schrodinger potential estimation with applications to generative modelling and unpaired data translation.