Sliced-Wasserstein on Symmetric Positive Definite Matrices for M/EEG Signals
Université Bretagne Sud（布列塔尼南部大学）；Université Paris-Saclay（巴黎萨克雷大学）；Inria（法国国家信息与自动化研究所）；CEA（法国原子能和替代能源委员会）；Criteo AI Lab（Criteo人工智能实验室）；Université de Rouen（鲁昂大学）；IMT Atlantique（大西洋国立高等矿业电信学校）；CNRS（法国国家科学研究中心）
Clément Bonet, Benoît Malézieux, Alain Rakotomamonjy, Lucas Drumetz, Thomas Moreau, Matthieu Kowalski, Nicolas Courty
When dealing with electro or magnetoencephalography records, many supervised prediction tasks are solved by working with covariance matrices to summarize the signals. Learning with these matrices requires using Riemanian geometry to account for their structure. In this paper, we propose a new method to deal with distributions of covariance matrices and demonstrate its computational efficiency on M/EEG multivariate time series. More specifically, we define a Sliced-Wasserstein distance between measures of symmetric positive definite matrices that comes with strong theoretical guarantees. Then, we take advantage of its properties and kernel methods to apply this distance to brain-age prediction from MEG data and compare it to state-of-the-art algorithms based on Riemannian geometry. Finally, we show that it is an efficient surrogate to the Wasserstein distance in domain adaptation for Brain Computer Interface applications.
Optimal transport distances, otherwise known as Wasserstein distances, have recently drawn ample attention in computer vision and machine learning as a powerful discrepancy measure for probability distributions. The recent developments on alternative formulations of the optimal transport have allowed for faster solutions to the problem and has revamped its practical applications in machine learning. In this paper, we exploit the widely used kernel methods and provide a family of provably positive definite kernels based on the Sliced Wasserstein distance and demonstrate the benefits of these ke…
HRL Laboratories, LLC.（HRL实验室有限责任公司）；Télécom ParisTech（巴黎高等电信学院）；University of Virginia（弗吉尼亚大学）
The Wasserstein distance and its variations, e.g., the sliced-Wasserstein (SW) distance, have recently drawn attention from the machine learning community. The SW distance, specifically, was shown to have similar properties to the Wasserstein distance, while being much simpler to compute, and is therefore used in various applications including generative modeling and general supervised/unsupervised learning. In this paper, we first clarify the mathematical connection between the SW distance and the Radon transform. We then utilize the generalized Radon transform to define a new family of dista…
In this work, we connect two distinct concepts for unsupervised domain adaptation: feature distribution alignment between domains by utilizing the task-specific decision boundary and the Wasserstein metric. Our proposed sliced Wasserstein discrepancy (SWD) is designed to capture the natural notion of dissimilarity between the outputs of task-specific classifiers. It provides a geometrically meaningful guidance to detect target samples that are far from the support of the source and enables efficient distribution alignment in an end-to-end trainable fashion. In the experiments, we validate the …
Persistence diagrams (PDs) play a key role in topological data analysis (TDA), in which they are routinely used to describe topological properties of complicated shapes. PDs enjoy strong stability properties and have proven their utility in various learning contexts. They do not, however, live in a space naturally endowed with a Hilbert structure and are usually compared with specific distances, such as the bottleneck distance. To incorporate PDs in a learning pipeline, several kernels have been proposed for PDs with a strong emphasis on the stability of the RKHS distance w.r.t. perturbations …
On optimal solutions of classical and sliced Wasserstein GANs with non-Gaussian data
Dept. of Applied Math., Univ. of Colorado, Boulder, CO 80309, USA（应用数学系，科罗拉多大学，伯尔德，科罗拉多州，80309，美国）；Department of EE and GICE, National Taiwan University, Taipei, Taiwan（电子工程系和信息科学与工程系，国立台湾大学，台北，台湾）；Institute of Communications Engineering, National Yang Ming Chiao Tung University, HsinChu, Taiwan（通讯工程研究所，国立阳明交通大学，新竹，台湾）；Bosch Center for AI, USA（博世人工智能中心，美国）
Duke University（杜克大学）；Infinia ML Inc.（Infinia ML公司）
Traditional multi-view learning methods often rely on two assumptions: ($i$) the samples in different views are well-aligned, and ($ii$) their representations in latent space obey the same distribution. Unfortunately, these two assumptions may be questionable in practice, which limits the application of multi-view learning. In this work, we propose a hierarchical optimal transport (HOT) method to mitigate the dependency on these two assumptions. Given unaligned multi-view data, the HOT method penalizes the sliced Wasserstein distance between the distributions of different views. These sliced W…
