Tangent Schr\"odinger Bridge Matching: Learning Stochastic Transport with Mechanistic Sensitivities

Abstract:Predicting how stochastic systems respond to changes in viscosity, reaction rates, or external forces requires costly simulations, motivating reusable learned models. Yet matching observed outcome distributions does not ensure accurate intervention responses. We introduce Tangent Schrödinger Bridge Matching (Tangent-SBM), which learns stochastic transports from endpoint observations and mechanistic sensitivities. It propagates parameter derivatives alongside trajectories and supervises them against supplied targets. For average-response targets, single-rollout squared error also penalizes response variability; our objective uses two independent rollouts to match the mean without this additional penalty. We establish conditions under which sensitivity accuracy bounds finite-change prediction error and decision regret. Across Gaussian, stochastic double-well, PDEBench reaction--diffusion, and stochastic Navier--Stokes systems, Tangent-SBM improves sensitivity and finite-change prediction over matched conditional-bridge baselines while maintaining comparable endpoint and distributional accuracy. Controls examine target correctness, response objectives, and simulator-budget allocation. To test decision usefulness, we evaluate calibrated viscosity selection in Navier--Stokes: Tangent-SBM reduces tracking error relative to taking no action on every evaluated task.

Machine Learning (cs.LG)

arXiv:2610.02906 [cs.LG]

(or arXiv:2610.02906v1 [cs.LG] for this version)

https://doi.org/10.48550/arXiv.2610.02906 Focus to learn more arXiv-issued DOI via DataCite (pending registration)

arXivLabs is a framework that allows collaborators to develop and share new arXiv features directly on our website.

Both individuals and organizations that work with arXivLabs have embraced and accepted our values of openness, community, excellence, and user data privacy. arXiv is committed to these values and only works with partners that adhere to them.

Have an idea for a project that will add value for arXiv's community? Learn more about arXivLabs.