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About this paper

Xavier Aramayo Carrasco, Grigoriy Ksenofontov, Aleksei Leonov, Iaroslav Sergeevich Koshelev, Alexander Korotin

A benchmark for Schrödinger bridge problems on discrete spaces is introduced, featuring analytically known ground-truth solutions for rigorous solver evaluation. The paper also develops new discrete-space solvers, DLightSB and DLightSB-M, which achieve high accuracy but reveal memory scalability limitations in high dimensions.

Key insights

  • The use of a rank-1 Canonical Polyadic decomposition enables the tractable construction of high-dimensional discrete Schrödinger bridge problems with known ground truth.
  • Solvers whose parameterization aligns with the benchmark's construction, such as DLightSB and DLightSB-M, demonstrate superior accuracy in modeling the true solutions.
  • Existing discrete SB methods (CSBM, \u03B1-CSBM) show sensitivity to hyperparameter choices and loss functions, with KL divergence outperforming Mean Squared Error.

Summary by alphaXiv.

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