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A Unified Approach for Computing Wasserstein Barycenters of Discrete and Continuous Measures
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Proposes FRBary, a primal mirror descent (KL/Fisher-Rao) method that computes exact unregularized Wasserstein barycenters for discrete, continuous, and mixed inputs, with O(log T/sqrt T) convergence.
Problem
Computing the exact (unregularized) Wasserstein barycenter of measure-valued inputs, which existing methods handle only for discrete point clouds or for continuous densities on regular grids, not both.
Approach
Mirror descent on absolutely continuous measures with negative-entropy mirror map: each step multiplies the density by exp(-eta times the weighted sum of Kantorovich potentials to the inputs); discrete inputs are handled via semi-discrete OT, so iterates stay absolutely continuous while converging to the exact discrete barycenter.</academic_definition>
Key results
- On MNIST digit-3 barycenter (n=10), FRBary achieves W2 error 1.360e-4 and L2 error 1.573e-4, lower than EWB (1.904e-4, 2.875e-4) and DSB (3.237e-4, 5.582e-4).
- On heterogeneous inputs, FRBary takes 275-357 s versus 609-802 s for the exact free-support POT method.
- Theory: min objective gap decays at O(log T/sqrt T) under convexity and compactness of the domain, with a KL-based bound for absolutely continuous inputs.
Surprising findings
- The Sinkhorn free-support method tends to push support points toward the boundary of the output shape, giving unsatisfactory barycenters despite lower runtime in one case.
Limitations
- Current implementation focuses on 2D and 3D measures.
- Convergence rate for discrete inputs has an extra log T factor and requires inputs to lie strictly inside the domain.
- Discretization-based methods scale poorly beyond moderate dimensions; neural variant is less accurate.
Experimental setup
Datasets: MNIST Swiss roll point cloud (10^4 samples) synthetic 2D/3D Gaussian point clouds color palette samples from two images
Benchmarks: MNIST digit-3 barycenter vs LP ground truth 2D/3D Gaussian barycenters vs closed form heterogeneous input barycenters vs POT free-support methods
Metrics: W2 distance L2 distance computation time (seconds) mean and covariance distance to ground truth
Baselines: exact free-support barycenter (POT) Sinkhorn free-support barycenter (POT) entropic Wasserstein barycenter (EWB) debiased Sinkhorn barycenter (DSB) Bures-Wasserstein gradient descent LP ground truth
Builds on: Sobolev gradient barycenter (Yang et al.) entropic Wasserstein barycenter (Cuturi & Doucet) debiased Sinkhorn barycenter Bures-Wasserstein gradient descent
Closest papers by meaning
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