University of California, Berkeley（加州大学伯克利分校）；Lawrence Berkeley National Laboratory（劳伦斯伯克利国家实验室）
We develop an iterative (greedy) deep learning (DL) algorithm which is able to transform an arbitrary probability distribution function (PDF) into the target PDF. The model is based on iterative Optimal Transport of a series of 1D slices, matching on each slice the marginal PDF to the target. The axes of the orthogonal slices are chosen to maximize the PDF difference using Wasserstein distance at each iteration, which enables the algorithm to scale well to high dimensions. As special cases of this algorithm, we introduce two sliced iterative Normalizing Flow (SINF) models, which map from the d…
École Polytechnique（巴黎综合理工学院）；University of Texas, Austin（德克萨斯大学奥斯汀分校）；Hanoi University of Science and Technology（河内科技大学）
Generalized sliced Wasserstein distance is a variant of sliced Wasserstein distance that exploits the power of non-linear projection through a given defining function to better capture the complex structures of the probability distributions. Similar to sliced Wasserstein distance, generalized sliced Wasserstein is defined as an expectation over random projections which can be approximated by the Monte Carlo method. However, the complexity of that approximation can be expensive in high-dimensional settings. To that end, we propose to form deterministic and fast approximations of the generalized…
HRL Laboratories, LLC（HRL实验室有限责任公司）；University of Virginia（弗吉尼亚大学）
In this paper we study generative modeling via autoencoders while using the elegant geometric properties of the optimal transport (OT) problem and the Wasserstein distances. We introduce Sliced-Wasserstein Autoencoders (SWAE), which are generative models that enable one to shape the distribution of the latent space into any samplable probability distribution without the need for training an adversarial network or defining a closed-form for the distribution. In short, we regularize the autoencoder loss with the sliced-Wasserstein distance between the distribution of the encoded training samples…
Seeking informative projecting directions has been an important task in utilizing sliced Wasserstein distance in applications. However, finding these directions usually requires an iterative optimization procedure over the space of projecting directions, which is computationally expensive. Moreover, the computational issue is even more severe in deep learning applications, where computing the distance between two mini-batch probability measures is repeated several times. This nested loop has been one of the main challenges that prevent the usage of sliced Wasserstein distances based on good pr…
Sliced Wasserstein distances preserve properties of classic Wasserstein distances while being more scalable for computation and estimation in high dimensions. The goal of this work is to quantify this scalability from three key aspects: (i) empirical convergence rates; (ii) robustness to data contamination; and (iii) efficient computational methods. For empirical convergence, we derive fast rates with explicit dependence of constants on dimension, subject to log-concavity of the population distributions. For robustness, we characterize minimax optimal, dimension-free robust estimation risks, a…
Many variants of the Wasserstein distance have been introduced to reduce its original computational burden. In particular the Sliced-Wasserstein distance (SW), which leverages one-dimensional projections for which a closed-form solution of the Wasserstein distance is available, has received a lot of interest. Yet, it is restricted to data living in Euclidean spaces, while the Wasserstein distance has been studied and used recently on manifolds. We focus more specifically on the sphere, for which we define a novel SW discrepancy, which we call spherical Sliced-Wasserstein, making a first step t…
The conventional sliced Wasserstein is defined between two probability measures that have realizations as vectors. When comparing two probability measures over images, practitioners first need to vectorize images and then project them to one-dimensional space by using matrix multiplication between the sample matrix and the projection matrix. After that, the sliced Wasserstein is evaluated by averaging the two corresponding one-dimensional projected probability measures. However, this approach has two limitations. The first limitation is that the spatial structure of images is not captured effi…
