提出高效优化协方差距离的新方法,提升无标签数据适应速度。
ITSPACE: Monotone Gaussian Optimal Transport Updates

- 基于平方根分解直接优化精确的贝叶斯-沃瑟斯坦距离
- 在真实数据集上比梯度下降快数倍,误差更低
- 适合计算资源受限的轻量级自适应场景
协方差矩阵在许多机器学习流程中作为特征分布的紧凑描述符,如领域自适应和高斯嵌入。在中心高斯近似下,无正则化沃瑟斯坦-2最优传输(OT)差异在协方差上具有闭式解,由对称正定(SPD)锥上的贝叶斯-沃瑟斯坦(BW)目标给出。我们提出ITSPACE(迭代传输以实现协方差嵌入的稳定近端对齐),一种近端极大极小方法,通过平方根因子分解实现该精确BW目标的闭式更新。在精确算术下,每次迭代均满足BW目标的充分下降不等式;在非精确极坐标计算下,我们提供显式证书-间隙界以控制与精确下降的偏差。所得迭代构造上保持半正定结构,并自然支持秩限制因子,使ITSPACE非常适合在严格步数和计算预算下从无标签目标批次进行自适应的轻量级内层原语。在多个真实世界协方差对齐基准测试中,ITSPACE达到低BW差距解的速度显著快于BW梯度下降、基于其他协方差几何的方法以及熵正则化样本OT基线。
原文摘要 · Abstract (English)
Covariance matrices serve as compact descriptors of feature distributions in many machine-learning pipelines, including domain adaptation and Gaussian embeddings. Under a centered Gaussian approximation, the unregularized Wasserstein-2 optimal-transport (OT) discrepancy admits a closed form on covariances given by the Bures-Wasserstein (BW) objective on the symmetric positive definite (SPD) cone. We propose ITSPACE (Iterative Transport for Stable Proximal Alignment of Covariance Embeddings), a proximal majorization-minimization method that directly optimizes this exact BW objective through closed-form updates in a square-root factorization. In exact arithmetic, each iteration satisfies a sufficient-decrease inequality for the BW objective; under inexact polar computations, we provide an explicit certificate-gap bound controlling deviations from exact descent. The resulting iterations preserve PSD structure by construction and naturally support rank-restricted factors, making ITSPACE well-suited as a lightweight inner-loop primitive in settings where adaptation must be performed from unlabeled target batches under strict step and compute budgets. Across real-world covariance-alignment benchmarks, ITSPACE reaches low-BW-gap solutions substantially faster than BW-gradient descent, methods based on other covariance geometries, and entropically regularized sample-OT baselines.
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