Joint Metric Space Embedding by Unbalanced OT with Gromov-Wasserstein Marginal Penalization

Fuente: arXiv
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Auteurs principaux: Beier, Florian, Piening, Moritz, Beinert, Robert, Steidl, Gabriele
Format: Preprint
Publié: 2025
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author Beier, Florian
Piening, Moritz
Beinert, Robert
Steidl, Gabriele
author_facet Beier, Florian
Piening, Moritz
Beinert, Robert
Steidl, Gabriele
contents We propose a new approach for unsupervised alignment of heterogeneous datasets, which maps data from two different domains without any known correspondences to a common metric space. Our method is based on an unbalanced optimal transport problem with Gromov-Wasserstein marginal penalization. It can be seen as a counterpart to the recently introduced joint multidimensional scaling method. We prove that there exists a minimizer of our functional and that for penalization parameters going to infinity, the corresponding sequence of minimizers converges to a minimizer of the so-called embedded Wasserstein distance. Our model can be reformulated as a quadratic, multi-marginal, unbalanced optimal transport problem, for which a bi-convex relaxation admits a numerical solver via block-coordinate descent. We provide numerical examples for joint embeddings in Euclidean as well as non-Euclidean spaces.
format Preprint
id arxiv_https___arxiv_org_abs_2502_07510
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Joint Metric Space Embedding by Unbalanced OT with Gromov-Wasserstein Marginal Penalization
Beier, Florian
Piening, Moritz
Beinert, Robert
Steidl, Gabriele
Machine Learning
We propose a new approach for unsupervised alignment of heterogeneous datasets, which maps data from two different domains without any known correspondences to a common metric space. Our method is based on an unbalanced optimal transport problem with Gromov-Wasserstein marginal penalization. It can be seen as a counterpart to the recently introduced joint multidimensional scaling method. We prove that there exists a minimizer of our functional and that for penalization parameters going to infinity, the corresponding sequence of minimizers converges to a minimizer of the so-called embedded Wasserstein distance. Our model can be reformulated as a quadratic, multi-marginal, unbalanced optimal transport problem, for which a bi-convex relaxation admits a numerical solver via block-coordinate descent. We provide numerical examples for joint embeddings in Euclidean as well as non-Euclidean spaces.
title Joint Metric Space Embedding by Unbalanced OT with Gromov-Wasserstein Marginal Penalization
topic Machine Learning
url https://arxiv.org/abs/2502.07510