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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 m discrete probability measures supported on a finite metric space of size n. 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 m3 and n3. 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 m3 and n3. 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 O~(mn7/3ε4/3), where ε(0,1) is the desired tolerance. This complexity bound is better than the best known complexity bound of O~(mn2ε2) for the IBP algorithm in terms of ε, and that of O~(mn5/2ε1) from accelerated alternating minimization algorithm or accelerated primal-dual adaptive gradient algorithm in terms of n. 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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