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1. Hierarchical Optimal Transport for Multimodal Distribution Alignment

   Lee, John ; Dabagia, Max ; Dyer, Eva L. ; Rozell, Chris ( January 2019 , Advances in neural information processing systems)

   null (Ed.)

   In many machine learning applications, it is necessary to meaningfully aggregate, through alignment, different but related datasets. Optimal transport (OT)-based approaches pose alignment as a divergence minimization problem: the aim is to transform a source dataset to match a target dataset using the Wasserstein distance as a divergence measure. We introduce a hierarchical formulation of OT which leverages clustered structure in data to improve alignment in noisy, ambiguous, or multimodal settings. To solve this numerically, we propose a distributed ADMM algorithm that also exploits the Sinkhorn distance, thus it has an efficient computational complexity that scales quadratically with the size of the largest cluster. When the transformation between two datasets is unitary, we provide performance guarantees that describe when and how well aligned cluster correspondences can be recovered with our formulation, as well as provide worst-case dataset geometry for such a strategy. We apply this method to synthetic datasets that model data as mixtures of low-rank Gaussians and study the impact that different geometric properties of the data have on alignment. Next, we applied our approach to a neural decoding application where the goal is to predict movement directions and instantaneous velocities from populations of neurons in the macaque primary motor cortex. Our results demonstrate that when clustered structure exists in datasets, and is consistent across trials or time points, a hierarchical alignment strategy that leverages such structure can provide significant improvements in cross-domain alignment. 

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2. Exponential Convergence of Sinkhorn Under Regularization Scheduling

   Jingbang Chen, Li Chen ( January 2023 , SIAM Conference on Applied and Computational Discrete Algorithms (ACDA23))

   Jonathan Berry, David Shmoys (Ed.)

   n 2013, Cuturi [9] introduced the SINKHORN algorithm for matrix scaling as a method to compute solutions to regularized optimal transport problems. In this paper, aiming at a better convergence rate for a high accuracy solution, we work on understanding the SINKHORN algorithm under regularization scheduling, and thus modify it with a mechanism that adaptively doubles the regularization parameter η periodically. We prove that such modified version of SINKHORN has an exponential convergence rate as iteration complexity depending on log(l/ɛ) instead of ɛ-o(1) from previous analyses [1, 9] in the optimal transport problems with integral supply and demand. Furthermore, with cost and capacity scaling procedures, the general optimal transport problem can be solved with a logarithmic dependence on 1/ɛ as well. 

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3. PARROT: Position-Aware Regularized Optimal Transport for Network Alignment

   https://doi.org/10.1145/3543507.3583357  

   Zeng, Zhichen ; Zhang, Si ; Xia, Yinglong ; Tong, Hanghang ( April 2023 , WWW '23: Proceedings of the ACM Web Conference 2023)

   Network alignment is a critical steppingstone behind a variety of multi-network mining tasks. Most of the existing methods essentially optimize a Frobenius-like distance or ranking-based loss, ignoring the underlying geometry of graph data. Optimal transport (OT), together with Wasserstein distance, has emerged to be a powerful approach accounting for the underlying geometry explicitly. Promising as it might be, the state-of-the-art OT-based alignment methods suffer from two fundamental limitations, including (1) effectiveness due to the insufficient use of topology and consistency information and (2) scalability due to the non-convex formulation and repeated computationally costly loss calculation. In this paper, we propose a position-aware regularized optimal transport framework for network alignment named PARROT. To tackle the effectiveness issue, the proposed PARROT captures topology information by random walk with restart, with three carefully designed consistency regularization terms. To tackle the scalability issue, the regularized OT problem is decomposed into a series of convex subproblems and can be efficiently solved by the proposed constrained proximal point method with guaranteed convergence. Extensive experiments show that our algorithm achieves significant improvements in both effectiveness and scalability, outperforming the state-of-the-art network alignment methods and speeding up existing OT-based methods by up to 100 times. 

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4. Computing the Gromov-Wasserstein Distance between Two Surface Meshes Using Optimal Transport

   https://doi.org/10.3390/a16030131  

   Koehl, Patrice ; Delarue, Marc ; Orland, Henri ( March 2023 , Algorithms)

   The Gromov-Wasserstein (GW) formalism can be seen as a generalization of the optimal transport (OT) formalism for comparing two distributions associated with different metric spaces. It is a quadratic optimization problem and solving it usually has computational costs that can rise sharply if the problem size exceeds a few hundred points. Recently fast techniques based on entropy regularization have being developed to solve an approximation of the GW problem quickly. There are issues, however, with the numerical convergence of those regularized approximations to the true GW solution. To circumvent those issues, we introduce a novel strategy to solve the discrete GW problem using methods taken from statistical physics. We build a temperature-dependent free energy function that reflects the GW problem’s constraints. To account for possible differences of scales between the two metric spaces, we introduce a scaling factor s in the definition of the energy. From the extremum of the free energy, we derive a mapping between the two probability measures that are being compared, as well as a distance between those measures. This distance is equal to the GW distance when the temperature goes to zero. The optimal scaling factor itself is obtained by minimizing the free energy with respect to s. We illustrate our approach on the problem of comparing shapes defined by unstructured triangulations of their surfaces. We use several synthetic and “real life” datasets. We demonstrate the accuracy and automaticity of our approach in non-rigid registration of shapes. We provide numerical evidence that there is a strong correlation between the GW distances computed from low-resolution, surface-based representations of proteins and the analogous distances computed from atomistic models of the same proteins. 

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5. Sparse regularization with the ℓ0 norm

   https://doi.org/10.1142/S0219530522500105  

   Xu, Yuesheng ( July 2023 , Analysis and Applications)

   We consider a minimization problem whose objective function is the sum of a fidelity term, not necessarily convex, and a regularization term defined by a positive regularization parameter [Formula: see text] multiple of the [Formula: see text] norm composed with a linear transform. This problem has wide applications in compressed sensing, sparse machine learning and image reconstruction. The goal of this paper is to understand what choices of the regularization parameter can dictate the level of sparsity under the transform for a global minimizer of the resulting regularized objective function. This is a critical issue but it has been left unaddressed. We address it from a geometric viewpoint with which the sparsity partition of the image space of the transform is introduced. Choices of the regularization parameter are specified to ensure that a global minimizer of the corresponding regularized objective function achieves a prescribed level of sparsity under the transform. Results are obtained for the spacial sparsity case in which the transform is the identity map, a case that covers several applications of practical importance, including machine learning, image/signal processing and medical image reconstruction. 

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