arXiv:2409.02416cs.LGstat.ML2024-09中稿 · Transactions on Ma…被引 1

提出新型平移不变水手距离,提升分布比较的稳定性与实用性。

Relative Translation Invariant Wasserstein Distance

  • 引入相对平移不变的水手距离,理论证明其为有效度量。
  • 当p=2时,最优耦合矩阵在平移下保持不变,提升计算鲁棒性。
  • 新算法显著降低数值误差,适用于气象模式检索等实际场景。

受Bures距离启发,本文提出一类新的距离度量——相对平移不变水手距离(RW_p),作为经典水手距离W_p(p ∈ [1, +∞))的扩展。理论证明RW_p构成有效度量,且比经典水手距离更具内在性。针对任意离散分布,设计了双层算法计算通用RW_p距离。当p=2时,证明最优耦合矩阵在离散设置下对分布平移保持不变,并提出RW_2-LP与RW_2-Sinkhorn两种算法,显著提升W_2距离及最优耦合矩阵计算的数值稳定性。三个实验验证:前两组实验表明,带或不带归一化的RW_2算法相比标准方法可大幅降低数值误差;第三组实验显示RW_p算法在实际应用中具备可扩展性,可用于相似雷暴模式的检索。

原文摘要 · Abstract (English)

Motivated by the Bures distance, we introduce a new family of distances, \emph{relative translation invariant Wasserstein distances}, denoted by $RW_p$, as an extension of the classical Wasserstein distances $W_p$ for $p \in [1, +\infty)$. We establish that $RW_p$ defines a valid metric and demonstrate that this type of metric is more intrinsic than the classical Wasserstein distance. A bi-level algorithm is designed to compute the general $RW_p$ distance between arbitrary discrete distributions. Moreover, when $p = 2$, we show that the optimal coupling matrix is invariant under distributional translation in the discrete setting, and we further propose two algorithms, the $\mathrm{RW}_2$-LP algorithm and the $\mathrm{RW}_2$-Sinkhorn algorithm, to improve the numerical stability of computing $W_2$ distance and the optimal coupling matrix solutions. Finally, we conduct three experiments to validate our theoretical results and algorithms. The first two experiments report that the $\mathrm{RW}_2$-LP algorithm and the $\mathrm{RW}_2$-Sinkhorn algorithm, both with and without normalization, can significantly reduce the numerical errors compared to standard algorithms. The third experiment shows that $RW_p$ algorithms are computationally scalable and applicable to the retrieval of similar thunderstorm patterns in practical applications.

水手距离平移不变优化算法模式检索

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