An Efficient Orlicz-Sobolev Approach for Transporting Unbalanced Measures on a Graph

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Hauptverfasser: Le, Tam, Nguyen, Truyen, Hino, Hideitsu, Fukumizu, Kenji
Format: Preprint
Veröffentlicht: 2025
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author Le, Tam
Nguyen, Truyen
Hino, Hideitsu
Fukumizu, Kenji
author_facet Le, Tam
Nguyen, Truyen
Hino, Hideitsu
Fukumizu, Kenji
contents We investigate optimal transport (OT) for measures on graph metric spaces with different total masses. To mitigate the limitations of traditional $L^p$ geometry, Orlicz-Wasserstein (OW) and generalized Sobolev transport (GST) employ Orlicz geometric structure, leveraging convex functions to capture nuanced geometric relationships and remarkably contribute to advance certain machine learning approaches. However, both OW and GST are restricted to measures with equal total mass, limiting their applicability to real-world scenarios where mass variation is common, and input measures may have noisy supports, or outliers. To address unbalanced measures, OW can either incorporate mass constraints or marginal discrepancy penalization, but this leads to a more complex two-level optimization problem. Additionally, GST provides a scalable yet rigid framework, which poses significant challenges to extend GST to accommodate nonnegative measures. To tackle these challenges, in this work we revisit the entropy partial transport (EPT) problem. By exploiting Caffarelli & McCann (2010)'s insights, we develop a novel variant of EPT endowed with Orlicz geometric structure, called Orlicz-EPT. We establish theoretical background to solve Orlicz-EPT using a binary search algorithmic approach. Especially, by leveraging the dual EPT and the underlying graph structure, we formulate a novel regularization approach that leads to the proposed Orlicz-Sobolev transport (OST). Notably, we demonstrate that OST can be efficiently computed by simply solving a univariate optimization problem, in stark contrast to the intensive computation needed for Orlicz-EPT. Building on this, we derive geometric structures for OST and draw its connections to other transport distances. We empirically illustrate that OST is several-order faster than Orlicz-EPT.
format Preprint
id arxiv_https___arxiv_org_abs_2502_00739
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle An Efficient Orlicz-Sobolev Approach for Transporting Unbalanced Measures on a Graph
Le, Tam
Nguyen, Truyen
Hino, Hideitsu
Fukumizu, Kenji
Machine Learning
We investigate optimal transport (OT) for measures on graph metric spaces with different total masses. To mitigate the limitations of traditional $L^p$ geometry, Orlicz-Wasserstein (OW) and generalized Sobolev transport (GST) employ Orlicz geometric structure, leveraging convex functions to capture nuanced geometric relationships and remarkably contribute to advance certain machine learning approaches. However, both OW and GST are restricted to measures with equal total mass, limiting their applicability to real-world scenarios where mass variation is common, and input measures may have noisy supports, or outliers. To address unbalanced measures, OW can either incorporate mass constraints or marginal discrepancy penalization, but this leads to a more complex two-level optimization problem. Additionally, GST provides a scalable yet rigid framework, which poses significant challenges to extend GST to accommodate nonnegative measures. To tackle these challenges, in this work we revisit the entropy partial transport (EPT) problem. By exploiting Caffarelli & McCann (2010)'s insights, we develop a novel variant of EPT endowed with Orlicz geometric structure, called Orlicz-EPT. We establish theoretical background to solve Orlicz-EPT using a binary search algorithmic approach. Especially, by leveraging the dual EPT and the underlying graph structure, we formulate a novel regularization approach that leads to the proposed Orlicz-Sobolev transport (OST). Notably, we demonstrate that OST can be efficiently computed by simply solving a univariate optimization problem, in stark contrast to the intensive computation needed for Orlicz-EPT. Building on this, we derive geometric structures for OST and draw its connections to other transport distances. We empirically illustrate that OST is several-order faster than Orlicz-EPT.
title An Efficient Orlicz-Sobolev Approach for Transporting Unbalanced Measures on a Graph
topic Machine Learning
url https://arxiv.org/abs/2502.00739