arXiv:2512.03579cs.LGmath.PR2025-12被引 2

提出高斯分布最优传输与对齐的闭式解,提升大规模数据处理效率。

Optimal Transportation and Alignment Between Gaussian Measures

  • 基于二次代价下高斯分布的闭式解,支持非中心化情形的优化求解
  • 在真实数据集上实现知识蒸馏与异构聚类性能提升,显著降低计算开销
  • 适用于需要高效几何对齐的机器学习任务,如多源数据融合与模型压缩

最优传输(OT)与格罗莫夫-瓦瑟斯坦(GW)对齐为比较、转换和聚合异构数据集提供了可解释的几何框架,广泛应用于数据科学与机器学习。由于计算成本高,大规模应用常依赖于二次代价下高斯分布的闭式解。本文系统研究了高斯分布、二次代价下的OT与内积型GW(IGW)对齐,填补了文献中的多个空白,扩展了适用范围。首先,针对可分希尔伯特空间中非中心高斯分布的IGW对齐问题,给出闭式表达式,需在酉算子上进行二次优化,并推导出紧致的解析上下界;若至少一个高斯测度为中心,则解退化为完全闭式表达,进一步拓展至中心高斯分布间IGW重心的解析解。此外,将具有成对二次代价的高斯多目标OT问题转化为可处理的优化问题,并通过秩缺陷约束设计高效算法求解。实验表明,该方法在合成与真实数据集上的知识蒸馏和异构聚类任务中表现优异。

原文摘要 · Abstract (English)

Optimal transport (OT) and Gromov-Wasserstein (GW) alignment provide interpretable geometric frameworks for comparing, transforming, and aggregating heterogeneous datasets -- tasks ubiquitous in data science and machine learning. Because these frameworks are computationally expensive, large-scale applications often rely on closed-form solutions for Gaussian distributions under quadratic cost. This work provides a comprehensive treatment of Gaussian, quadratic cost OT and inner product GW (IGW) alignment, closing several gaps in the literature to broaden applicability. First, we treat the open problem of IGW alignment between uncentered Gaussians on separable Hilbert spaces by giving a closed-form expression up to a quadratic optimization over unitary operators, for which we derive tight analytic upper and lower bounds. If at least one Gaussian measure is centered, the solution reduces to a fully closed-form expression, which we further extend to an analytic solution for the IGW barycenter between centered Gaussians. We also present a reduction of Gaussian multimarginal OT with pairwise quadratic costs to a tractable optimization problem and provide an efficient algorithm to solve it using a rank-deficiency constraint. To demonstrate utility, we apply our results to knowledge distillation and heterogeneous clustering on synthetic and real-world datasets.

最优传输高斯分布知识蒸馏聚类

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