Coupling matrix manifolds assisted optimization for optimal transport problems

نویسندگان

چکیده

Optimal transport (OT) is a powerful tool for measuring the distance between two probability distributions. In this paper, we introduce new manifold named as coupling matrix (CMM), where each point on novel can be regarded transportation plan of optimal problem. We firstly explore Riemannian geometry CMM with metric expressed by Fisher information. These geometrical features exploited in many essential optimization methods framework solving all types OT problems via incorporating numerical algorithms such gradient descent and trust region manifold. The proposed approach validated using several comparison recent state-of-the-art related works. For classic problem its entropy regularized variant, it shown that our method comparable linear programming Sinkhorn algorithms. other non-entropy problems, has superior performance to works, whereby geometric information feasible space was not incorporated within.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Contour Manifolds and Optimal Transport

Describing shapes by suitable measures in object segmentation, as proposed in [24], allows to combine the advantages of the representations as parametrized contours and indicator functions. The pseudo-Riemannian structure of optimal transport can be used to model shapes in ways similar as with contours, while the Kantorovich functional enables the application of convex optimization methods for ...

متن کامل

Statistical manifolds from optimal transport

Divergences, also known as contrast functions, are distance-like quantities defined on manifolds of non-negative or probability measures and they arise in various theoretical and applied problems. Using ideas in optimal transport, we introduce and study a parameterized family of $L^{(\pm \alpha)}$-divergences which includes the Bregman divergence corresponding to the Euclidean quadratic cost, a...

متن کامل

Haar Matrix Equations for Solving Time-Variant Linear-Quadratic Optimal Control Problems

‎In this paper‎, ‎Haar wavelets are performed for solving continuous time-variant linear-quadratic optimal control problems‎. ‎Firstly‎, ‎using necessary conditions for optimality‎, ‎the problem is changed into a two-boundary value problem (TBVP)‎. ‎Next‎, ‎Haar wavelets are applied for converting the TBVP‎, ‎as a system of differential equations‎, ‎in to a system of matrix algebraic equations‎...

متن کامل

Parabolic Optimal Transport Equations on Manifolds

We study a parabolic equation for finding solutions to the optimal transport problem on compact Riemannian manifolds with general cost functions. We show that if the cost satisfies the strong MTW condition and the stay-away singularity property, then the solution to the parabolic flow with any appropriate initial condition exists for all time and it converges exponentially to the solution to th...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Machine Learning

سال: 2021

ISSN: ['0885-6125', '1573-0565']

DOI: https://doi.org/10.1007/s10994-020-05931-2