Fixed-point acceleration on Neural Wasserstein manifolds
Authors: Vitalii Aksenov, Sebastian Gutierrez Hernandez
Organizations: Weierstrass Institute for Applied Analysis and Stochastics (WIAS), Address: Anton-Wilhelm-Amo-Str. 39, 10117 Berlin, Germany. · Georgia Institute of Technology, Address: 686 Cherry St NW, GA 30332, Atlanta, United States
We propose a fixed-point acceleration method for optimization over probability measures, applicable to a variety of machine learning problems. We represent probability measures as pushforwards of a reference distribution through a neural network map and equip the parameter space with the induced pullback Wasserstein metric. This geometric structure allows natural gradient descent to be interpreted as a fixed-point iteration on a Riemannian manifold. We accelerate this iteration using Riemannian Anderson mixing method, which exploits historical residuals to capture approximate second-order information without forming Hessians. In the present parametric setting, the manifold is represented by Euclidean coordinates endowed with a point-dependent metric, simplifying retraction and vector transport. We evaluate the method on multimodal sampling, PDE-based inverse problems, aggregation dynamics, Bayesian logistic regression, and generative modeling. Across the tested tasks, Anderson mixing reduces the number of natural-gradient iterations and achieves competitive performance relative to SGD and Adam in terms of both loss-gradient evaluations and wall-clock time. These results suggest that fixed-point acceleration is an efficient tool for improving the computational efficiency of training on parametric Wasserstein methods.
Figures & tables
Xk=[θi−θi−1],Rk=[ri−ri−1],i=k,…,k−mk+1.
Algorithm 1 Riemannian Anderson Mixing on Θ
Figure 1: Empirical assessment of Assumption 3.1 . Estimated minimal eigenvalue and condition number stay bounded away from 0 and ∞ in the unit ball around the fixed-point. See Appendix C.3 for detailed description.
Figure 2: Multimodal sampling. (a,c): samples from best trained models and contour lines of target potentials. (b,d): energy decay vs. iteration. RAM improves the convergence of NGD.
Figure 4
Figure 4: Bayesian logistic regression convergence across eight benchmark datasets. Each panel compares NGD with the top five RAM configurations from the hyperparameter sweep for 3 seeds. RAM reaches the low-energy regime in fewer iterations than NGD.
Figure 5: Convergence diagnostics for the aggregation-energy problem.
Figure 6: Performance in generative problems.
Problem
MMDk2
NGD
RAM
β
β=1
best
Checkerboard
0.01
8500
4000
500
3
Two spirals
0.01
12000
3800
2200
3
8 Gaussians
0.001
2500
1750
600
3
Table 2: Number of iterations to convergence in the generative problems
Table 3: Network architectures and optimizer parameters used in the experiments.
Figure 7: RAM and NGD compared with SGD and Adam on DB.
Figure 8: (a-c): Scatter plots for Adam after 104 iterations with varied learning rate h . Mode collapse and numerical artifacts are clearly present in the samples. (d) Solution with RAM exhibits correct structure and relative weight of the modes.
Dataset
Number of features
Dataset size
banana
2
5300
diabetes
8
768
german
20
1000
image
18
2086
ringnorm
20
7400
splice
60
2991
Appendix
Table 4: Dataset statistics for the Bayesian logistic regression benchmark.
Accuracy ↑
Log-likelihood ↑
Dataset
NGD
RAM
VWGF
JKO-ICNN
SVGD
NGD
RAM
VWGF
JKO-ICNN
SVGD
banana
0.565
0.540
0.550
0.550
0.540
-0.688
-0.692
-0.690
-0.690
-0.690
diabetes
0.753
0.753
0.786
0.775
0.780
-0.558
-0.557
-0.450
-0.450
-0.460
german
0.742
0.750
0.670
0.670
0.650
-0.552
-0.561
-0.590
-0.600
-0.600
image
0.821
0.820
0.866
0.820
0.815
-0.435
-0.435
-0.394
-0.430
-0.440
ringnorm
0.758
0.764
0.730
0.740
0.740
-0.520
-0.509
-0.500
-0.500
-0.500
Appendix
Table 5: Bayesian logistic-regression test performance. We report test accuracy and average test log-likelihood. RAM uses the representative configuration (m,β,λ)=(12,2.0,0.01) . VWGF and JKO-ICNN results are from [ 28 ] ; SVGD results are from [ 57 ] .
Figure 9: Bayesian logistic regression convergence as a function of MVP. RAM reaches a low-energy regime with fewer MVPs.