arXiv:2509.11435stat.MLcs.LG2025-09

提出无约束粒子流算法计算沃瑟斯坦中位,更准确且高效。

A Particle-Flow Algorithm for Free-Support Wasserstein Barycenters

  • 粒子按平均最优传输位移演化,避免正则化
  • 保持图像特征清晰,支持大规模数据
  • 适合需精确中位的生成与聚类任务

沃瑟斯坦中位将欧氏均值推广至概率测度空间,通过最小化加权平方2-沃瑟斯坦距离之和实现。本文提出一种无约束算法,不依赖熵正则化,而是遵循沃瑟斯坦空间的黎曼几何结构。算法中,中位原子作为粒子,沿平均最优传输位移移动,当莫尔格映射不存在时,用最优传输计划的巴氏投影替代。该方法保持了中位的尖锐特征,同时计算可处理。理论证明包括:巴氏投影一致性、单调下降性、收敛到驻点、对输入扰动的稳定性,以及原子数增加时的分辨率一致性。在概率分布平均、贝叶斯后验聚合、图像原型与分类、大规模聚类等实验中,新方法表现出高精度与可扩展性,是线性规划与正则化求解器的原理性替代方案。

原文摘要 · Abstract (English)

The Wasserstein barycenter extends the Euclidean mean to the space of probability measures by minimizing the weighted sum of squared 2-Wasserstein distances. We develop a free-support algorithm for computing Wasserstein barycenters that avoids entropic regularization and instead follows the formal Riemannian geometry of Wasserstein space. In our approach, barycenter atoms evolve as particles advected by averaged optimal-transport displacements, with barycentric projections of optimal transport plans used in place of Monge maps when the latter do not exist. This yields a geometry-aware particle-flow update that preserves sharp features of the Wasserstein barycenter while remaining computationally tractable. We establish theoretical guarantees, including consistency of barycentric projections, monotone descent and convergence to stationary points, stability with respect to perturbations of the inputs, and resolution consistency as the number of atoms increases. Empirical studies on averaging probability distributions, Bayesian posterior aggregation, image prototypes and classification, and large-scale clustering demonstrate accuracy and scalability of the proposed particle-flow approach, positioning it as a principled alternative to both linear programming and regularized solvers.

最优传输中位计算粒子流概率测度

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