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arXiv 2002.08276stat.MLcs.LG

Partial Optimal Transport with Applications on Positive-Unlabeled Learning

IRISA(法国国家信息与自动化研究所/雷恩信息与随机系统研究所(注:IRISA 常见译名为雷恩信息、系统与应用实验室,属于法国国家科研中心等联合的研究机构,通用译法为 IRISA 信息与系统科学研究所));Université Bretagne-Sud(南布列塔尼大学);LITIS EA4108(LITIS 实验室(EA4108 为法国国家科研中心附属实验室编号,机构主体为 LITIS 信息、信号与图像处理实验室));University Rouen Normandy(鲁昂诺曼底大学);INSA Rouen(鲁昂国立应用科学学院)

Laetitia Chapel, Mokhtar Z. Alaya, Gilles Gasso

英文摘要:

Classical optimal transport problem seeks a transportation map that preserves the total mass betwenn two probability distributions, requiring their mass to be the same. This may be too restrictive in certain applications such as color or shape matching, since the distributions may have arbitrary masses and/or that only a fraction of the total mass has to be transported. Several algorithms have been devised for computing partial Wasserstein metrics that rely on an entropic regularization, but when it comes with exact solutions, almost no partial formulation of neither Wasserstein nor Gromov-Wasserstein are available yet. This precludes from working with distributions that do not lie in the same metric space or when invariance to rotation or translation is needed. In this paper, we address the partial Wasserstein and Gromov-Wasserstein problems and propose exact algorithms to solve them. We showcase the new formulation in a positive-unlabeled (PU) learning application. To the best of our knowledge, this is the first application of optimal transport in this context and we first highlight that partial Wasserstein-based metrics prove effective in usual PU learning settings. We then demonstrate that partial Gromov-Wasserstein metrics is efficient in scenario where point clouds come from different domains or have different features.

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