惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

博客园 - 【当耐特】
云风的 BLOG
云风的 BLOG
罗磊的独立博客
C
Check Point Blog
奇客Solidot–传递最新科技情报
奇客Solidot–传递最新科技情报
Blog — PlanetScale
Blog — PlanetScale
freeCodeCamp Programming Tutorials: Python, JavaScript, Git & More
月光博客
月光博客
大猫的无限游戏
大猫的无限游戏
Google DeepMind News
Google DeepMind News
Engineering at Meta
Engineering at Meta
N
Netflix TechBlog - Medium
宝玉的分享
宝玉的分享
Recent Announcements
Recent Announcements
酷 壳 – CoolShell
酷 壳 – CoolShell
博客园_首页
J
Java Code Geeks
Apple Machine Learning Research
Apple Machine Learning Research
人人都是产品经理
人人都是产品经理
爱范儿
爱范儿
I
InfoQ
Hugging Face - Blog
Hugging Face - Blog
T
Tailwind CSS Blog
B
Blog RSS Feed

stat.ML updates on arXiv.org

Adaptive multi-fidelity optimization with fast learning rates Enhancing AI and Dynamical Subseasonal Forecasts with Probabilistic Bias Correction Sample Complexity Bounds for Stochastic Shortest Path with a Generative Model The Harder Path: Last Iterate Convergence for Uncoupled Learning in Zero-Sum Games with Bandit Feedback Stylistic-STORM (ST-STORM) : Perceiving the Semantic Nature of Appearance Collective Kernel EFT for Pre-activation ResNets PRIM-cipal components analysis One-Shot Generative Flows: Existence and Obstructions Structural interpretability in SVMs with truncated orthogonal polynomial kernels Amortized Optimal Transport from Sliced Potentials MinShap: A Modified Shapley Value Approach for Feature Selection Unsupervised feature selection using Bayesian Tucker decomposition Multi-User mmWave Beam and Rate Adaptation via Combinatorial Satisficing Bandits Best of both worlds: Stochastic & adversarial best-arm identification Scalable Model-Based Clustering with Sequential Monte Carlo Expert-Guided Class-Conditional Goodness-of-Fit Scores for Interpretable Classification with Informative Missingness: An Application to Seismic Monitoring Lightweight Geometric Adaptation for Training Physics-Informed Neural Networks Gating Enables Curvature: A Geometric Expressivity Gap in Attention Zeroth-Order Optimization at the Edge of Stability Differentially Private Conformal Prediction CLion: Efficient Cautious Lion Optimizer with Enhanced Generalization Generative Augmented Inference Improving Machine Learning Performance with Synthetic Augmentation PAC-MCTS: Bias-Aware Pruning for Robust LLM-Guided Search and Planning Path-Sampled Integrated Gradients Heat and Matérn Kernels on Matchings Doubly Outlier-Robust Online Infinite Hidden Markov Model Momentum Further Constrains Sharpness at the Edge of Stochastic Stability Multistage Conditional Compositional Optimization BOAT: Navigating the Sea of In Silico Predictors for Antibody Design via Multi-Objective Bayesian Optimization
Doubly Regularized Entropic Wasserstein Barycenters
Lénaïc Chizat · 2023-03-21 · via stat.ML updates on arXiv.org

We study a general formulation of regularized Wasserstein barycenters that enjoys favorable regularity, approximation, stability and (grid-free) optimization properties. This barycenter is defined as the unique probability measure that minimizes the sum of entropic optimal transport (EOT) costs with respect to a family of given probability measures, plus an entropy term. We denote it $(λ,τ)$-barycenter, where $λ$ is the inner regularization strength and $τ$ the outer one. This formulation recovers several previously proposed EOT barycenters for various choices of $λ,τ\geq 0$ and generalizes them. First, in spite of -- and in fact owing to -- being \emph{doubly} regularized, we show that our formulation is debiased for $τ=λ/2$: the suboptimality in the (unregularized) Wasserstein barycenter objective is, for smooth densities, of the order of the strength $λ^2$ of entropic regularization, instead of $\max\{λ,τ\}$ in general. We discuss this phenomenon for isotropic Gaussians where all $(λ,τ)$-barycenters have closed form. Second, we show that for $λ,τ>0$, this barycenter has a smooth density and is strongly stable under perturbation of the marginals. In particular, it can be estimated efficiently: given $n$ samples from each of the probability measures, it converges in relative entropy to the population barycenter at a rate $n^{-1/2}$. And finally, this formulation lends itself naturally to a grid-free optimization algorithm: we propose a simple \emph{noisy particle gradient descent} which, in the mean-field limit, converges globally at an exponential rate to the barycenter.