University College London（伦敦大学学院）；Facebook AI Research（脸书人工智能研究院）；University of Cambridge（剑桥大学）；University of California, Berkeley（加州大学伯克利分校）；Imperial College London（帝国理工学院）
Multi-marginal optimal transport enables one to compare multiple probability measures, which increasingly finds application in multi-task learning problems. One practical limitation of multi-marginal transport is computational scalability in the number of measures, samples and dimensionality. In this work, we propose a multi-marginal optimal transport paradigm based on random one-dimensional projections, whose (generalized) distance we term the sliced multi-marginal Wasserstein distance. To construct this distance, we introduce a characterization of the one-dimensional multi-marginal Kantorovi…
RIKEN AIP（理化学研究所AIP）；Kyoto University（京都大学）；The Institute of Statistical Mathematics, Japan（日本统计数理研究所）；Google Brain, Paris（谷歌大脑巴黎）；CREST - ENSAE（CREST - 法国国立统计与经济管理学院）
Optimal transport (\OT) theory defines a powerful set of tools to compare probability distributions. \OT~suffers however from a few drawbacks, computational and statistical, which have encouraged the proposal of several regularized variants of OT in the recent literature, one of the most notable being the \textit{sliced} formulation, which exploits the closed-form formula between univariate distributions by projecting high-dimensional measures onto random lines. We consider in this work a more general family of ground metrics, namely \textit{tree metrics}, which also yield fast closed-form com…
Criteo AI Lab（Criteo人工智能实验室）；Université de Rouen Normandie（鲁昂诺曼底大学）
Developing machine learning methods that are privacy preserving is today a central topic of research, with huge practical impacts. Among the numerous ways to address privacy-preserving learning, we here take the perspective of computing the divergences between distributions under the Differential Privacy (DP) framework -- being able to compute divergences between distributions is pivotal for many machine learning problems, such as learning generative models or domain adaptation problems. Instead of resorting to the popular gradient-based sanitization method for DP, we tackle the problem at its…
Variational Inference approximates an unnormalized distribution via the minimization of Kullback-Leibler (KL) divergence. Although this divergence is efficient for computation and has been widely used in applications, it suffers from some unreasonable properties. For example, it is not a proper metric, i.e., it is non-symmetric and does not preserve the triangle inequality. On the other hand, optimal transport distances recently have shown some advantages over KL divergence. With the help of these advantages, we propose a new variational inference method by minimizing sliced Wasserstein distan…
VinAI Research（VinAI研究院）；University of Texas, Austin（德克萨斯大学奥斯汀分校）
Relational regularized autoencoder (RAE) is a framework to learn the distribution of data by minimizing a reconstruction loss together with a relational regularization on the latent space. A recent attempt to reduce the inner discrepancy between the prior and aggregated posterior distributions is to incorporate sliced fused Gromov-Wasserstein (SFG) between these distributions. That approach has a weakness since it treats every slicing direction similarly, meanwhile several directions are not useful for the discriminative task. To improve the discrepancy and consequently the relational regulari…
Recently used in various machine learning contexts, the Gromov-Wasserstein distance (GW) allows for comparing distributions whose supports do not necessarily lie in the same metric space. However, this Optimal Transport (OT) distance requires solving a complex non convex quadratic program which is most of the time very costly both in time and memory. Contrary to GW, the Wasserstein distance (W) enjoys several properties (e.g. duality) that permit large scale optimization. Among those, the solution of W on the real line, that only requires sorting discrete samples in 1D, allows defining the Sli…
VinAI Research（VinAI研究院）；University of Texas, Austin（得克萨斯大学奥斯汀分校）
Sliced-Wasserstein distance (SW) and its variant, Max Sliced-Wasserstein distance (Max-SW), have been used widely in the recent years due to their fast computation and scalability even when the probability measures lie in a very high dimensional space. However, SW requires many unnecessary projection samples to approximate its value while Max-SW only uses the most important projection, which ignores the information of other useful directions. In order to account for these weaknesses, we propose a novel distance, named Distributional Sliced-Wasserstein distance (DSW), that finds an optimal dist…
