PINS突破最优传输计算瓶颈,高效求解大规模无正则化问题。
PINS: Proximal Iterations with Sparse Newton and Sinkhorn for Optimal Transport
- 外层用近端点法迭代优化,内层结合稀疏牛顿法与Sinkhorn加速收敛
- 在合成数据和MNIST上相对误差显著低于基线,速度提升5–73倍
- 适合处理大规模最优传输问题,尤其内存受限场景下表现优异
最优传输(OT)在机器学习中广泛应用,但大规模实例的高精度求解仍成本高昂。熵正则化与Sinkhorn算法提升了可扩展性,但当正则化参数较小时,Sinkhorn收敛变慢,且迭代结果停留在与真实OT方案存在熵偏移的平台区。本文提出PINS(Proximal Iterations with sparse Newton and Sinkhorn),一种双循环求解器:外层采用熵正则近端点法,通过一系列带平移代价矩阵的熵子问题逼近原问题;内层先用Sinkhorn预热,再以稀疏牛顿法精修。证明了PINS全局收敛至无正则化OT的最优解,且每轮外迭代中内层海森矩阵可实现与代价矩阵无关的稀疏化。在合成数据和增强MNIST上,PINS的相对代价误差远低于基线,在相同精度下比传统Sinkhorn快5–73倍;在大规模DOTmark实例上,流式实现使峰值内存降低24%–54%,在某些线性规划(LP)求解器失效的内存预算下仍可行。
原文摘要 · Abstract (English)
Optimal transport (OT) is a widely used tool in machine learning, but computing high-accuracy solutions for large instances remains costly. Entropic regularization and the Sinkhorn algorithm improve scalability; however, when the regularization parameter is small, Sinkhorn convergence slows, and the iterates approach an entropic solution that remains separated from the true OT plan by an entropic-bias plateau. We introduce PINS (Proximal Iterations with sparse Newton and Sinkhorn), a two-loop solver designed to move beyond this plateau. The outer loop applies an entropic proximal-point method, solving the original OT problem through a sequence of entropic subproblems with shifted cost matrices. Each inner subproblem is then solved by a Sinkhorn warm-up followed by sparse-Newton refinement. We prove that PINS converges globally to an optimal solution of the unregularized OT problem and that the inner Hessian admits a sparsification at every outer iteration with a structure independent of the cost matrix. On synthetic and augmented-MNIST instances, PINS achieves much lower relative cost errors than Sinkhorn-type baselines, which stall at the entropic-bias plateau, and is $5$--$73\times$ faster than Sinkhorn with the same outer loop at matched accuracy. On large-scale DOTmark instances, a streaming implementation reduces peak memory by $24$--$54\%$ compared with the network-simplex linear programming (LP) solver and remains feasible under per-process memory budgets for which the LP solver fails.
Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。