Research map / Learning theory and algorithms / Optimal transport
A Riemannian Exponential Augmented Lagrangian Method for Computing the Projection Robust Wasserstein Distance
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| replace RBCD with iRBBS-0.1 (inexact Riemannian BB + Sinkhorn) | subproblem (11) solver · Shakespeare operas | running time (s): 6.89 -> 0.66 | Helped |
| replace RABCD with iRBBS-0.1 | subproblem (11) solver · Shakespeare operas | running time (s): 4.62 -> 0.66 | Helped |
| use adaptive BB stepsize instead of hand-tuned stepsize | iRBBS vs R(A)BCD · Shakespeare operas | need for stepsize tuning | Helped |
| iRBBS-0.1 vs RBCD | subproblem (11) · Shakespeare operas | nGrad: 1000 -> 63/1460 | Helped |
| set theta=0.1 instead of theta=inf (one Sinkhorn step) (ablation) | iRBBS · Shakespeare operas | running time (s): 1.86 -> 0.66 | Helped |
| set theta=0.1 instead of theta=0 (near-exact gradient) (ablation) | iRBBS · Shakespeare operas | running time (s): 0.90 -> 0.66 | Helped |
| theta=0.1 instead of theta=inf (ablation) | iRBBS · Shakespeare operas | solution quality P2k: 0.075387 -> 0.075757 | Helped |
| theta=0 (more accurate gradient) vs theta=0.1 (ablation) | iRBBS · Shakespeare operas | nSk: 65/3200 vs 63/1460 | Hurt |
| update multiplier matrix (gamma_W=0.9) with larger eta_min 0.007 (ablation) | REALM · Shakespeare operas | running time (s): 78.0 -> 15.0 | Helped |
| update multiplier matrix (gamma_W=0.9) with larger eta_min 0.007 (ablation) | REALM · Shakespeare operas | solution quality P2k: 0.11338 -> 0.11461 | Helped |
| update multiplier matrix (gamma_W=0.9) (ablation) | REALM · Shakespeare operas | nGrad: 863 -> 787 | Helped |
| update multiplier matrix (ablation) | REALM · Shakespeare MV/O pair | solution quality P2k: 0.04181 -> 0.03661 | Hurt |
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