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Scaling Algorithms for Unbalanced Transport Problems

Published 20 Jul 2016 in math.OC | (1607.05816v2)

Abstract: This article introduces a new class of fast algorithms to approximate variational problems involving unbalanced optimal transport. While classical optimal transport considers only normalized probability distributions, it is important for many applications to be able to compute some sort of relaxed transportation between arbitrary positive measures. A generic class of such "unbalanced" optimal transport problems has been recently proposed by several authors. In this paper, we show how to extend the, now classical, entropic regularization scheme to these unbalanced problems. This gives rise to fast, highly parallelizable algorithms that operate by performing only diagonal scaling (i.e. pointwise multiplications) of the transportation couplings. They are generalizations of the celebrated Sinkhorn algorithm. We show how these methods can be used to solve unbalanced transport, unbalanced gradient flows, and to compute unbalanced barycenters. We showcase applications to 2-D shape modification, color transfer, and growth models.

Citations (122)

Summary

  • The paper presents new scaling algorithms that extend entropic regularization to unbalanced optimal transport problems.
  • It leverages simple diagonal scaling techniques to boost computational efficiency and maintain accuracy on large datasets.
  • The work offers actionable insights for applications such as image processing, 2-D shape modification, and growth modeling.

Scaling Algorithms for Unbalanced Optimal Transport Problems

The paper "Scaling Algorithms for Unbalanced Optimal Transport Problems" presents a novel class of algorithms designed to approximate variational problems that incorporate unbalanced optimal transport. Unbalanced optimal transport extends traditional transport methods by allowing computations with arbitrary positive measures, rather than being restricted to normalized probability distributions. This extension is crucial for applications requiring the transport of mass with variations such as creation or destruction.

Overview of Contributions

The authors develop fast, highly parallelizable algorithms based on extending the entropic regularization scheme to unbalanced optimal transport problems. The cornerstone of these algorithms is their reliance on diagonal scaling (pointwise multiplications) of the transportation couplings, similar to the classical Sinkhorn algorithm. This methodology significantly enhances computational efficiency while maintaining accuracy.

The proposed algorithms address a range of problems, including:

  • Unbalanced transport
  • Unbalanced gradient flows
  • Unbalanced barycenters

Further, these algorithms find applications in fields such as 2-D shape modification, color transfer, and modeling growth patterns in various domains.

Numerical Methods and Algorithmic Insights

The scaling algorithms hinge on simple linear processes that can be efficiently computed even on large datasets. Given the importance of sparsity in real-world applications, the computational techniques leverage entropic regularization, which simplifies the optimization of mass transport. This regularization transforms the original problem into one that is more tractable due to its smooth and strictly convex nature.

An essential aspect of these algorithms is their scalability and adaptability to different configurational constraints, allowing them to be employed across diverse fields such as image processing and machine learning where optimal transport is increasingly being utilized.

Practical and Theoretical Implications

Practically, these algorithms facilitate complex transport computations in ways that are computationally feasible and theoretically sound. This advancement enables researchers and practitioners to handle scenarios involving mass transfer with losses and gains, which are prevalent in natural and engineered systems.

Theoretically, the extension of Sinkhorn-type algorithms to unbalanced scenarios by employing Bregman divergences provides a fruitful area for exploration, enhancing our understanding of transport phenomena in non-Holonomic spaces.

Future Developments in AI

In the field of artificial intelligence, the deployment of these scalable transport algorithms offers the potential to improve AI systems that rely on complex data manipulations and predictions. Future developments might include further enhancements in the computational efficiency for real-time applications or extending these algorithms' ability to support higher-dimensional transport problems.

Conclusion

Overall, the article "Scaling Algorithms for Unbalanced Optimal Transport Problems" represents a significant step forward in the field of optimal transport, providing researchers with novel methods of handling unbalanced scenarios effectively. The algorithms presented not only advance computational capabilities but also broaden the scope of problems that can be approached with optimal transport techniques. This work has the potential to influence various sectors where transport and resource allocation are key, setting a promising outlook for future research and applications.

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