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Sliced-Wasserstein Estimation with Spherical Harmonics as Control Variates

ICML 2024 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Importance sampling and quadrature · 1 citations (OpenAlex)

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Proposes SHCV, a Monte Carlo estimator of the sliced-Wasserstein distance that uses spherical harmonics as control variates fitted by ordinary least squares, giving exactness for some Gaussian cases and a faster-than-MC convergence rate.

Problem

Monte Carlo estimation of the sliced-Wasserstein distance over random projections has O(n^{-1/2}) integration error, which limits accuracy at a fixed number of projections.

Approach

Treat the SW integrand as a function on the sphere and use spherical harmonics (an orthonormal basis of L2 of the sphere, centered under the uniform measure) as many control variates, estimating the integral as the OLS intercept over projections.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use spherical harmonics as control variates instead of RQMCSliced-Wasserstein estimation · Sampled Gaussian, d=5, n=500MSE: 5.80e-5 -> 2.68e-6Helped
Use spherical harmonics as control variates instead of QMCSliced-Wasserstein estimation · Sampled Gaussian, d=10, n=500MSE: 2.37e-4 -> 1.93e-4Helped
Use spherical harmonics as control variates instead of CV_lowSliced-Wasserstein estimation · Sampled Gaussian, d=20, n=500MSE: 3.82e-4 -> 2.95e-4Helped
Use spherical harmonics as control variates instead of RQMCSliced-Wasserstein estimation · Exact Gaussian, d=5, n=500MSE: 7.5e-4 -> 4.8e-5Helped
Use spherical harmonics as control variates instead of QMCSliced-Wasserstein estimation · ShapeNetCore plane/lamp, n=1000MSE: 2.8e-8 -> 2.1e-8Helped
Use spherical harmonics as control variates instead of RQMCSliced-Wasserstein estimation · ShapeNetCore lamp/bed, n=1000MSE: 1.3e-7 -> 1.4e-8Helped
Use spherical harmonics as control variates instead of CVNNSliced-Wasserstein estimation · ShapeNetCore plane/bed, n=1000MSE: 3.3e-7 -> 3.6e-8Helped
Estimate the Sliced-Wasserstein kernel using SHCV instead of MCKernel SVM · Digits test, gamma=0.01, n=25accuracy: 86.0±0.6 -> 87.3±0.3Helped
Estimate the Sliced-Wasserstein kernel using SHCV instead of MCKernel SVM · Digits test, gamma=1, n=25accuracy: 92.7±0.6 -> 93.3±0.6Helped
Estimate the Sliced-Wasserstein kernel using SHCV instead of MCKernel SVM · Digits test, gamma=0.01, n=100accuracy: 86.9±0.3 -> 87.7±0.1Helped
Estimate the Sliced-Wasserstein kernel using SHCV instead of MCKernel SVM · Digits test, gamma=1, n=100accuracy: 93.3±0.3 -> 94.3±0.2Helped

Surprising findings

Limitations

Experimental setup

Datasets: ShapeNetCore digits (scikit-learn)

Benchmarks: synthetic Gaussian SW_2^2 estimation ShapeNetCore 3D point cloud SW estimation digits kernel SVM classification

Metrics: mean squared error computing time (ms) test accuracy

Baselines: Monte Carlo CV_low CV_up CVNN QMC RQMC

Builds on: OLS Monte Carlo control variates sliced-Wasserstein distance lower/upper CV Gaussian control variates (Leluc et al. / Nadjahi et al.) control neighbors randomized quasi-Monte Carlo sliced-Wasserstein

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