Generative Modeling by Transport: Mathematical Foundations


Generative Intelligence: Bridging Two Communities

Generative AI is reshaping everything from content creation to structure-based drug design. But beyond the applications, what are the underlying principles? Generating data, whether images, text, or molecules, ultimately means sampling from a complex probability distribution. This series explores this process through the mathematical lens of transport: learning to transform a simple, known prior into a target distribution via a probability path. This single concept unifies diffusion models, flow networks, optimal transport, and Schrödinger bridges.

The conceptual shift from regression and one-step generation to probability path construction is profound. Creating order from noise and entropy is fundamentally a transport problem that must respect the underlying geometry of the data. Yet, critical questions remain: Are our current transport paths optimal? How do we efficiently construct and navigate these paths? And can we model a type of "collective intelligence" by composing multiple probability paths learned by individual experts, to create an intelligence system greater than the sum of its parts?

This material serves as a bridge between two communities. It is an invitation for mathematicians and physicists to apply stochastic processes and statistical physics to generative AI, and a call for AI researchers to embrace deeper mathematical rigor. The mathematical and physical principles underlying these systems are not just theoretical curiosities; they are the key to expanding their practical capabilities.

While implementation and architecture are crucial, this series focuses on the mathematical foundations often missing in existing literature. Mathematics provides: (1) a unifying language connecting seemingly disparate models, (2) a transparent view of the underlying assumptions and limitations, and (3) a principled foundation for designing novel algorithms.

By the end of this material, you will understand today's most advanced generative models not as isolated technologies, but as diverse instantiations of a single, elegant mathematical framework.


Lecture Notes

Introduction and Overview [pdf]
  1. Mathematical Preliminaries, Background, Motivation, and Related Work [pdf]
    Homework 1 [pdf]
  2. Stochastic Interpolant Definitions, Transport Equations, and Quadratic Objectives [pdf]
    Homework 2 [pdf]
  3. Generative Models, Likelihood Control, Density Estimation [pdf]
    Homework 3 [pdf]
  4. Instantiations of Stochastic Interpolants: Diffusive, One-sided, Mirror, and Schrodinger Bridge Interpolants [pdf]
    Homework 4 [pdf]
  5. Spatially Linear Interpolants [pdf]
    Homework 5 [pdf]
  6. Connections, Algorithms, Implementations, and Numerical Experiments [pdf]
    Homework 6 [pdf]
  7. Composing Generative Paths: Feynman-Kac Formula, Correctors, and SMC [pdf]
    Homework 7 [pdf]
  8. ACE: Path Existence, Marginal Path Collapse, Adaptive Exponents, and Generator Composition [pdf]
    Homework 8 [pdf]

References