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Wasserstein dictionary learning is an unsupervised approach to learning a collection of probability distributions that generate observed distributions as Wasserstein barycentric combinations. Existing methods for Wasserstein dictionary…

Machine Learning · Computer Science 2022-10-24 Marshall Mueller , Shuchin Aeron , James M. Murphy , Abiy Tasissa

Given a collection of probability measures, a practitioner sometimes needs to find an "average" distribution which adequately aggregates reference distributions. A theoretically appealing notion of such an average is the Wasserstein…

Computing the Wasserstein barycenter of a set of probability measures under the optimal transport metric can quickly become prohibitive for traditional second-order algorithms, such as interior-point methods, as the support size of the…

Optimization and Control · Mathematics 2020-01-22 Dongdong Ge , Haoyue Wang , Zikai Xiong , Yinyu Ye

Probabilistic models with hierarchical-latent-variable structures provide state-of-the-art results amongst non-autoregressive, unsupervised density-based models. However, the most common approach to training such models based on Variational…

Machine Learning · Statistics 2020-10-09 Benoit Gaujac , Ilya Feige , David Barber

We propose a novel Wasserstein method with a distillation mechanism, yielding joint learning of word embeddings and topics. The proposed method is based on the fact that the Euclidean distance between word embeddings may be employed as the…

Machine Learning · Computer Science 2018-09-14 Hongteng Xu , Wenlin Wang , Wei Liu , Lawrence Carin

We introduce weak barycenters of a family of probability distributions, based on the recently developed notion of optimal weak transport of mass by Gozlanet al. (2017) and Backhoff-Veraguas et al. (2020). We provide a theoretical analysis…

Machine Learning · Statistics 2023-03-13 Elsa Cazelles , Felipe Tobar , Joaquín Fontbona

We consider the task of aligning two sets of points in high dimension, which has many applications in natural language processing and computer vision. As an example, it was recently shown that it is possible to infer a bilingual lexicon,…

Machine Learning · Computer Science 2018-05-30 Edouard Grave , Armand Joulin , Quentin Berthet

The notion of entropy-regularized optimal transport, also known as Sinkhorn divergence, has recently gained popularity in machine learning and statistics, as it makes feasible the use of smoothed optimal transportation distances for data…

Statistics Theory · Mathematics 2019-11-05 Jérémie Bigot , Elsa Cazelles , Nicolas Papadakis

Optimal transport (OT) provides powerful tools for comparing probability measures in various types. The Wasserstein distance which arises naturally from the idea of OT is widely used in many machine learning applications. Unfortunately,…

Optimization and Control · Mathematics 2021-06-03 Shu Liu , Haodong Sun , Hongyuan Zha

We propose a new formulation and learning strategy for computing the Wasserstein geodesic between two probability distributions in high dimensions. By applying the method of Lagrange multipliers to the dynamic formulation of the optimal…

Machine Learning · Computer Science 2021-06-08 Shu Liu , Shaojun Ma , Yongxin Chen , Hongyuan Zha , Haomin Zhou

We consider a multimarginal optimal transport, which includes as a particular case the Wasserstein barycenter problem. In this problem one has to find an optimal coupling between $m$ probability measures, which amounts to finding a tensor…

Optimization and Control · Mathematics 2020-09-11 Nazarii Tupitsa , Pavel Dvurechensky , Alexander Gasnikov , César A. Uribe

Variational problems that involve Wasserstein distances and more generally optimal transport (OT) theory are playing an increasingly important role in data sciences. Such problems can be used to form an examplar measure out of various…

Machine Learning · Computer Science 2018-11-15 Marco Cuturi , Gabriel Peyré

We consider the population Wasserstein barycenter problem for random probability measures supported on a finite set of points and generated by an online stream of data. This leads to a complicated stochastic optimization problem where the…

Optimization and Control · Mathematics 2021-12-06 Daniil Tiapkin , Alexander Gasnikov , Pavel Dvurechensky

We propose a hybrid resampling method to approximate finitely supported Wasserstein barycenters on large-scale datasets, which can be combined with any exact solver. Nonasymptotic bounds on the expected error of the objective value as well…

Computation · Statistics 2021-05-28 Florian Heinemann , Axel Munk , Yoav Zemel

Many tasks in machine learning and signal processing can be solved by minimizing a convex function of a measure. This includes sparse spikes deconvolution or training a neural network with a single hidden layer. For these problems, we study…

Optimization and Control · Mathematics 2018-10-30 Lenaic Chizat , Francis Bach

We propose an efficient federated dual decomposition algorithm for calculating the Wasserstein barycenter of several distributions, including choosing the support of the solution. The algorithm does not access local data and uses only…

Machine Learning · Computer Science 2025-07-29 Zhengqi Lin , Andrzej Ruszczyński

Particle-based variational inference offers a flexible way of approximating complex posterior distributions with a set of particles. In this paper we introduce a new particle-based variational inference method based on the theory of…

Machine Learning · Statistics 2019-05-16 Luca Ambrogioni , Umut Guclu , Marcel van Gerven

We study the decentralized distributed computation of discrete approximations for the regularized Wasserstein barycenter of a finite set of continuous probability measures distributedly stored over a network. We assume there is a network of…

Optimization and Control · Mathematics 2020-02-21 Pavel Dvurechensky , Darina Dvinskikh , Alexander Gasnikov , César A. Uribe , Angelia Nedić

Optimal transport (OT)-based methods have a wide range of applications and have attracted a tremendous amount of attention in recent years. However, most of the computational approaches of OT do not learn the underlying transport map.…

Machine Learning · Statistics 2019-06-20 Andrés Hoyos-Idrobo

We propose a balanced coarsening scheme for multilevel hypergraph partitioning. In addition, an initial partitioning algorithm is designed to improve the quality of k-way hypergraph partitioning. By assigning vertex weights through the LPT…

Machine Learning · Computer Science 2023-07-14 Zhicheng Guo , Jiaxuan Zhao , Licheng Jiao , Xu Liu