Supervised graph prediction addresses regression problems where the outputs are structured graphs. Although several approaches exist for graph-valued prediction, principled uncertainty quantification remains limited. We propose a conformal prediction framework for graph-valued outputs, providing distribution-free coverage guarantees in structured output spaces. Our method defines nonconformity via the Z-Gromov-Wasserstein distance, instantiated in practice through Fused Gromov-Wasserstein (FGW), enabling permutation invariant comparison between predicted and candidate graphs. To obtain adaptive prediction sets, we introduce Score Conformalized Quantile Regression (SCQR), an extension of Conformalized Quantile Regression (CQR) to handle complex output spaces such as graph-valued outputs. We evaluate the proposed approach on a synthetic task and a real problem of molecule identification.
Covariance alignment: from maximum likelihood estimation to Gromov-Wasserstein
Center for Data Science, New York University(纽约大学数据科学中心);Institute for Data, Systems, and Society, Massachusetts Institute of Technology(麻省理工学院数据、系统与社会研究所);Department of Mathematics, Massachusetts Institute of Technology(麻省理工学院数学系)
Duke University(杜克大学);Infinia ML, Inc.(Infinia ML公司)
We propose a novel fused Gromov-Wasserstein alignment method to jointly learn the Hawkes processes in different event spaces, and align their event types. Given two Hawkes processes, we use fused Gromov-Wasserstein discrepancy to measure their dissimilarity, which considers both the Wasserstein discrepancy based on their base intensities and the Gromov-Wasserstein discrepancy based on their infectivity matrices. Accordingly, the learned optimal transport reflects the correspondence between the event types of these two Hawkes processes. The Hawkes processes and their optimal transport are learn…
Optimal transport theory has recently found many applications in machine learning thanks to its capacity for comparing various machine learning objects considered as distributions. The Kantorovitch formulation, leading to the Wasserstein distance, focuses on the features of the elements of the objects but treat them independently, whereas the Gromov-Wasserstein distance focuses only on the relations between the elements, depicting the structure of the object, yet discarding its features. In this paper we propose to extend these distances in order to encode simultaneously both the feature and s…
Comparing structured data from possibly different metric-measure spaces is a fundamental task in machine learning, with applications in, e.g., graph classification. The Gromov-Wasserstein (GW) discrepancy formulates a coupling between the structured data based on optimal transportation, tackling the incomparability between different structures by aligning the intra-relational geometries. Although efficient \emph{local} solvers such as conditional gradient and Sinkhorn are available, the inherent non-convexity still prevents a tractable evaluation, and the existing lower bounds are not tight en…
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…
We propose a new nonlinear factorization model for graphs that are with topological structures, and optionally, node attributes. This model is based on a pseudometric called Gromov-Wasserstein (GW) discrepancy, which compares graphs in a relational way. It estimates observed graphs as GW barycenters constructed by a set of atoms with different weights. By minimizing the GW discrepancy between each observed graph and its GW barycenter-based estimation, we learn the atoms and their weights associated with the observed graphs. The model achieves a novel and flexible factorization mechanism under …
We propose a novel and principled method to learn a nonparametric graph model called graphon, which is defined in an infinite-dimensional space and represents arbitrary-size graphs. Based on the weak regularity lemma from the theory of graphons, we leverage a step function to approximate a graphon. We show that the cut distance of graphons can be relaxed to the Gromov-Wasserstein distance of their step functions. Accordingly, given a set of graphs generated by an underlying graphon, we learn the corresponding step function as the Gromov-Wasserstein barycenter of the given graphs. Furthermore, …
A dimensionality reduction technique based on the Gromov-Wasserstein distance
Instituto Federal de Educação, Ciência e Tecnologia do Ceará(塞阿拉联邦教育、科学与技术研究所);Federal University of Ceara(塞阿拉联邦大学);Université Paris-Saclay, CEA, List(巴黎-萨克雷大学,CEA,List)
Infinia ML, Inc.(Infinia ML公司);Duke University(杜克大学);Georgia Institute of Technology(佐治亚理工学院)
