Optimal transport (OT) is a versatile framework for comparing probability measures, with many applications to statistics, machine learning and applied mathematics. However, OT distances suffer from computational and statistical scalability issues to high dimensions, which motivated the study of regularized OT methods like slicing, smoothing and entropic penalty. This work establishes a unified framework for deriving limit distributions of empirical regularized OT distances, semiparametric efficiency of the plug-in empirical estimator and bootstrap consistency. We apply the unified framework to provide a comprehensive statistical treatment of (i) average- and max-sliced $p$-Wasserstein distances, for which several gaps in existing literature are closed; (ii) smooth distances with compactly supported kernels, the analysis of which is motivated by computational considerations; and (iii) entropic OT, for which our method generalizes existing limit distribution results and establishes, for the first time, efficiency and bootstrap consistency. While our focus is on these three regularized OT distances as applications, the flexibility of the proposed framework renders it applicable to broad classes of functionals beyond these examples.
This content will become publicly available on April 30, 2024
PARROT: Position-Aware Regularized Optimal Transport for Network Alignment
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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- NSF-PAR ID:
- 10428938
- Date Published:
- Journal Name:
- WWW '23: Proceedings of the ACM Web Conference 2023
- Page Range / eLocation ID:
- 372 to 382
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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