论文标题
Debiased sindhorn barycenters
Debiased Sinkhorn barycenters
论文作者
论文摘要
最佳运输(OT)中的熵正规化一直是Wasserstein指标和机器学习中的许多兴趣的驱动力。它允许保持未注册的瓦斯坦距离的吸引人的几何特性,同时由于Sinkhorn的算法,复杂性的复杂性明显降低。但是,熵带来了一些固有的平滑偏置,例如在模糊的barycenter中产生。这种副作用促使社区中越来越多的诱惑能够解决较慢的算法,例如对数域稳定的sindhorn,它破坏了可以在GPU上利用的平行结构,甚至可以返回未注册的OT。在这里,我们展示了这种偏见如何与定义熵正规器的参考度量紧密相关,并提出了辩解的瓦斯坦·巴里焦(Wasserstein Barycenters),以保留两全其美的最好的:快速的sindhorn类似迭代的迭代,而无需熵平滑。从理论上讲,我们证明单变量高斯单变量的熵barycenter是高斯人,并量化了其差异偏差。通过将熵OT的可不同性和凸度扩展到没有边界的支撑物上,可以将熵OT的可不同性和凸度度扩展到高斯措施中获得。从经验上讲,我们说明了各种应用的模糊和计算优势的减少。
Entropy regularization in optimal transport (OT) has been the driver of many recent interests for Wasserstein metrics and barycenters in machine learning. It allows to keep the appealing geometrical properties of the unregularized Wasserstein distance while having a significantly lower complexity thanks to Sinkhorn's algorithm. However, entropy brings some inherent smoothing bias, resulting for example in blurred barycenters. This side effect has prompted an increasing temptation in the community to settle for a slower algorithm such as log-domain stabilized Sinkhorn which breaks the parallel structure that can be leveraged on GPUs, or even go back to unregularized OT. Here we show how this bias is tightly linked to the reference measure that defines the entropy regularizer and propose debiased Wasserstein barycenters that preserve the best of both worlds: fast Sinkhorn-like iterations without entropy smoothing. Theoretically, we prove that the entropic OT barycenter of univariate Gaussians is a Gaussian and quantify its variance bias. This result is obtained by extending the differentiability and convexity of entropic OT to sub-Gaussian measures with unbounded supports. Empirically, we illustrate the reduced blurring and the computational advantage on various applications.