A novel Gromov-Wasserstein learning framework is proposed to jointly match (align) graphs and learn embedding vectors for the associated graph nodes. Using Gromov-Wasserstein discrepancy, we measure the dissimilarity between two graphs and find their correspondence, according to the learned optimal transport. The node embeddings associated with the two graphs are learned under the guidance of the optimal transport, the distance of which not only reflects the topological structure of each graph but also yields the correspondence across the graphs. These two learning steps are mutually-beneficia…
Infinia ML Inc.(Infinia ML公司);Duke University(杜克大学)
We propose a scalable Gromov-Wasserstein learning (S-GWL) method and establish a novel and theoretically-supported paradigm for large-scale graph analysis. The proposed method is based on the fact that Gromov-Wasserstein discrepancy is a pseudometric on graphs. Given two graphs, the optimal transport associated with their Gromov-Wasserstein discrepancy provides the correspondence between their nodes and achieves graph matching. When one of the graphs has isolated but self-connected nodes ($i.e.$, a disconnected graph), the optimal transport indicates the clustering structure of the other graph…
Télécom Paris(巴黎电信学院);Institut Polytechnique de Paris(巴黎理工学院);Ecole Polytechnique(巴黎综合理工学院);Université de Toulouse(图卢兹大学);INRAE(法国国家农业食品与环境研究院);Aalto University(阿尔托大学)
This paper introduces a novel and generic framework to solve the flagship task of supervised labeled graph prediction by leveraging Optimal Transport tools. We formulate the problem as regression with the Fused Gromov-Wasserstein (FGW) loss and propose a predictive model relying on a FGW barycenter whose weights depend on inputs. First we introduce a non-parametric estimator based on kernel ridge regression for which theoretical results such as consistency and excess risk bound are proved. Next we propose an interpretable parametric model where the barycenter weights are modeled with a neural …
In the context of optimal transport methods, the subspace detour approach was recently presented by Muzellec and Cuturi (2019). It consists in building a nearly optimal transport plan in the measures space from an optimal transport plan in a wisely chosen subspace, onto which the original measures are projected. The contribution of this paper is to extend this category of methods to the Gromov-Wasserstein problem, which is a particular type of transport distance involving the inner geometry of the compared distributions. After deriving the associated formalism and properties, we also discuss a…
Distributional Reduction: Unifying Dimensionality Reduction and Clustering with Gromov-Wasserstein
ENS de Lyon, CNRS, UMPA UMR 5669(里昂大学、国家科学研究中心、UMPA UMR 5669);EPFL, LTS4(苏黎世联邦理工学院、LTS4);Université Bretagne Sud, IRISA UMR 6074(布列塔尼南部大学、IRISA UMR 6074);École polytechnique, Institut Polytechnique de Paris, CMAP UMR 7641(巴黎高等学院、巴黎理工学院、CMAP UMR 7641);Inria, ENS de Lyon, CNRS, Université Claude Bernard Lyon 1, LIP UMR 5668(法国国家科学研究中心、里昂大学、 Claude Bernard Lyon 1 大学、LIP UMR 5668)
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)
Gromov-Wasserstein-like Distances in the Gaussian Mixture Models Space
ENS Paris-Saclay(巴黎萨克雷高等师范学校);CNRS(法国国家科学研究中心);Centre Borelli(博雷利中心);Université de Paris(巴黎大学);MAP5(数学及其应用实验室);Institut Universitaire de France(法国大学研究院)
Structure-Preserving Multi-View Embedding Using Gromov-Wasserstein Optimal Transport
Instituto Federal de Educação, Ciência e Tecnologia do Ceará(塞阿拉联邦教育、科学与技术学院);Sigma Nova;Department of Teleinformatics Engineering, Federal University of Ceará(塞阿拉联邦大学远程信息工程系)
The ability to align points across two related yet incomparable point clouds (e.g. living in different spaces) plays an important role in machine learning. The Gromov-Wasserstein (GW) framework provides an increasingly popular answer to such problems, by seeking a low-distortion, geometry-preserving assignment between these points. As a non-convex, quadratic generalization of optimal transport (OT), GW is NP-hard. While practitioners often resort to solving GW approximately as a nested sequence of entropy-regularized OT problems, the cubic complexity (in the number $n$ of samples) of that appr…
We study the entropic Gromov-Wasserstein and its unbalanced version between (unbalanced) Gaussian distributions with different dimensions. When the metric is the inner product, which we refer to as inner product Gromov-Wasserstein (IGW), we demonstrate that the optimal transportation plans of entropic IGW and its unbalanced variant are (unbalanced) Gaussian distributions. Via an application of von Neumann's trace inequality, we obtain closed-form expressions for the entropic IGW between these Gaussian distributions. Finally, we consider an entropic inner product Gromov-Wasserstein barycenter o…
Stanford University(斯坦福大学);Florida State University(佛罗里达州立大学)
