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Wasserstein Barycenter is a principled approach to represent the weighted mean of a given set of probability distributions, utilizing the geometry induced by optimal transport. In this work, we present a novel scalable algorithm to approximate the Wasserstein Barycenters aiming at highdimensional applications in machine learning. Our proposed algorithm is based on the Kantorovich dual formulation of the Wasserstein-2 distance as well as a recent neural network architecture, input convex neural network, that is known to parametrize convex functions. The distinguishing features of our method are: i) it only requires samples from the marginal distributions; ii) unlike the existing approaches, it represents the Barycenter with a generative model and can thus generate infinite samples from the barycenter without querying the marginal distributions; iii) it works similar to Generative Adversarial Model in one marginal case. We demonstrate the efficacy of our algorithm by comparing it with the state-of-art methods in multiple experiments.
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Continuous Wasserstein-2 Barycenter Estimation without Minimax Optimization
Wasserstein barycenters provide a geometric notion of the weighted average of probability measures based on optimal transport. In this paper, we present a scalable algorithm to compute Wasserstein-2 barycenters given sample access to the input measures, which are not restricted to being discrete. While past approaches rely on entropic or quadratic regularization, we employ input convex neural networks and cycle-consistency regularization to avoid introducing bias. As a result, our approach does not resort to minimax optimization. We provide theoretical analysis on error bounds as well as empirical evidence of the effectiveness of the proposed approach in low-dimensional qualitative scenarios and high-dimensional quantitative experiments.
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- Award ID(s):
- 1838071
- PAR ID:
- 10310385
- Date Published:
- Journal Name:
- International Conference on Learning Representations
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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Accepted Manuscript1.0
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