As a fundamental problem of natural language processing, it is important to measure the distance between different documents. Among the existing methods, the Word Mover's Distance (WMD) has shown remarkable success in document semantic matching for its clear physical insight as a parameter-free model. However, WMD is essentially based on the classical Wasserstein metric, thus it often fails to robustly represent the semantic similarity between texts of different lengths. In this paper, we apply the newly developed Wasserstein-Fisher-Rao (WFR) metric from unbalanced optimal transport theory to measure the distance between different documents. The proposed WFR document distance maintains the great interpretability and simplicity as WMD. We demonstrate that the WFR document distance has significant advantages when comparing the texts of different lengths. In addition, an accelerated Sinkhorn based algorithm with GPU implementation has been developed for the fast computation of WFR distances. The KNN classification results on eight datasets have shown its clear improvement over WMD.
(c) Fast calculation of (un)balanced optimal transport. Sinkhorn algorithm @cite_27 solves the entropy regularized optimal transport problems. By reducing the entropy regularization term, the solution of each Sinkhorn iteration approximates to that of the original OT problem. A greedy coordinate descent version of Sinkhorn iteration @cite_23 called Greenkhorn is proposed to improve the convergence property. Recently, Sinkhorn algorithm is applied to solve the unbalanced optimal transport problem @cite_20 with modification on log-domain stabilization. In the case of document classification, an approximated solution of WFR is sufficient to serve as a good metric for documents. We accelerate the Sinkhorn algorithm by GPUs to obtain a large amount of WFR simultaneously. Furthermore, as the dual problem of each sinkhorn iteration is computationally cheap and provides the lower bound of WFR Document Distance distance, we can further accelerate the KNN by introducing a prune strategy.
@cite_27 @cite_20 @cite_23
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Computing optimal transport distances such as the earth mover's distance is a fundamental problem in machine learning, statistics, and computer vision. Despite the recent introduction of several algorithms with good empirical performance, it is unknown whether general optimal transport distances can be approximated in near-linear time. This paper demonstrates that this ambitious goal is in fact achieved by Cuturi's Sinkhorn Distances. This result relies on a new analysis of Sinkhorn iterations, which also directly suggests a new greedy coordinate descent algorithm Greenkhorn with the same theoretical guarantees. Numerical simulations illustrate that Greenkhorn significantly outperforms the classical Sinkhorn algorithm in practice. Entropic regularization is quickly emerging as a new standard in optimal transport (OT). It enables to cast the OT computation as a differentiable and unconstrained convex optimization problem, which can be efficiently solved using the Sinkhorn algorithm. However, entropy keeps the transportation plan strictly positive and therefore completely dense, unlike unregularized OT. This lack of sparsity can be problematic in applications where the transportation plan itself is of interest. In this paper, we explore regularizing the primal and dual OT formulations with a strongly convex term, which corresponds to relaxing the dual and primal constraints with smooth approximations. We show how to incorporate squared @math -norm and group lasso regularizations within that framework, leading to sparse and group-sparse transportation plans. On the theoretical side, we bound the approximation error introduced by regularizing the primal and dual formulations. Our results suggest that, for the regularized primal, the approximation error can often be smaller with squared @math -norm than with entropic regularization. We showcase our proposed framework on the task of color transfer. We derive limit distributions for certain empirical regularized optimal transport distances between probability distributions supported on a finite metric space and show consistency of the (naive) bootstrap. In particular, we prove that the empirical regularized transport plan itself asymptotically follows a Gaussian law. The theory includes the Boltzmann-Shannon entropy regularization and hence a limit law for the widely applied Sinkhorn divergence. Our approach is based on an application of the implicit function theorem to necessary and sufficient optimality conditions for the regularized transport problem. The asymptotic results are investigated in Monte Carlo simulations. We further discuss computational and statistical applications, e.g. confidence bands for colocalization analysis of protein interaction networks based on regularized optimal transport. Optimal transport (OT) defines a powerful framework to compare probability distributions in a geometrically faithful way. However, the practical impact of OT is still limited because of its computational burden. We propose a new class of stochastic optimization algorithms to cope with large-scale problems routinely encountered in machine learning applications. These methods are able to manipulate arbitrary distributions (either discrete or continuous) by simply requiring to be able to draw samples from them, which is the typical setup in high-dimensional learning problems. This alleviates the need to discretize these densities, while giving access to provably convergent methods that output the correct distance without discretization error. These algorithms rely on two main ideas: (a) the dual OT problem can be re-cast as the maximization of an expectation; (b) entropic regularization of the primal OT problem results in a smooth dual optimization optimization which can be addressed with algorithms that have a provably faster convergence. We instantiate these ideas in three different computational setups: (i) when comparing a discrete distribution to another, we show that incremental stochastic optimization schemes can beat the current state of the art finite dimensional OT solver (Sinkhorn's algorithm) ; (ii) when comparing a discrete distribution to a continuous density, a re-formulation (semi-discrete) of the dual program is amenable to averaged stochastic gradient descent, leading to better performance than approximately solving the problem by discretization ; (iii) when dealing with two continuous densities, we propose a stochastic gradient descent over a reproducing kernel Hilbert space (RKHS). This is currently the only known method to solve this problem, and is more efficient than discretizing beforehand the two densities. We backup these claims on a set of discrete, semi-discrete and continuous benchmark problems.