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arXiv 2409.02416cs.LGstat.ML
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相对平移不变Wasserstein距离

Relative Translation Invariant Wasserstein Distance

Department of Computer Science(计算机科学系);George Washington University(乔治华盛顿大学);University of California, Los Angeles(加州大学洛杉矶分校);Department of Electrical and Computer Engineering(电气与计算机工程系);Princeton University(普林斯顿大学)

Binshuai Wang, Qiwei Di, Ming Yin, Mengdi Wang, Quanquan Gu, Peng Wei

AI总结:

受Bures距离启发,提出相对平移不变Wasserstein距离RW_p,证明其度量性质,并设计双层算法计算离散分布间的RW_p距离,当p=2时提出RW_2-LP和RW_2-Sinkhorn算法以提高数值稳定性,实验验证了算法在减少数值误差和实际雷暴模式检索中的有效性。

摘要:

受Bures距离启发,我们引入了一类新的距离族——\\emph{相对平移不变Wasserstein距离},记为$RW_p$,作为经典Wasserstein距离$W_p$($p \\\in [1, +\\\infty)$)的推广。我们证明了$RW_p$定义了一个有效的度量,并表明这类度量比经典Wasserstein距离更具内在性。设计了一种双层算法来计算任意离散分布之间的一般$RW_p$距离。此外,当$p=2$时,我们证明在离散设定下最优耦合矩阵在分布平移下不变,并进一步提出了两种算法,即$\\\mathrm{RW}_2$-LP算法和$\\\mathrm{RW}_2$-Sinkhorn算法,以提高计算$W_2$距离和最优耦合矩阵解的数值稳定性。最后,我们进行了三个实验来验证我们的理论结果和算法。前两个实验报告了$\\\mathrm{RW}_2$-LP算法和$\\\mathrm{RW}_2$-Sinkhorn算法(无论是否归一化)相比标准算法能显著减少数值误差。第三个实验表明$RW_p$算法在计算上具有可扩展性,并适用于实际应用中相似雷暴模式的检索。

英文摘要:

Motivated by the Bures distance, we introduce a new family of distances, \emph{relative translation invariant Wasserstein distances}, denoted by $RW_p$, as an extension of the classical Wasserstein distances $W_p$ for $p \in [1, +\infty)$. We establish that $RW_p$ defines a valid metric and demonstrate that this type of metric is more intrinsic than the classical Wasserstein distance. A bi-level algorithm is designed to compute the general $RW_p$ distance between arbitrary discrete distributions. Moreover, when $p = 2$, we show that the optimal coupling matrix is invariant under distributional translation in the discrete setting, and we further propose two algorithms, the $\mathrm{RW}_2$-LP algorithm and the $\mathrm{RW}_2$-Sinkhorn algorithm, to improve the numerical stability of computing $W_2$ distance and the optimal coupling matrix solutions. Finally, we conduct three experiments to validate our theoretical results and algorithms. The first two experiments report that the $\mathrm{RW}_2$-LP algorithm and the $\mathrm{RW}_2$-Sinkhorn algorithm, both with and without normalization, can significantly reduce the numerical errors compared to standard algorithms. The third experiment shows that $RW_p$ algorithms are computationally scalable and applicable to the retrieval of similar thunderstorm patterns in practical applications.

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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