Computing the Distance between unbalanced Distributions -- The flat Metric

Fuente: arXiv
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Autores principales: Schmidt, Henri, Düll, Christian
Formato: Preprint
Publicado: 2023
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author Schmidt, Henri
Düll, Christian
author_facet Schmidt, Henri
Düll, Christian
contents We provide an implementation to compute the flat metric in any dimension. The flat metric, also called dual bounded Lipschitz distance, generalizes the well-known Wasserstein distance $W_1$ to the case that the distributions are of unequal total mass. Thus, our implementation adapts very well to mass differences and uses them to distinguish between different distributions. This is of particular interest for unbalanced optimal transport tasks and for the analysis of data distributions where the sample size is important or normalization is not possible. The core of the method is based on a neural network to determine an optimal test function realizing the distance between two given measures. Special focus was put on achieving comparability of pairwise computed distances from independently trained networks. We tested the quality of the output in several experiments where ground truth was available as well as with simulated data.
format Preprint
id arxiv_https___arxiv_org_abs_2308_01039
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Computing the Distance between unbalanced Distributions -- The flat Metric
Schmidt, Henri
Düll, Christian
Machine Learning
We provide an implementation to compute the flat metric in any dimension. The flat metric, also called dual bounded Lipschitz distance, generalizes the well-known Wasserstein distance $W_1$ to the case that the distributions are of unequal total mass. Thus, our implementation adapts very well to mass differences and uses them to distinguish between different distributions. This is of particular interest for unbalanced optimal transport tasks and for the analysis of data distributions where the sample size is important or normalization is not possible. The core of the method is based on a neural network to determine an optimal test function realizing the distance between two given measures. Special focus was put on achieving comparability of pairwise computed distances from independently trained networks. We tested the quality of the output in several experiments where ground truth was available as well as with simulated data.
title Computing the Distance between unbalanced Distributions -- The flat Metric
topic Machine Learning
url https://arxiv.org/abs/2308.01039