University of Surrey（萨里大学）；University of Edinburgh（爱丁堡大学）；Huawei Noah’s Ark Lab（华为诺亚方舟实验室）
While theoretically appealing, the application of the Wasserstein distance to large-scale machine learning problems has been hampered by its prohibitive computational cost. The sliced Wasserstein distance and its variants improve the computational efficiency through the random projection, yet they suffer from low accuracy if the number of projections is not sufficiently large, because the majority of projections result in trivially small values. In this work, we propose a new family of distance metrics, called augmented sliced Wasserstein distances (ASWDs), constructed by first mapping samples…
The University of Texas at Austin（德克萨斯大学奥斯汀分校）；University of California, Los Angeles（加利福尼亚大学洛杉矶分校）
Sliced Wasserstein (SW) distance has been widely used in different application scenarios since it can be scaled to a large number of supports without suffering from the curse of dimensionality. The value of sliced Wasserstein distance is the average of transportation cost between one-dimensional representations (projections) of original measures that are obtained by Radon Transform (RT). Despite its efficiency in the number of supports, estimating the sliced Wasserstein requires a relatively large number of projections in high-dimensional settings. Therefore, for applications where the number …
HRL Laboratories, LLC（HRL实验室有限责任公司）；University of Virginia（弗吉尼亚大学）
Gaussian mixture models (GMM) are powerful parametric tools with many applications in machine learning and computer vision. Expectation maximization (EM) is the most popular algorithm for estimating the GMM parameters. However, EM guarantees only convergence to a stationary point of the log-likelihood function, which could be arbitrarily worse than the optimal solution. Inspired by the relationship between the negative log-likelihood function and the Kullback-Leibler (KL) divergence, we propose an alternative formulation for estimating the GMM parameters using the sliced Wasserstein distance, …
Télécom Paris（巴黎电信学院）；Institut Polytechnique de Paris（巴黎理工学院）；ENS Cachan（卡尚高等师范学校）；CNRS（法国国家科学研究中心）；Université Paris-Saclay（巴黎萨克雷大学）；University of Oxford（牛津大学）
Minimum expected distance estimation (MEDE) algorithms have been widely used for probabilistic models with intractable likelihood functions and they have become increasingly popular due to their use in implicit generative modeling (e.g. Wasserstein generative adversarial networks, Wasserstein autoencoders). Emerging from computational optimal transport, the Sliced-Wasserstein (SW) distance has become a popular choice in MEDE thanks to its simplicity and computational benefits. While several studies have reported empirical success on generative modeling with SW, the theoretical properties of su…
LTCI, Télécom Paris, Institut Polytechnique de Paris（巴黎电信学院，巴黎综合理工学院）；ESSEC Business School（ESSEC商学院）
The Sliced-Wasserstein distance (SW) is being increasingly used in machine learning applications as an alternative to the Wasserstein distance and offers significant computational and statistical benefits. Since it is defined as an expectation over random projections, SW is commonly approximated by Monte Carlo. We adopt a new perspective to approximate SW by making use of the concentration of measure phenomenon: under mild assumptions, one-dimensional projections of a high-dimensional random vector are approximately Gaussian. Based on this observation, we develop a simple deterministic approxi…
Center for Applied Mathematics, Cornell University（康奈尔大学应用数学中心）；Department of Mathematics, Imperial College London（伦敦帝国理工学院数学系）；School of Electrical and Computer Engineering, Cornell University（康奈尔大学电气与计算机工程学院）
University of Toulouse（图卢兹大学）；Institut Universitaire de France（法国大学研究院）；Univ. Lille（里尔大学）；CNRS（法国国家科学研究中心）；Centrale Lille（里尔中央理工学院）
Despite their advantages, normalizing flows generally suffer from several shortcomings including their tendency to generate unrealistic data (e.g., images) and their failing to detect out-of-distribution data. One reason for these deficiencies lies in the training strategy which traditionally exploits a maximum likelihood principle only. This paper proposes a new training paradigm based on a hybrid objective function combining the maximum likelihood principle (MLE) and a sliced-Wasserstein distance. Results obtained on synthetic toy examples and real image data sets show better generative abil…
