Gleb Ryzhakov

Gleb Ryzhakov, Ivan Oseledets

In the paper we consider the problem of multivariate function approximation in polynomial basis. In order to solve this problem, we adjust the least squares method (LSM) by adding information about derivatives of the function. This modification allows reducing the number of evaluations of approximating function while keeping the accuracy at the appropriate level. We propose several techniques for time-efficient calculation of derivatives in various applications. Numerical examples are given for comparison between the standard LSM and the proposed approach.

Gleb Ryzhakov, Svetlana Pavlova, Egor Sevriugov et al.

This paper proposes a novel method, Explicit Flow Matching (ExFM), for training and analyzing flow-based generative models. ExFM leverages a theoretically grounded loss function, ExFM loss (a tractable form of Flow Matching (FM) loss), to demonstrably reduce variance during training, leading to faster convergence and more stable learning. Based on theoretical analysis of these formulas, we derived exact expressions for the vector field (and score in stochastic cases) for model examples (in particular, for separating multiple exponents), and in some simple cases, exact solutions for trajectories. In addition, we also investigated simple cases of diffusion generative models by adding a stochastic term and obtained an explicit form of the expression for score. While the paper emphasizes the theoretical underpinnings of ExFM, it also showcases its effectiveness through numerical experiments on various datasets, including high-dimensional ones. Compared to traditional FM methods, ExFM achieves superior performance in terms of both learning speed and final outcomes.

Gleb Ryzhakov, Andrei Chertkov, Artem Basharin et al.

We develop a new method HTBB for the multidimensional black-box approximation and gradient-free optimization, which is based on the low-rank hierarchical Tucker decomposition with the use of the MaxVol indices selection procedure. Numerical experiments for 14 complex model problems demonstrate the robustness of the proposed method for dimensions up to 1000, while it shows significantly more accurate results than classical gradient-free optimization methods, as well as approximation and optimization methods based on the popular tensor train decomposition, which represents a simpler case of a tensor network.

Valentin Khrulkov, Gleb Ryzhakov, Andrei Chertkov et al.

Diffusion models have recently outperformed alternative approaches to model the distribution of natural images, such as GANs. Such diffusion models allow for deterministic sampling via the probability flow ODE, giving rise to a latent space and an encoder map. While having important practical applications, such as estimation of the likelihood, the theoretical properties of this map are not yet fully understood. In the present work, we partially address this question for the popular case of the VP SDE (DDPM) approach. We show that, perhaps surprisingly, the DDPM encoder map coincides with the optimal transport map for common distributions; we support this claim theoretically and by extensive numerical experiments.