Estimating Barycenters of Distributions with Neural Optimal Transport

Abstract

Given a collection of probability measures, a practitioner sometimes needs to find an ``average’’ distribution which adequately aggregates reference distributions. A theoretically appealing notion of such an average is the Wasserstein barycenter, which is the primal focus of our work. By building upon the dual formulation of Optimal Transport (OT), we propose a new scalable approach for solving the Wasserstein barycenter problem. Our methodology is based on the recent Neural OT solver - it has bi-level adversarial learning objective and works for general cost functions. These are key advantages of our method, since the typical adversarial algorithms leveraging barycenter tasks utilize tri-level optimization and focus mostly on quadratic cost. We also establish theoretical error bounds for our proposed approach and showcase its applicability and effectiveness on illustrative scenarios and image data setups.

Alexander Korotin

Assistant professor,
senior research scientist

My research interests include generative modeling, unpaired learning, optimal transport and Schrodinger bridges.