arXiv:2502.00739stat.MLcs.LG2025-02NeurIPS

提出新型图上不平衡测度运输方法,计算效率显著提升。

An Efficient Orlicz-Sobolev Approach for Transporting Unbalanced Measures on a Graph

  • 基于奥里茨几何构造新模型Orlicz-EPT,结合二分搜索求解
  • 理论证明可化为单变量优化,计算速度比原方法快数个数量级
  • 适用于质量不均衡、含噪声的真实数据,适合图结构机器学习

本文研究图度量空间中总质量不同的测度间的最优传输问题。传统L^p几何存在局限,奥里茨-瓦瑟斯坦(OW)与广义索伯列夫传输(GST)虽引入凸函数捕捉复杂几何关系,但均要求测度总质量相等,难以应对现实场景中常见的质量差异、支持集噪声或异常值。现有方法需引入质量约束或边缘偏差惩罚,导致双重优化难题。为此,本文重新审视熵部分传输(EPT)问题,借鉴Caffarelli & McCann (2010)思想,提出具奥里茨几何结构的Orlicz-EPT新变体。通过双对偶与图结构,构建新正则化框架,提出奥里茨-索伯列夫传输(OST)。理论证明其可通过单变量优化高效求解,相比复杂且耗时的Orlicz-EPT实现数个数量级加速。进一步揭示了其几何结构与其它传输距离的联系。实验表明,该方法在真实图数据上具备卓越效率。

原文摘要 · Abstract (English)

We investigate optimal transport (OT) for measures on graph metric spaces with different total masses. To mitigate the limitations of traditional $L^p$ geometry, Orlicz-Wasserstein (OW) and generalized Sobolev transport (GST) employ Orlicz geometric structure, leveraging convex functions to capture nuanced geometric relationships and remarkably contribute to advance certain machine learning approaches. However, both OW and GST are restricted to measures with equal total mass, limiting their applicability to real-world scenarios where mass variation is common, and input measures may have noisy supports, or outliers. To address unbalanced measures, OW can either incorporate mass constraints or marginal discrepancy penalization, but this leads to a more complex two-level optimization problem. Additionally, GST provides a scalable yet rigid framework, which poses significant challenges to extend GST to accommodate nonnegative measures. To tackle these challenges, in this work we revisit the entropy partial transport (EPT) problem. By exploiting Caffarelli & McCann (2010)'s insights, we develop a novel variant of EPT endowed with Orlicz geometric structure, called Orlicz-EPT. We establish theoretical background to solve Orlicz-EPT using a binary search algorithmic approach. Especially, by leveraging the dual EPT and the underlying graph structure, we formulate a novel regularization approach that leads to the proposed Orlicz-Sobolev transport (OST). Notably, we demonstrate that OST can be efficiently computed by simply solving a univariate optimization problem, in stark contrast to the intensive computation needed for Orlicz-EPT. Building on this, we derive geometric structures for OST and draw its connections to other transport distances. We empirically illustrate that OST is several-order faster than Orlicz-EPT.

最优传输图神经网络算法优化

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