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Bisimulation Metrics are Optimal Transport Distances, and Can be Computed Efficiently

NeurIPS 2024 · Learning theory and algorithms › Optimal transport · approach: Sinkhorn and entropic OT algorithms · 1 citations (OpenAlex)

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Shows that bisimulation metrics equal bicausal optimal transport distances between Markov chains, reformulates the problem as a finite-dimensional LP over occupancy couplings, and proposes Sinkhorn Value Iteration (SVI) to compute them efficiently.

Problem

Computing optimal transport distances between infinite-horizon Markov chains (equivalently bisimulation metrics) has been inefficient because the Bellman operators require solving a full static OT problem per state pair at every iteration.

Approach

Reformulates bicausal OT distances between Markov chains as an LP over occupancy couplings (a finite projection of joint path laws), shows bisimulation metrics coincide with these OT distances under cost (1-γ)|r(x)-r(y)|, and adapts entropy-regularized Mirror Sinkhorn to this LP, yielding Sinkhorn Value Iteration that costs about one vanilla Sinkhorn per state pair.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
vary the value-iteration update count m (ablation)SVI and SPI · 4-roomsconvergence rate to the true distanceNo clear effect
use m=1 (ablation)SVI and SPI · 4-roomsconvergence to the true distanceNo clear effect
use SPI instead of SVI (ablation)Sinkhorn Value Iteration · 4-roomsconvergence to the optimumMixed
use SPI instead of SVI (ablation)Sinkhorn Value Iteration · reported experimentsperformanceNo clear effect
use Sinkhorn Value Iterationcomputing bisimulation metrics · Markov chainscomputational efficiencyHelped

Surprising findings

Limitations

Experimental setup

Datasets: 4-rooms gridworld environment nine-state gridworld

Benchmarks: 4-rooms environment gridworld distance comparison

Metrics: estimated transport cost convergence over iterations

Baselines: Sinkhorn policy iteration (Calo et al.) network simplex per state pair (Chen & Hansen-style LP) approximate policy iteration with Sinkhorn

Builds on: Mirror Sinkhorn Sinkhorn algorithm bisimulation metrics (Ferns et al.) entropy-regularized MDPs

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