Safe Screening for Unbalanced Optimal Transport

التفاصيل البيبلوغرافية
العنوان: Safe Screening for Unbalanced Optimal Transport
المؤلفون: Su, Xun, Fang, Zhongxi, Kasai, Hiroyuki
سنة النشر: 2023
المجموعة: Computer Science
Mathematics
مصطلحات موضوعية: Mathematics - Optimization and Control, Computer Science - Machine Learning
الوصف: This paper introduces a framework that utilizes the Safe Screening technique to accelerate the optimization process of the Unbalanced Optimal Transport (UOT) problem by proactively identifying and eliminating zero elements in the sparse solutions. We demonstrate the feasibility of applying Safe Screening to the UOT problem with $\ell_2$-penalty and KL-penalty by conducting an analysis of the solution's bounds and considering the local strong convexity of the dual problem. Considering the specific structural characteristics of the UOT in comparison to general Lasso problems on the index matrix, we specifically propose a novel approximate projection, an elliptical safe region construction, and a two-hyperplane relaxation method. These enhancements significantly improve the screening efficiency for the UOT's without altering the algorithm's complexity.
نوع الوثيقة: Working Paper
URL الوصول: http://arxiv.org/abs/2307.00247
رقم الأكسشن: edsarx.2307.00247
قاعدة البيانات: arXiv