提出流式切片沃瑟斯坦距离,低内存高效计算分布相似性
Streaming Sliced Optimal Transport
- 用流式分位数近似法构建一维沃瑟斯坦距离的在线估计器
- 相比随机采样,相同内存下对高斯分布更准确,误差有理论保证
- 适合点云分类、流数据异常检测等需实时计算的场景
切片最优传输(SOT)或切片沃瑟斯坦(SW)距离因其统计与计算可扩展性广受认可。本文首次提出从样本流中估计SW的方法,称为流式切片沃瑟斯坦(Stream-SW)。为定义Stream-SW,我们首先引入一维沃瑟斯坦距离(1DW)的流式估计器。由于1DW具有闭式表达式——即两分布分位函数绝对差值的积分,我们利用流式样本的分位数近似技术构建其在线估计。通过在所有投影上应用该流式1DW,得到Stream-SW。其核心优势在于低内存复杂度,并具备近似误差的理论保证。实验表明,在比较高斯分布及高斯混合模型时,Stream-SW在相同内存下比随机采样获得更优的SW逼近效果。此外,我们在点云分类、点云梯度流和流式变化点检测任务中验证了Stream-SW的优越性能。
原文摘要 · Abstract (English)
Sliced optimal transport (SOT), or sliced Wasserstein (SW) distance, is widely recognized for its statistical and computational scalability. In this work, we further enhance computational scalability by proposing the first method for estimating SW from sample streams, called streaming sliced Wasserstein (Stream-SW). To define Stream-SW, we first introduce a streaming estimator of the one-dimensional Wasserstein distance (1DW). Since the 1DW has a closed-form expression, given by the integral of the absolute difference between the quantile functions of the compared distributions, we leverage quantile approximation techniques for sample streams to define a streaming 1DW estimator. By applying the streaming 1DW to all projections, we obtain Stream-SW. The key advantage of Stream-SW is its low memory complexity while providing theoretical guarantees on the approximation error. We demonstrate that Stream-SW achieves a more accurate approximation of SW than random subsampling, with lower memory consumption, when comparing Gaussian distributions and mixtures of Gaussians from streaming samples. Additionally, we conduct experiments on point cloud classification, point cloud gradient flows, and streaming change point detection to further highlight the favorable performance of the proposed Stream-SW.
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