A Family of Pairwise Multi-Marginal Optimal Transports that Define a Generalized Metric

التفاصيل البيبلوغرافية
العنوان: A Family of Pairwise Multi-Marginal Optimal Transports that Define a Generalized Metric
المؤلفون: Mi, Liang, Sheikholeslami, Azadeh, Bento, José
سنة النشر: 2020
المجموعة: Computer Science
Mathematics
Statistics
مصطلحات موضوعية: Computer Science - Machine Learning, Computer Science - Discrete Mathematics, Mathematics - Functional Analysis, Statistics - Machine Learning
الوصف: The Optimal transport (OT) problem is rapidly finding its way into machine learning. Favoring its use are its metric properties. Many problems admit solutions with guarantees only for objects embedded in metric spaces, and the use of non-metrics can complicate solving them. Multi-marginal OT (MMOT) generalizes OT to simultaneously transporting multiple distributions. It captures important relations that are missed if the transport only involves two distributions. Research on MMOT, however, has been focused on its existence, uniqueness, practical algorithms, and the choice of cost functions. There is a lack of discussion on the metric properties of MMOT, which limits its theoretical and practical use. Here, we prove new generalized metric properties for a family of pairwise MMOTs. We first explain the difficulty of proving this via two negative results. Afterward, we prove the MMOTs' metric properties. Finally, we show that the generalized triangle inequality of this family of MMOTs cannot be improved. We illustrate the superiority of our MMOTs over other generalized metrics, and over non-metrics in both synthetic and real tasks.
Comment: Machine Learning (2022)
نوع الوثيقة: Working Paper
DOI: 10.1007/s10994-022-06280-y
URL الوصول: http://arxiv.org/abs/2001.11114
رقم الأكسشن: edsarx.2001.11114
قاعدة البيانات: arXiv
الوصف
DOI:10.1007/s10994-022-06280-y