Multi-Marginal Gromov-Wasserstein Transport and Barycenters

Abstract: Gromov-Wasserstein (GW) distances are combinations of Gromov-Hausdorff and Wasserstein distances that allow the comparison of two different metric measure spaces (mm-spaces). Due to their invariance under measure- and distance-preserving transformations, they are well suited for many applications in graph and shape analysis. In this paper, we introduce the concept of multi-marginal GW transport between a set of mm-spaces as well as its regularized and unbalanced versions. As a special case, we discuss multi-marginal fused variants, which combine the structure information of an mm-space with label information from an additional label space. To tackle the new formulations numerically, we consider the bi-convex relaxation of the multi-marginal GW problem, which is tight in the balanced case if the cost function is conditionally negative definite. The relaxed model can be solved by an alternating minimization, where each step can be performed by a multi-marginal Sinkhorn scheme. We show relations of our multi-marginal GW problem to (unbalanced, fused) GW barycenters and present various numerical results, which indicate the potential of the concept.