671 research outputs found
Regularized Wasserstein Means for Aligning Distributional Data
We propose to align distributional data from the perspective of Wasserstein
means. We raise the problem of regularizing Wasserstein means and propose
several terms tailored to tackle different problems. Our formulation is based
on the variational transportation to distribute a sparse discrete measure into
the target domain. The resulting sparse representation well captures the
desired property of the domain while reducing the mapping cost. We demonstrate
the scalability and robustness of our method with examples in domain
adaptation, point set registration, and skeleton layout
A Smoothed Dual Approach for Variational Wasserstein Problems
Variational problems that involve Wasserstein distances have been recently
proposed to summarize and learn from probability measures. Despite being
conceptually simple, such problems are computationally challenging because they
involve minimizing over quantities (Wasserstein distances) that are themselves
hard to compute. We show that the dual formulation of Wasserstein variational
problems introduced recently by Carlier et al. (2014) can be regularized using
an entropic smoothing, which leads to smooth, differentiable, convex
optimization problems that are simpler to implement and numerically more
stable. We illustrate the versatility of this approach by applying it to the
computation of Wasserstein barycenters and gradient flows of spacial
regularization functionals
Entropic Wasserstein Gradient Flows
This article details a novel numerical scheme to approximate gradient flows
for optimal transport (i.e. Wasserstein) metrics. These flows have proved
useful to tackle theoretically and numerically non-linear diffusion equations
that model for instance porous media or crowd evolutions. These gradient flows
define a suitable notion of weak solutions for these evolutions and they can be
approximated in a stable way using discrete flows. These discrete flows are
implicit Euler time stepping according to the Wasserstein metric. A bottleneck
of these approaches is the high computational load induced by the resolution of
each step. Indeed, this corresponds to the resolution of a convex optimization
problem involving a Wasserstein distance to the previous iterate. Following
several recent works on the approximation of Wasserstein distances, we consider
a discrete flow induced by an entropic regularization of the transportation
coupling. This entropic regularization allows one to trade the initial
Wasserstein fidelity term for a Kulback-Leibler divergence, which is easier to
deal with numerically. We show how KL proximal schemes, and in particular
Dykstra's algorithm, can be used to compute each step of the regularized flow.
The resulting algorithm is both fast, parallelizable and versatile, because it
only requires multiplications by a Gibbs kernel. On Euclidean domains
discretized on an uniform grid, this corresponds to a linear filtering (for
instance a Gaussian filtering when is the squared Euclidean distance) which
can be computed in nearly linear time. On more general domains, such as
(possibly non-convex) shapes or on manifolds discretized by a triangular mesh,
following a recently proposed numerical scheme for optimal transport, this
Gibbs kernel multiplication is approximated by a short-time heat diffusion
Variational Wasserstein Barycenters for Geometric Clustering
We propose to compute Wasserstein barycenters (WBs) by solving for Monge maps
with variational principle. We discuss the metric properties of WBs and explore
their connections, especially the connections of Monge WBs, to K-means
clustering and co-clustering. We also discuss the feasibility of Monge WBs on
unbalanced measures and spherical domains. We propose two new problems --
regularized K-means and Wasserstein barycenter compression. We demonstrate the
use of VWBs in solving these clustering-related problems
Optimal Transport for Domain Adaptation
Domain adaptation from one data space (or domain) to another is one of the
most challenging tasks of modern data analytics. If the adaptation is done
correctly, models built on a specific data space become more robust when
confronted to data depicting the same semantic concepts (the classes), but
observed by another observation system with its own specificities. Among the
many strategies proposed to adapt a domain to another, finding a common
representation has shown excellent properties: by finding a common
representation for both domains, a single classifier can be effective in both
and use labelled samples from the source domain to predict the unlabelled
samples of the target domain. In this paper, we propose a regularized
unsupervised optimal transportation model to perform the alignment of the
representations in the source and target domains. We learn a transportation
plan matching both PDFs, which constrains labelled samples in the source domain
to remain close during transport. This way, we exploit at the same time the few
labeled information in the source and the unlabelled distributions observed in
both domains. Experiments in toy and challenging real visual adaptation
examples show the interest of the method, that consistently outperforms state
of the art approaches
Fast Optimal Transport Averaging of Neuroimaging Data
Knowing how the Human brain is anatomically and functionally organized at the
level of a group of healthy individuals or patients is the primary goal of
neuroimaging research. Yet computing an average of brain imaging data defined
over a voxel grid or a triangulation remains a challenge. Data are large, the
geometry of the brain is complex and the between subjects variability leads to
spatially or temporally non-overlapping effects of interest. To address the
problem of variability, data are commonly smoothed before group linear
averaging. In this work we build on ideas originally introduced by Kantorovich
to propose a new algorithm that can average efficiently non-normalized data
defined over arbitrary discrete domains using transportation metrics. We show
how Kantorovich means can be linked to Wasserstein barycenters in order to take
advantage of an entropic smoothing approach. It leads to a smooth convex
optimization problem and an algorithm with strong convergence guarantees. We
illustrate the versatility of this tool and its empirical behavior on
functional neuroimaging data, functional MRI and magnetoencephalography (MEG)
source estimates, defined on voxel grids and triangulations of the folded
cortical surface.Comment: Information Processing in Medical Imaging (IPMI), Jun 2015, Isle of
Skye, United Kingdom. Springer, 201
Dynamical Optimal Transport on Discrete Surfaces
We propose a technique for interpolating between probability distributions on
discrete surfaces, based on the theory of optimal transport. Unlike previous
attempts that use linear programming, our method is based on a dynamical
formulation of quadratic optimal transport proposed for flat domains by Benamou
and Brenier [2000], adapted to discrete surfaces. Our structure-preserving
construction yields a Riemannian metric on the (finite-dimensional) space of
probability distributions on a discrete surface, which translates the so-called
Otto calculus to discrete language. From a practical perspective, our technique
provides a smooth interpolation between distributions on discrete surfaces with
less diffusion than state-of-the-art algorithms involving entropic
regularization. Beyond interpolation, we show how our discrete notion of
optimal transport extends to other tasks, such as distribution-valued Dirichlet
problems and time integration of gradient flows
Functional inequalities, thick tails and asymptotics for the critical mass Patlak-Keller-Segel model
We investigate the long time behavior of the critical mass
Patlak-Keller-Segel equation. This equation has a one parameter family of
steady-state solutions , , with thick tails whose
second moment is not bounded. We show that these steady state solutions are
stable, and find basins of attraction for them using an entropy functional
coming from the critical fast diffusion equation in
. We construct solutions of Patlak-Keller-Segel equation satisfying an
entropy-entropy dissipation inequality for . While the
entropy dissipation for is strictly positive, it turns
out to be a difference of two terms, neither of which need to be small when the
dissipation is small. We introduce a strategy of "controlled concentration" to
deal with this issue, and then use the regularity obtained from the
entropy-entropy dissipation inequality to prove the existence of basins of
attraction for each stationary state composed by certain initial data
converging towards . In the present paper, we do not provide any
estimate of the rate of convergence, but we discuss how this would result from
a stability result for a certain sharp Gagliardo-Nirenberg-Sobolev inequality.Comment: This version of the paper improves on the previous version by
removing the small size condition on the value of the second Lyapunov
functional of the initial data. The improved methodology makes greater use of
techniques from optimal mass transportation, and so the second and third
sections have changed places, and the current third section completely
rewritte
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