We establish a bridge between spectral clustering and Gromov-Wasserstein Learning (GWL), a recent optimal transport-based approach to graph partitioning. This connection both explains and improves upon the state-of-the-art performance of GWL. The Gromov-Wasserstein framework provides probabilistic correspondences between nodes of source and target graphs via a quadratic programming relaxation of the node matching problem. Our results utilize and connect the observations that the GW geometric structure remains valid for any rank-2 tensor, in particular the adjacency, distance, and various kerne…
Renmin University of China(中国人民大学);Beijing Institute of Technology(北京理工大学)
As a valid metric of metric-measure spaces, Gromov-Wasserstein (GW) distance has shown the potential for matching problems of structured data like point clouds and graphs. However, its application in practice is limited due to the high computational complexity. To overcome this challenge, we propose a novel importance sparsification method, called \textsc{Spar-GW}, to approximate GW distance efficiently. In particular, instead of considering a dense coupling matrix, our method leverages a simple but effective sampling strategy to construct a sparse coupling matrix and update it with few comput…
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-Was…
Vironova AB(Vironova公司);KTH Royal Institute of Technology(瑞典皇家理工学院)
In this paper we propose an adaptive approach for clustering and visualization of data by an orthogonalization process. Starting with the data points being represented by a Markov process using the diffusion map framework, the method adaptively increase the orthogonality of the clusters by applying a feedback mechanism inspired by the Gromov-Wasserstein distance. This mechanism iteratively increases the spectral gap and refines the orthogonality of the data to achieve a clustering with high specificity. By using the diffusion map framework and representing the relation between data points usin…
We consider a point cloud $X_n := \{ x_1, \dots, x_n \}$ uniformly distributed on the flat torus $\mathbb{T}^d : = \mathbb{R}^d / \mathbb{Z}^d $, and construct a geometric graph on the cloud by connecting points that are within distance $\varepsilon$ of each other. We let $\mathcal{P}(X_n)$ be the space of probability measures on $X_n$ and endow it with a discrete Wasserstein distance $W_n$ as introduced independently by Chow et al, Maas, and Mielke for general finite Markov chains. We show that as long as $\varepsilon= \varepsilon_n$ decays towards zero slower than an explicit rate depending …
Comparing metric measure spaces (i.e. a metric space endowed with aprobability distribution) is at the heart of many machine learning problems. The most popular distance between such metric measure spaces is theGromov-Wasserstein (GW) distance, which is the solution of a quadratic assignment problem. The GW distance is however limited to the comparison of metric measure spaces endowed with a probability distribution. To alleviate this issue, we introduce two Unbalanced Gromov-Wasserstein formulations: a distance and a more tractable upper-bounding relaxation.They both allow the comparison of m…
$k$-Nearest Neighbors in Gromov--Wasserstein Space
University of North Carolina at Chapel Hill, Department of Mathematics(北卡罗来纳大学教堂山分校数学系);University of North Carolina at Chapel Hill, Department of Statistics and Operations Research(北卡罗来纳大学教堂山分校统计与运筹学系)
Optimal transport tools (OTT-JAX) is a Python toolbox that can solve optimal transport problems between point clouds and histograms. The toolbox builds on various JAX features, such as automatic and custom reverse mode differentiation, vectorization, just-in-time compilation and accelerators support. The toolbox covers elementary computations, such as the resolution of the regularized OT problem, and more advanced extensions, such as barycenters, Gromov-Wasserstein, low-rank solvers, estimation of convex maps, differentiable generalizations of quantiles and ranks, and approximate OT between Ga…
A Gromov--Wasserstein Geometric View of Spectrum-Preserving Graph Coarsening
Hong Kong Baptist University(香港浸会大学);University of Illinois Urbana-Champaign(伊利诺伊大学厄巴纳-香槟分校);MIT-IBM Watson AI Lab(麻省理工学院-IBM沃森人工智能实验室);IBM Research(IBM研究院)
This work considers the problem of computing distances between structured objects such as undirected graphs, seen as probability distributions in a specific metric space. We consider a new transportation distance (i.e. that minimizes a total cost of transporting probability masses) that unveils the geometric nature of the structured objects space. Unlike Wasserstein or Gromov-Wasserstein metrics that focus solely and respectively on features (by considering a metric in the feature space) or structure (by seeing structure as a metric space), our new distance exploits jointly both information, a…