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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
Fast Regularized Discrete Optimal Transport with Group-Sp...
Yasutoshi Ida, Sekitoshi Kanai, Kazuki Adachi, Atsutoshi Kumagai · 2023-03-14 · via stat.ML updates on arXiv.org

Regularized discrete optimal transport (OT) is a powerful tool to measure the distance between two discrete distributions that have been constructed from data samples on two different domains. While it has a wide range of applications in machine learning, in some cases the sampled data from only one of the domains will have class labels such as unsupervised domain adaptation. In this kind of problem setting, a group-sparse regularizer is frequently leveraged as a regularization term to handle class labels. In particular, it can preserve the label structure on the data samples by corresponding the data samples with the same class label to one group-sparse regularization term. As a result, we can measure the distance while utilizing label information by solving the regularized optimization problem with gradient-based algorithms. However, the gradient computation is expensive when the number of classes or data samples is large because the number of regularization terms and their respective sizes also turn out to be large. This paper proposes fast discrete OT with group-sparse regularizers. Our method is based on two ideas. The first is to safely skip the computations of the gradients that must be zero. The second is to efficiently extract the gradients that are expected to be nonzero. Our method is guaranteed to return the same value of the objective function as that of the original method. Experiments show that our method is up to 8.6 times faster than the original method without degrading accuracy.