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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,694 papers · 148 categories

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79159238317 · Jun 202019922001200920172026
48 results for Wasserstein objective

Proof shows imitation of expert's reward and solutions in multi-objective optimization.

problem Multi-objective optimization with reward and solution imitation.
method Wasserstein inverse reinforcement learning.
result Wasserstein inverse reinforcement learning enables imitation of expert's reward and solutions in multi-objective optimization.

MWGraD solves multi-objective distributional optimization using particle-based gradient descent.

problem Simultaneously minimize multiple objective functionals over probability distributions.
method Iterative particle-based algorithm MWGraD, estimating and aggregating Wasserstein gradients.
result Demonstrates effectiveness on synthetic and real-world datasets.

Generative adversarial networks (GANs) have enjoyed much success in learning high-dimensional distributions. Learning objectives approximately minimize an ff-divergence (ff-GANs) or an integral probability metric (Wasserstein GANs) between the model and the data distribution using a discriminator. Wasserstein GANs en…

2019-10-22abs ↗pdf ↗

Proof of convergence for multi-objective optimization using inverse reinforcement learning.

problem Proving convergence in multi-objective optimization problems.
method Wasserstein inverse reinforcement learning with projective subgradient method and gradient descent.
result Convergence of inverse reinforcement learning for multi-objective optimization.

Study shows convergence of stochastic gradient method for unregularized Wasserstein optimization.

problem Wasserstein distributionally robust optimization under potential distribution shifts.
method Regularized approximation with stochastic gradient methods, convergence analysis.
result Stochastic gradient method converges to subgradients of unregularized objective as regularization vanishes.

New method optimizes multiple objectives using particle dynamics and gradient flow.

problem Optimizing multiple conflicting objectives in complex scenarios.
method Interacting particle method combining Langevin and birth-death dynamics with a dominance potential.
result Method effectively relocates dominated particles, improving Pareto optimality.

Generative adversarial networks (GANs) have received a tremendous amount of attention in the past few years, and have inspired applications addressing a wide range of problems. Despite its great potential, GANs are difficult to train. Recently, a series of papers (Arjovsky & Bottou, 2017a; Arjovsky et al. 2017b; and Gu…

2017-05-06abs ↗pdf ↗

Score matching provides an effective approach to learning flexible unnormalized models, but its scalability is limited by the need to evaluate a second-order derivative. In this paper, we present a scalable approximation to a general family of learning objectives including score matching, by observing a new connection …

2020-02-18abs ↗pdf ↗

We analyze critical points of the Sliced Wasserstein Distance for optimization stability.

problem Understanding the behavior of optimization algorithms for models trained with the Sliced Wasserstein Distance.
method Explicit perturbations and critical point analysis of the SW objective.
result Stable critical points of SW cannot concentrate on segments, providing optimization stability.

Exact generalization guarantees for robust models using Wasserstein distance are established.

problem Capturing data uncertainty and distribution shifts in machine learning models.
method Establishes exact generalization guarantees for robust models based on the Wasserstein distance, covering various cases and transport costs.
result Exact generalization guarantees are provided for a wide range of cases, including deep learning objectives with nonsmooth activations.

Wasserstein gradient flows are continuous time dynamics that define curves of steepest descent to minimize an objective function over the space of probability measures (i.e., the Wasserstein space). This objective is typically a divergence w.r.t. a fixed target distribution. In recent years, these continuous time dynam…

2020-02-07abs ↗pdf ↗

Enhances graph comparison by incorporating edge features using Fused Gromov-Wasserstein distance.

problem Graph distances overlook edge attributes, limiting their effectiveness.
method Introduced Fused Gromov-Wasserstein distance for graph comparison with edge features. Proposed algorithms for distance and barycenter computation.
result Empirically validated the effectiveness of the novel distance in graph learning tasks.

Paper analyzes convergence of proximal algorithm in metric spaces without geodesic convexity.

problem Analyzing convergence of proximal algorithm in general metric spaces.
method Analysis of the Wasserstein proximal algorithm without geodesic convexity assumption.
result Establishes unbiased and linear convergence rate for proximal algorithm under natural Wasserstein inequality.

The study improves PAC-Bayesian bounds for adversarial generative models.

problem Improving generalization bounds for adversarial generative models.
method Extending PAC-Bayesian theory to generative models, developing bounds for Wasserstein and total variation distances.
result New training objectives for Wasserstein and Energy-Based GANs.

