Poster
Fixed-Support Wasserstein Barycenters: Computational Hardness and Fast Algorithm
Tianyi Lin · Nhat Ho · Xi Chen · Marco Cuturi · Michael Jordan
Poster Session 6 #1735
Keywords: [ Applications ] [ Natural Language Processing ] [ Network Analysis ]
Abstract:
We study the fixed-support Wasserstein barycenter problem (FS-WBP), which consists in computing the Wasserstein barycenter of discrete probability measures supported on a finite metric space of size . We show first that the constraint matrix arising from the standard linear programming (LP) representation of the FS-WBP is \textit{not totally unimodular} when and . This result resolves an open question pertaining to the relationship between the FS-WBP and the minimum-cost flow (MCF) problem since it proves that the FS-WBP in the standard LP form is not an MCF problem when and . We also develop a provably fast \textit{deterministic} variant of the celebrated iterative Bregman projection (IBP) algorithm, named \textsc{FastIBP}, with a complexity bound of , where is the desired tolerance. This complexity bound is better than the best known complexity bound of for the IBP algorithm in terms of , and that of from accelerated alternating minimization algorithm or accelerated primal-dual adaptive gradient algorithm in terms of . Finally, we conduct extensive experiments with both synthetic data and real images and demonstrate the favorable performance of the \textsc{FastIBP} algorithm in practice.
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