Estimating Barycenters of Distributions with Neural Optimal Transport

Fuente: arXiv
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Autores principales: Kolesov, Alexander, Mokrov, Petr, Udovichenko, Igor, Gazdieva, Milena, Pammer, Gudmund, Burnaev, Evgeny, Korotin, Alexander
Formato: Preprint
Publicado: 2024
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author Kolesov, Alexander
Mokrov, Petr
Udovichenko, Igor
Gazdieva, Milena
Pammer, Gudmund
Burnaev, Evgeny
Korotin, Alexander
author_facet Kolesov, Alexander
Mokrov, Petr
Udovichenko, Igor
Gazdieva, Milena
Pammer, Gudmund
Burnaev, Evgeny
Korotin, Alexander
contents 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 barycenter, which is the primal focus of our work. By building upon the dual formulation of Optimal Transport (OT), we propose a new scalable approach for solving the Wasserstein barycenter problem. Our methodology is based on the recent Neural OT solver: it has bi-level adversarial learning objective and works for general cost functions. These are key advantages of our method since the typical adversarial algorithms leveraging barycenter tasks utilize tri-level optimization and focus mostly on quadratic cost. We also establish theoretical error bounds for our proposed approach and showcase its applicability and effectiveness in illustrative scenarios and image data setups. Our source code is available at https://github.com/justkolesov/NOTBarycenters.
format Preprint
id arxiv_https___arxiv_org_abs_2402_03828
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Estimating Barycenters of Distributions with Neural Optimal Transport
Kolesov, Alexander
Mokrov, Petr
Udovichenko, Igor
Gazdieva, Milena
Pammer, Gudmund
Burnaev, Evgeny
Korotin, Alexander
Machine Learning
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 barycenter, which is the primal focus of our work. By building upon the dual formulation of Optimal Transport (OT), we propose a new scalable approach for solving the Wasserstein barycenter problem. Our methodology is based on the recent Neural OT solver: it has bi-level adversarial learning objective and works for general cost functions. These are key advantages of our method since the typical adversarial algorithms leveraging barycenter tasks utilize tri-level optimization and focus mostly on quadratic cost. We also establish theoretical error bounds for our proposed approach and showcase its applicability and effectiveness in illustrative scenarios and image data setups. Our source code is available at https://github.com/justkolesov/NOTBarycenters.
title Estimating Barycenters of Distributions with Neural Optimal Transport
topic Machine Learning
url https://arxiv.org/abs/2402.03828