This work considers the problem of computing distances between structured objects such as undirected graphs, seen as probability distributions in a specific metric space. We consider a new transportation distance (i.e. that minimizes a total cost of transporting probability masses) that unveils the geometric nature of …

2018-05-23abs ↗pdf ↗

Partial Wasserstein Covering aims to identify missing patterns in datasets.

problem Identifying missing patterns in datasets compared to actual applications.
method Formulated as a discrete optimization problem with partial Wasserstein divergence. Proved submodular, allowing greedy approximation. Proposed quasi-greedy algorithms with acceleration techniques.
result Efficiently fills gaps and finds missing scenes in real driving scenes datasets.

A new algorithm for optimizing probability distributions converges linearly.

problem Optimizing functionals over families of probability distributions.
method Variational transport: particle-based algorithm approximating Wasserstein gradient descent.
result Variational transport converges linearly to the global minimum of the objective functional.

Study proves convergence of subgradients for optimal transport-based objectives.

problem Ensuring statistical consistency and optimization stability in transport-based models.
method Proves graphical convergence of subdifferentials to the subdifferential of the population objective.
result Standard subgradient methods consistently approach stationary points of the population-level problem.

Construction of ambiguity set in robust optimization relies on the choice of divergences between probability distributions. In distribution learning, choosing appropriate probability distributions based on observed data is critical for approximating the true distribution. To improve the performance of machine learning …

2017-05-23abs ↗pdf ↗

We present new algorithms to compute the mean of a set of empirical probability measures under the optimal transport metric. This mean, known as the Wasserstein barycenter, is the measure that minimizes the sum of its Wasserstein distances to each element in that set. We propose two original algorithms to compute Wasse…

2013-10-16abs ↗pdf ↗

Gradient flows on distributions of distributions for machine learning tasks.

problem Designing gradient flows for datasets of probability distributions.
method Representing classes as conditional distributions, modeling datasets as mixture distributions, using Wasserstein over Wasserstein (WoW) distance and gradients.
result Demonstrated gradient flows for dataset transfer and distillation tasks.

Most graph kernels are an instance of the class of R\mathcal{R}-Convolution kernels, which measure the similarity of objects by comparing their substructures. Despite their empirical success, most graph kernels use a naive aggregation of the final set of substructures, usually a sum or average, thereby potentially dis…

2019-06-04abs ↗pdf ↗

A method uses Wasserstein clustering to simplify financial data analysis.

problem Processing and analyzing granular financial data with missing values and identifying clusters.
method Variant of Lloyd's algorithm applied to probability distributions, using Wasserstein barycenters.
result Demonstrated usefulness in financial regulation context.

In this work, we connect two distinct concepts for unsupervised domain adaptation: feature distribution alignment between domains by utilizing the task-specific decision boundary and the Wasserstein metric. Our proposed sliced Wasserstein discrepancy (SWD) is designed to capture the natural notion of dissimilarity betw…

2019-03-10abs ↗pdf ↗

This paper explores how entropic regularization improves Wasserstein estimators' performance.

problem Improving the approximation and estimation properties of Wasserstein estimators.
method Entropic regularization of optimal transport costs to smooth Wasserstein estimators.
result Entropic regularization can achieve comparable statistical performance to un-regularized estimators at lower computational cost.

Generative Adversial Networks (GANs) have made a major impact in computer vision and machine learning as generative models. Wasserstein GANs (WGANs) brought Optimal Transport (OT) theory into GANs, by minimizing the 11-Wasserstein distance between model and data distributions as their objective function. Since then, W…

2019-02-10abs ↗pdf ↗

Paper proves robust estimators' generalization guarantees without dimensionality issues.

problem Generalization guarantees for Wasserstein distributionally robust models.
method Analyzes and extends existing guarantees to broader classes of models and regularized versions.
result Generalization guarantees hold without dimensionality issues and cover distribution shifts.

This work proposes a new method for variational inference using Wasserstein gradient descent.

problem Optimizing variational parameters to match a true posterior distribution.
method Reinterpreting VI as an optimization problem over a variational parameter space, using Wasserstein gradient descent.
result The proposed Wasserstein gradient descent can be seen as a generalization of existing optimization techniques in VI.

This study investigates self-supervised learning with Wasserstein distance on tree structures.

problem Improving self-supervised learning methods using Wasserstein distance.
method Utilized Tree-Wasserstein distance (TWD) and Jeffrey divergence regularization for training.
result A simple combination of softmax function and Tree-Wasserstein distance outperforms cosine similarity-based methods.