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Research map / Learning theory and algorithms / Optimal transport

Generalized Sobolev Transport for Probability Measures on a Graph

ICML 2024 · Learning theory and algorithms › Optimal transport · approach: Transport map estimation · 0 citations (OpenAlex)

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Proposes generalized Sobolev transport (GST), a metric on graph-supported probability measures built from N-functions (Orlicz geometry) that generalizes Sobolev transport and reduces to a univariate optimization, and is several orders faster than Orlicz-Wasserstein.

Problem

Sobolev transport (ST) on graphs is tied to the L^p geometry and hard to adapt to other geometries, while Orlicz-Wasserstein (OW) is computationally expensive due to a two-level optimization.

Approach

Replace the L^p Lipschitz/Sobolev constraint in ST with an Orlicz-Sobolev constraint defined by an N-function and its complementary function; the resulting distance has a closed form as a univariate infimum over k, which recovers ST for Phi(t)=c t^p and OW on trees for Phi(t)=t.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use GST-Φ0 instead of OW-Φ0Graph-based transport computation · AMAZON (10^4 sampled pairs; G_Log and G_Sqrt, M=10^3)speedup: 100× fasterHelped
Use GST-Φ1 instead of OW-Φ1Graph-based transport computation · AMAZON (10^4 sampled pairs; G_Log and G_Sqrt, M=10^3)speedup: 5000× fasterHelped
Use GST-Φ2 instead of OW-Φ2Graph-based transport computation · AMAZON (10^4 sampled pairs; G_Log and G_Sqrt, M=10^3)speedup: 3000× fasterHelped
Use GST-Φ1 instead of GST-Φ0 (ablation)GST document classification · TWITTER, RECIPE, CLASSIC, AMAZONclassification performanceHelped
Use GST-Φ2 instead of GST-Φ0 (ablation)GST document classification · TWITTER, RECIPE, CLASSIC, AMAZONclassification performanceHelped
Use GST instead of OWGraph-based distance for document classification · TWITTER, RECIPE, CLASSIC, AMAZONclassification performanceHelped
Use OW-Φ0-Tree instead of OW-Φ0Document classification · TWITTER, RECIPE, CLASSIC, AMAZONclassification performanceMixed
Use GST instead of OWGraph-based distance for topological data analysis · Orbit, MPEG7classification performanceHelped
Use OW-Φ0-Tree instead of OW-Φ0Topological data analysis · Orbit, MPEG7classification performanceHelped

Limitations

Experimental setup

Datasets: TWITTER RECIPE CLASSIC AMAZON Orbit MPEG7

Benchmarks: TWITTER RECIPE CLASSIC AMAZON Orbit MPEG7

Metrics: SVM classification accuracy computation time

Baselines: Orlicz-Wasserstein (OW) Sobolev transport (ST) OW on random tree

Builds on: Sobolev transport Orlicz-Wasserstein Kantorovich-Rubinstein duality

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