论文标题
固定支持Wasserstein Barycenters:计算硬度和快速算法
Fixed-Support Wasserstein Barycenters: Computational Hardness and Fast Algorithm
论文作者
论文摘要
我们研究了固定支持的Wasserstein Barycenter问题(FS-WBP),该问题包括计算$ M $ M $离散概率指标的Wasserstein Barycenter在大小$ n $的有限度量空间上支持的。我们首先表明,当$ m \ geq 3 $和$ n \ geq 3 $时,FS-WBP的标准线性编程(LP)表示产生的约束矩阵是\ textit {不是完全单模型}。该结果解决了与FS-WBP与最低成本流量(MCF)问题之间关系的一个开放问题,因为它证明,当$ M \ geq 3 $和$ n \ geq 3 $ 3 $时,标准LP表格中的FS-WBP不是MCF问题。我们还开发了一种著名迭代的Bregman投影(IBP)算法的快速\ textit {确定性}变体,名为\ textsc {fastibp},具有$ \ tilde {o}的复杂性{o}(mn^} {7/3} \ varepsilon^whe where who who who who who who who who who who 1)$是所需的公差。这种复杂性比$ \ varepsilon $的$ \ tilde { - 2})限制的最著名的复杂性(mn^2 \ varepsilon^{ - 2})$ to $ \ varepsilon $,以及$ \ varepsilon $,$ \ varepsilon $,以及$ \ tilde {o}(o}(mn^o}(mn^ocks))最小化算法或以$ n $为单位的原始双偶发性自适应梯度算法。最后,我们使用合成数据和真实图像进行了广泛的实验,并在实践中证明了\ textsc {fastibp}算法的有利性能。
We study the fixed-support Wasserstein barycenter problem (FS-WBP), which consists in computing the Wasserstein barycenter of $m$ discrete probability measures supported on a finite metric space of size $n$. We show first that the constraint matrix arising from the standard linear programming (LP) representation of the FS-WBP is \textit{not totally unimodular} when $m \geq 3$ and $n \geq 3$. This result resolves an open question pertaining to the relationship between the FS-WBP and the minimum-cost flow (MCF) problem since it proves that the FS-WBP in the standard LP form is not an MCF problem when $m \geq 3$ and $n \geq 3$. We also develop a provably fast \textit{deterministic} variant of the celebrated iterative Bregman projection (IBP) algorithm, named \textsc{FastIBP}, with a complexity bound of $\tilde{O}(mn^{7/3}\varepsilon^{-4/3})$, where $\varepsilon \in (0, 1)$ is the desired tolerance. This complexity bound is better than the best known complexity bound of $\tilde{O}(mn^2\varepsilon^{-2})$ for the IBP algorithm in terms of $\varepsilon$, and that of $\tilde{O}(mn^{5/2}\varepsilon^{-1})$ from accelerated alternating minimization algorithm or accelerated primal-dual adaptive gradient algorithm in terms of $n$. Finally, we conduct extensive experiments with both synthetic data and real images and demonstrate the favorable performance of the \textsc{FastIBP} algorithm in practice.