提出新算法高效计算最优传输均值,精度更高且速度更快。
Optimal Transport Barycenter via Nonconvex-Concave Minimax Optimization
- 交替使用沃尔泰拉与索博列夫几何优化求解
- 在1024×1024图像上实现近线性时间复杂度
- 适合高维真实数据的精确均值计算任务
最优传输均值(又称Wasserstein均值)是将欧氏空间平均概念扩展至概率分布的Wasserstein空间的基本概念。当维度d > 1时,对点云上离散化概率分布计算无正则化的均值是一个挑战性任务。现有大多数实用算法基于熵正则化。本文提出一种近乎线性时间复杂度O(m log m)和线性空间复杂度O(m)的原始-对偶算法——Wasserstein-Descent $\\(dot{\mathbb{H}}^1$-Ascent (WDHA),用于在包含m个点的网格上精确计算输入概率密度函数的均值。该算法成功关键在于对偶柯尔莫哥洛夫势和原始均值子问题分别采用两种密切相关的Wasserstein与Sobolev优化几何。在合理假设下,当步长合适时,我们建立了WDHA收敛到驻点的速率与迭代复杂度。在高分辨率(如1024×1024图像)的二维合成与真实数据上,其计算效率、可扩展性和准确性均优于现有Sinkhorn类算法。
原文摘要 · Abstract (English)
The optimal transport barycenter (a.k.a. Wasserstein barycenter) is a fundamental notion of averaging that extends from the Euclidean space to the Wasserstein space of probability distributions. Computation of the unregularized barycenter for discretized probability distributions on point clouds is a challenging task when the domain dimension $d > 1$. Most practical algorithms for approximating the barycenter problem are based on entropic regularization. In this paper, we introduce a nearly linear time $O(m \log{m})$ and linear space complexity $O(m)$ primal-dual algorithm, the Wasserstein-Descent $\dot{\mathbb{H}}^1$-Ascent (WDHA) algorithm, for computing the exact barycenter when the input probability density functions are discretized on an $m$-point grid. The key success of the WDHA algorithm hinges on alternating between two different yet closely related Wasserstein and Sobolev optimization geometries for the primal barycenter and dual Kantorovich potential subproblems. Under reasonable assumptions, we establish the convergence rate and iteration complexity of WDHA to its stationary point when the step size is appropriately chosen. Superior computational efficacy, scalability, and accuracy over the existing Sinkhorn-type algorithms are demonstrated on high-resolution (e.g., $1024 \times 1024$ images) 2D synthetic and real data.
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