A Score-Based Approach for Training Schrödinger Bridges for Data Modelling

Abstract

A Schrödinger bridge is a stochastic process connecting two given probability distributions over time. It has been recently applied as an approach for generative data modelling. The computational training of such bridges requires the repeated estimation of the drift function for a time-reversed stochastic process using samples generated by the corresponding forward process. We introduce a modified score- function-based method for computing such reverse drifts, which can be efficiently implemented by a feed-forward neural network. We applied our approach to artificial datasets with increasing complexity. Finally, we evaluated its performance on genetic data, where Schrödinger bridges can be used to model the time evolution of single-cell RNA measurements.