Poster
Sliced Gromov-Wasserstein
Titouan Vayer · RĂ©mi Flamary · Nicolas Courty · Romain Tavenard · Laetitia Chapel
East Exhibition Hall B, C #38
Keywords: [ Algorithms ] [ Combinatorial Optimization ] [ Optimization ]
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Abstract
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Abstract:
Recently used in various machine learning contexts, the Gromov-Wasserstein distance (GW) allows for comparing distributions whose supports do not necessarily lie in the same metric space.
However, this Optimal Transport (OT) distance requires solving a complex non convex quadratic program which is most of the time very costly both in time and memory.
Contrary to GW, the Wasserstein distance (W) enjoys several properties ({\em e.g.} duality) that permit large scale optimization. Among those, the solution of W on the real line, that only requires sorting
discrete samples in 1D, allows defining the Sliced Wasserstein (SW) distance. This paper proposes a new divergence based on GW akin to SW.
We first derive a closed form for GW when dealing with 1D distributions, based on a
new result for the related quadratic assignment problem.
We then define a novel OT discrepancy that can deal with large scale distributions via a slicing approach and we show how it relates to the GW distance while being $O(n\log(n))$ to compute. We illustrate the behavior of this
so called Sliced Gromov-Wasserstein (SGW) discrepancy in experiments where we demonstrate its ability to tackle similar problems as GW while being several order of magnitudes
faster to compute.
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