arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2103.00902cs.LGmath.OC
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非线性最优运输问题的流形优化

Manifold optimization for non-linear optimal transport problems

Microsoft(微软);Vayve Technologies(维威科技);Waseda University(早稻田大学)

Bamdev Mishra, N T V Satyadev, Hiroyuki Kasai, Pratik Jawanpuria

摘要:

最优运输(OT)最近在机器学习中引起了广泛的兴趣。它允许定义新的概率测度之间的距离,这在几个应用程序中已经显示出了希望。在这项工作中,我们讨论了如何计算方法一般的非线性OT问题的框架内的黎曼流形优化。其基础是双随机矩阵流形(及其推广)。尽管流形几何不是新的,但令人惊讶的是,它对解决一般非线性OT问题的有用性并不受欢迎。为此,我们专门讨论优化相关的成分,允许利用几何的搜索空间光滑黎曼流形上的OT问题建模。我们还讨论了扩展,我们重用开发的优化成分。我们提供基于流形优化的最优运输(MOT)存储库,其中包含在Python和Matlab中解决OT问题时有用的代码。代码可在\url{https://github.com/SatyadevNtv/MOT}上获得。

英文摘要:

Optimal transport (OT) has recently found widespread interest in machine learning. It allows to define novel distances between probability measures, which have shown promise in several applications. In this work, we discuss how to computationally approach general non-linear OT problems within the framework of Riemannian manifold optimization. The basis of this is the manifold of doubly stochastic matrices (and their generalization). Even though the manifold geometry is not new, surprisingly, its usefulness for solving general non-linear OT problems has not been popular. To this end, we specifically discuss optimization-related ingredients that allow modeling the OT problem on smooth Riemannian manifolds by exploiting the geometry of the search space. We also discuss extensions where we reuse the developed optimization ingredients. We make available the Manifold optimization-based Optimal Transport, or MOT, repository with codes useful in solving OT problems in Python and Matlab. The codes are available at \url{https://github.com/SatyadevNtv/MOT}.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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