Minimizing functionals in the space of probability distributions can be done with Wasserstein gradient flows. To solve them numerically, a possible approach is to rely on the Jordan-Kinderlehrer-Otto (JKO) scheme which is analogous to the proximal scheme in Euclidean spaces. However, it requires solving a nested optimization problem at each iteration, and is known for its computational challenges, especially in high dimension. To alleviate it, very recent works propose to approximate the JKO scheme leveraging Brenier's theorem, and using gradients of Input Convex Neural Networks to parameteriz…
Towards Understanding Gradient Dynamics of the Sliced-Wasserstein Distance via Critical Point Analysis
Laboratoire de Mathématiques d'Orsay, Université Paris-Saclay, Gif-sur-Yvette, France（巴黎-萨克雷大学奥赛数学实验室）；Centre de recherche en économie et statistique, ENSAE, Palaiseau, France（经济与统计研究中心）
University College London（伦敦大学学院）；Italian Institute of Technology（意大利理工学院）
The problem of learning functions over spaces of probabilities - or distribution regression - is gaining significant interest in the machine learning community. A key challenge behind this problem is to identify a suitable representation capturing all relevant properties of the underlying functional mapping. A principled approach to distribution regression is provided by kernel mean embeddings, which lifts kernel-induced similarity on the input domain at the probability level. This strategy effectively tackles the two-stage sampling nature of the problem, enabling one to derive estimators with…
Kyoto University（京都大学）；RIKEN AIP（理化学研究所先进智能项目中心）；Facebook AI Research（脸书人工智能研究院）；SliceX AI（SliceX人工智能）
The Wasserstein barycenter has been widely studied in various fields, including natural language processing, and computer vision. However, it requires a high computational cost to solve the Wasserstein barycenter problem because the computation of the Wasserstein distance requires a quadratic time with respect to the number of supports. By contrast, the Wasserstein distance on a tree, called the tree-Wasserstein distance, can be computed in linear time and allows for the fast comparison of a large number of distributions. In this study, we propose a barycenter under the tree-Wasserstein distan…
University of Cambridge（剑桥大学）；Columbia University（哥伦比亚大学）；Google Brain（谷歌大脑）；Google Research（谷歌研究院）；The Alan Turing Institute（艾伦·图灵研究所）
Wasserstein distances are increasingly used in a wide variety of applications in machine learning. Sliced Wasserstein distances form an important subclass which may be estimated efficiently through one-dimensional sorting operations. In this paper, we propose a new variant of sliced Wasserstein distance, study the use of orthogonal coupling in Monte Carlo estimation of Wasserstein distances and draw connections with stratified sampling, and evaluate our approaches experimentally in a range of large-scale experiments in generative modelling and reinforcement learning.
Gatsby Computational Neuroscience Unit, University College London（伦敦大学学院盖茨比计算神经科学单元）；Department of Mathematics and Center for Scientific Computation and Mathematical Modeling, University of Maryland College Park（马里兰大学帕克分校数学系与科学计算与数学建模中心）
While variational autoencoders have been successful in several tasks, the use of conventional priors are limited in their ability to encode the underlying structure of input data. We introduce an Encoded Prior Sliced Wasserstein AutoEncoder wherein an additional prior-encoder network learns an embedding of the data manifold which preserves topological and geometric properties of the data, thus improving the structure of latent space. The autoencoder and prior-encoder networks are iteratively trained using the Sliced Wasserstein distance. The effectiveness of the learned manifold encoding is ex…
Min Generalized Sliced Gromov Wasserstein: A Scalable Path to Gromov Wasserstein
Department of Computer Science, College of Connected Computing, Vanderbilt University（计算机科学系，连接计算学院，范德比尔特大学）；Department of Electrical and Computer Engineering, Vanderbilt University（电气与计算机工程系，范德比尔特大学）
An increasing number of machine learning tasks deal with learning representations from set-structured data. Solutions to these problems involve the composition of permutation-equivariant modules (e.g., self-attention, or individual processing via feed-forward neural networks) and permutation-invariant modules (e.g., global average pooling, or pooling by multi-head attention). In this paper, we propose a geometrically-interpretable framework for learning representations from set-structured data, which is rooted in the optimal mass transportation problem. In particular, we treat elements of a se…
