相关论文: The Barycenter Method for Direct Optimization
A randomized version of the recently developed barycenter method for derivative--free optimization has desirable properties of a gradient search. We developed a complex version to avoid evaluations at high--gradient points. The method,…
Discrete barycenters are the optimal solutions to mass transport problems for a set of discrete measures. Such transport problems arise in many applications of operations research and statistics. The best known algorithms for exact…
We present a stochastic algorithm to compute the barycenter of a set of probability distributions under the Wasserstein metric from optimal transport. Unlike previous approaches, our method extends to continuous input distributions and…
Barycentric averaging is a principled way of summarizing populations of measures. Existing algorithms for estimating barycenters typically parametrize them as weighted sums of Diracs and optimize their weights and/or locations. However,…
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…
Derivative-free optimization algorithms are particularly useful for tackling blackbox optimization problems where the objective function arises from complex and expensive procedures that preclude the use of classical gradient-based methods.…
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…
Wasserstein barycenters provide a principled approach for aggregating probability measures, while preserving the geometry of their ambient space. Existing discrete methods are not scalable as they assume access to the complete set of…
Wasserstein barycenters provide a geometrically meaningful way to aggregate probability distributions, built on the theory of optimal transport. They are difficult to compute in practice, however, leading previous work to restrict their…
We consider an unconstrained problem of minimizing a smooth convex function which is only available through noisy observations of its values, the noise consisting of two parts. Similar to stochastic optimization problems, the first part is…
This paper addresses the study of derivative-free smooth optimization problems, where the gradient information on the objective function is unavailable. Two novel general derivative-free methods are proposed and developed for minimizing…
We study the problem of the decentralized computation of entropy-regularized semi-discrete Wasserstein barycenters over a network. Building upon recent primal-dual approaches, we propose a sampling gradient quantization scheme that allows…
This work presents an algorithm to sample from the Wasserstein barycenter of absolutely continuous measures. Our method is based on the gradient flow of the multimarginal formulation of the Wasserstein barycenter, with an additive…
Wasserstein barycenter, built on the theory of optimal transport, provides a powerful framework to aggregate probability distributions, and it has increasingly attracted great attention within the machine learning community. However, it…
We propose a variational technique to optimize for generalized barycentric coordinates that offers additional control compared to existing models. Prior work represents barycentric coordinates using meshes or closed-form formulae, in…
In this paper, we present a novel derivative-free optimization framework for solving unconstrained stochastic optimization problems. Many problems in fields ranging from simulation optimization to reinforcement learning involve settings…
We study a general formulation of regularized Wasserstein barycenters that enjoys favorable regularity, approximation, stability and (grid-free) optimization properties. This barycenter is defined as the unique probability measure that…
This paper presents a new method for conditional probability density simulation. The method is design to work with unstructured data set when data are not characterized by the same covariates yet share common information. Specific examples…
This review presents modern gradient-free methods to solve convex optimization problems. By gradient-free methods, we mean those that use only (noisy) realizations of the objective value. We are motivated by various applications where…
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…