English

On the Computation of Kantorovich-Wasserstein Distances between 2D-Histograms by Uncapacitated Minimum Cost Flows

Optimization and Control 2019-07-29 v3 Machine Learning

Abstract

In this work, we present a method to compute the Kantorovich-Wasserstein distance of order one between a pair of two-dimensional histograms. Recent works in Computer Vision and Machine Learning have shown the benefits of measuring Wasserstein distances of order one between histograms with nn bins, by solving a classical transportation problem on very large complete bipartite graphs with nn nodes and n2n^2 edges. The main contribution of our work is to approximate the original transportation problem by an uncapacitated min cost flow problem on a reduced flow network of size O(n)O(n) that exploits the geometric structure of the cost function. More precisely, when the distance among the bin centers is measured with the 1-norm or the \infty-norm, our approach provides an optimal solution. When the distance among bins is measured with the 2-norm: (i) we derive a quantitative estimate on the error between optimal and approximate solution; (ii) given the error, we construct a reduced flow network of size O(n)O(n). We numerically show the benefits of our approach by computing Wasserstein distances of order one on a set of grey scale images used as benchmark in the literature. We show how our approach scales with the size of the images with 1-norm, 2-norm and \infty-norm ground distances, and we compare it with other two methods which are largely used in the literature.

Keywords

Cite

@article{arxiv.1804.00445,
  title  = {On the Computation of Kantorovich-Wasserstein Distances between 2D-Histograms by Uncapacitated Minimum Cost Flows},
  author = {Federico Bassetti and Stefano Gualandi and Marco Veneroni},
  journal= {arXiv preprint arXiv:1804.00445},
  year   = {2019}
}

Comments

27 pages, 35 figures, 5 tables