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We study the problem of model aggregation within the Wasserstein space for probability measures on the real line. Given a fixed finite collection of candidate probability models, we consider the associated class of Wasserstein barycenters…

This paper presents a Wasserstein attraction approach for solving dynamic mass transport problems over networks. In the transport problem over networks, we start with a distribution over the set of nodes that needs to be "transported" to a…

Optimization and Control · Mathematics 2022-04-28 Ferran Arqué , César A. Uribe , Carlos Ocampo-Martinez

In real world, our datasets often contain outliers. Moreover, the outliers can seriously affect the final machine learning result. Most existing algorithms for handling outliers take high time complexities (e.g. quadratic or cubic…

Computational Geometry · Computer Science 2020-02-28 Hu Ding , Zixiu Wang

Wasserstein barycenters provide a geometric notion of the weighted average of probability measures based on optimal transport. In this paper, we present a scalable algorithm to compute Wasserstein-2 barycenters given sample access to the…

Machine Learning · Computer Science 2022-01-02 Alexander Korotin , Lingxiao Li , Justin Solomon , Evgeny Burnaev

Wasserstein barycenters define averages of probability measures in a geometrically meaningful way. Their use is increasingly popular in applied fields, such as image, geometry or language processing. In these fields however, the probability…

Numerical Analysis · Mathematics 2023-03-13 Guillaume Carlier , Alex Delalande , Quentin Merigot

We study the problem of $k$-center clustering with outliers in arbitrary metrics and Euclidean space. Though a number of methods have been developed in the past decades, it is still quite challenging to design quality guaranteed algorithm…

Computational Geometry · Computer Science 2019-04-30 Hu Ding , Haikuo Yu , Zixiu Wang

In this paper, we present a new iterative rounding framework for many clustering problems. Using this, we obtain an $(\alpha_1 + \epsilon \leq 7.081 + \epsilon)$-approximation algorithm for $k$-median with outliers, greatly improving upon…

Data Structures and Algorithms · Computer Science 2018-04-09 Ravishankar Krishnaswamy , Shi Li , Sai Sandeep

We consider the problem of approximate $K$-means clustering with outliers and side information provided by same-cluster queries and possibly noisy answers. Our solution shows that, under some mild assumptions on the smallest cluster size,…

Machine Learning · Statistics 2018-11-13 I Chien , Chao Pan , Olgica Milenkovic

In this paper, we focus on computational aspects of the Wasserstein barycenter problem. We propose two algorithms to compute Wasserstein barycenters of $m$ discrete measures of size $n$ with accuracy $\e$. The first algorithm, based on…

Optimization and Control · Mathematics 2021-02-25 Darina Dvinskikh , Daniil Tiapkin

Consider a multi-agent system whereby each agent has an initial probability measure. In this paper, we propose a distributed algorithm based upon stochastic, asynchronous and pairwise exchange of information and displacement interpolation…

Systems and Control · Electrical Eng. & Systems 2022-02-28 Pedro Cisneros-Velarde , Francesco Bullo

The classical center based clustering problems such as $k$-means/median/center assume that the optimal clusters satisfy the locality property that the points in the same cluster are close to each other. A number of clustering problems arise…

Data Structures and Algorithms · Computer Science 2015-04-13 Anup Bhattacharya , Ragesh Jaiswal , Amit Kumar

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

An algorithm for approximating the p-Wasserstein distance between histograms defined on unstructured discrete grids is presented. It is based on the computation of a barycenter constrained to be supported on a low dimensional subspace,…

Numerical Analysis · Mathematics 2020-09-24 Nicolas Papadakis

In this paper, we introduce a generalization of the Wasserstein barycenter, to a case where the initial probability measures live on different subspaces of R^d. We study the existence and uniqueness of this barycenter, we show how it is…

Probability · Mathematics 2021-05-21 Julie Delon , Nathaël Gozlan , Alexandre Saint-Dizier

In this paper, we consider the $k$-center/median/means clustering with outliers problems (or the $(k, z)$-center/median/means problems) in the distributed setting. Most previous distributed algorithms have their communication costs linearly…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-11-30 Xiangyu Guo , Shi Li

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

Computationally solving multi-marginal optimal transport (MOT) with squared Euclidean costs for $N$ discrete probability measures has recently attracted considerable attention, in part because of the correspondence of its solutions with…

Numerical Analysis · Mathematics 2022-02-03 Johannes von Lindheim

We examine the infinite-dimensional optimization problem of finding a decomposition of a probability measure into K probability sub-measures to minimize specific loss functions inspired by applications in clustering and user grouping. We…

Optimization and Control · Mathematics 2024-06-04 Jiangze Han , Christopher Thomas Ryan , Xin T. Tong

The Wasserstein distance has emerged as a key metric to quantify distances between probability distributions, with applications in various fields, including machine learning, control theory, decision theory, and biological systems.…

Machine Learning · Computer Science 2026-02-10 Eduardo Figueiredo , Steven Adams , Luca Laurenti

Computing Wasserstein barycenters (a.k.a. Optimal Transport barycenters) is a fundamental problem in geometry which has recently attracted considerable attention due to many applications in data science. While there exist polynomial-time…

Optimization and Control · Mathematics 2022-02-15 Jason M. Altschuler , Enric Boix-Adsera
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