arXiv:2601.22355cs.LG2026-01被引 1

提出新几何度量方法,更准确判断分布偏离高斯性的程度。

Relative Wasserstein Angle and the Problem of the $W_2$-Nearest Gaussian Distribution

  • 基于最优传输的锥面几何,定义相对Wasserstein角与投影距离
  • 证明一维下可闭式求解,高维用随机流形优化高效计算
  • 相比矩匹配,新方法在真实数据上提升FID评价效果

我们研究在最优传输框架下量化经验分布偏离高斯性的程度。通过利用相对平移不变二次Wasserstein空间的锥面几何结构,引入两个新的几何量:相对Wasserstein角和正交投影距离,作为非高斯性有意义的度量。证明该空间中任意两条射线生成的填充锥是平坦的,确保角度、投影与内积严格定义。这一几何视角将高斯逼近重述为向高斯锥的投影问题,并揭示常用的矩匹配高斯并非给定经验分布的$W_2$-最近高斯。在一维情形下,推导出所提量的闭式表达式,并扩展至均匀、拉普拉斯、逻辑等经典分布族;在高维情形,基于半离散对偶形式开发了高效的随机流形优化算法。在合成数据与真实特征分布上的实验表明,相对Wasserstein角比Wasserstein距离更鲁棒,所提出的最近高斯在弗雷舍特图像距离(FID)评估中优于矩匹配。

原文摘要 · Abstract (English)

We study the problem of quantifying how far an empirical distribution deviates from Gaussianity under the framework of optimal transport. By exploiting the cone geometry of the relative translation invariant quadratic Wasserstein space, we introduce two novel geometric quantities, the relative Wasserstein angle and the orthogonal projection distance, which provide meaningful measures of non-Gaussianity. We prove that the filling cone generated by any two rays in this space is flat, ensuring that angles, projections, and inner products are rigorously well-defined. This geometric viewpoint recasts Gaussian approximation as a projection problem onto the Gaussian cone and reveals that the commonly used moment-matching Gaussian can \emph{not} be the \(W_2\)-nearest Gaussian for a given empirical distribution. In one dimension, we derive closed-form expressions for the proposed quantities and extend them to several classical distribution families, including uniform, Laplace, and logistic distributions; while in high dimensions, we develop an efficient stochastic manifold optimization algorithm based on a semi-discrete dual formulation. Experiments on synthetic data and real-world feature distributions demonstrate that the relative Wasserstein angle is more robust than the Wasserstein distance and that the proposed nearest Gaussian provides a better approximation than moment matching in the evaluation of Fréchet Inception Distance (FID) scores.

最优传输非高斯性高斯逼近几何度量

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