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Research map / Learning theory and algorithms / Optimal transport

Learning Ultrametric Trees for Optimal Transport Regression

AAAI 2024 · Learning theory and algorithms › Optimal transport · approach: Transport map estimation · 2 citations (OpenAlex)

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Learns an ultrametric tree (topology and weights) for a discrete metric space by projected gradient descent on an optimal-transport regression cost, so tree-Wasserstein distances approximate true OT distances.

Problem

Approximating optimal transport (Wasserstein-1) distances on discrete metric spaces with linear-time tree-Wasserstein distances, where existing methods either fix the tree topology or build trees that approximate the metric rather than the Wasserstein distances.

Approach

Cast tree-metric learning as optimization over ultrametric matrices, using projected gradient descent where the projection is a hierarchical minimum spanning tree (closest ultrametric under sup norm), so both tree weights and topology change across iterations to minimize squared OT regression error.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
learn an ultrametric tree instead of using sliced-cTWD1-Wasserstein approximation · BBCSportmean relative error: 0.020 $\pm$ 0.002 vs 0.023 $\pm$ 0.010Hurt
learn an ultrametric tree instead of using qTWD1-Wasserstein approximation · Twittermean relative error: 0.045 $\pm$ 0.012 vs 0.062 $\pm$ 0.034Hurt
learn an ultrametric tree instead of using cTWD1-Wasserstein approximation · USCA312, USAir97, Belfastmean relative error: 0.602 $\pm$ 0.142 vs 0.282 $\pm$ 0.138; 0.122 $\pm$ 0.008 vs 0.043 $\pm$ 0.018; 1.089 $\pm$ 0.117 vs 0.368 $\pm$ 0.064Helped
learn an ultrametric tree instead of using Sinkhorn1-Wasserstein approximation · Uniform synthetic, dim=2mean relative error: 0.587 $\pm$ 0.257 vs 0.104 $\pm$ 0.074Helped
learn an ultrametric tree instead of using Sinkhorn1-Wasserstein approximation · Uniform synthetic, dim=5mean relative error: 0.071 $\pm$ 0.053 vs 0.029 $\pm$ 0.023Helped
learn an ultrametric tree instead of using Sinkhorn1-Wasserstein approximation · Uniform synthetic, dim=8mean relative error: 0.063 $\pm$ 0.046 vs 0.016 $\pm$ 0.013Helped
recompute MST projections throughout training rather than skipping them until the final iteration (ablation)Ultrametric tree optimization · Noisy random tree, σ=5Wasserstein error: 0.279 $\pm$ 0.102 -> 0.262 $\pm$ 0.102Helped
recompute MST projections throughout training rather than skipping them until the final iteration (ablation)Ultrametric tree optimization · Noisy random tree, σ=4Wasserstein error: 0.286 $\pm$ 0.109 -> 0.275 $\pm$ 0.257Helped
recompute MST projections throughout training rather than skipping them until the final iteration (ablation)Ultrametric tree optimization · Noisy random tree, σ=3Wasserstein error: 0.281 $\pm$ 0.098 -> 0.265 $\pm$ 0.092Helped
recompute MST projections throughout training rather than skipping them until the final iteration (ablation)Ultrametric tree optimization · Noisy random tree, σ=2Wasserstein error: 0.283 $\pm$ 0.108 -> 0.268 $\pm$ 0.095Helped
update tree topology during training rather than keeping the initialized topology fixedUltrametric tree optimization versus cTWD · Adversarially initialized tree examplemean relative error: 0.193 \pm 0.101 -> zero errorHelped
update tree topology during training rather than keeping the initialized topology fixedUltrametric tree optimization versus cTWD · 100 random incorrect tree initializationsmean relative error: 0.178 \pm 0.103 -> zero errorHelped

Surprising findings

Limitations

Experimental setup

Datasets: Twitter BBCSport USCA312 USAir97 Belfast public transit graph RNAseq (Allen Institute) synthetic uniform point sets in [-10,10]^d synthetic Gaussian point sets

Benchmarks: Twitter BBCSport USCA312 USAir97 Belfast RNAseq synthetic uniform dataset dim 2-17 synthetic Gaussian dataset

Metrics: mean relative error of 1-Wasserstein distance runtime tree distance dist(T_hat, T)

Baselines: Sinkhorn Flowtree Quadtree qTWD cTWD Sliced-qTWD Sliced-cTWD skip-MST

Builds on: Quadtree Wasserstein distance Flowtree cluster tree Wasserstein distance (cTWD) Sinkhorn distance

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