Wasserstein Barycenter is a principled approach to represent the weighted mean of a given set of probability distributions, utilizing the geometry induced by optimal transport. In this work, we present a novel scalable algorithm to approximate the Wasserstein Barycenters aiming at high-dimensional applications in machine learning. Our proposed algorithm is based on the Kantorovich dual formulation of the 2-Wasserstein distance as well as a recent neural network architecture, input convex neural network, that is known to parametrize convex functions. The distinguishing features of our method are: i) it only requires samples from the marginal distributions; ii) unlike the existing semi-discrete approaches, it represents the Barycenter with a generative model; iii) it allows to compute the barycenter with arbitrary weights after one training session. We demonstrate the efficacy of our algorithm by comparing it with the state-of-art methods in multiple experiments.

Scalable Computations of Wasserstein Barycenter via Input Convex Neural Networks.

In this article, we provide a detailed survey of techniques for hexahedral mesh generation. We cover the whole spectrum of alternative approaches to mesh generation, as well as post-processing algorithms for connectivity editing and mesh optimization. For each technique, we highlight capabilities and limitations, also pointing out the associated unsolved challenges. Recent relaxed approaches, aiming to generate not pure-hex but hex-dominant meshes, are also discussed. The required background, pertaining to geometrical as well as combinatorial aspects, is introduced along the way.

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Hex-Mesh Generation and Processing: A Survey

Wasserstein barycenters have become popular due to their ability to represent the average of probability measures in a geometrically meaningful way. In this paper, we present an algorithm to approximate the Wasserstein-2 barycenters of continuous measures via a generative model. Previous approaches rely on regularization (entropic/quadratic) which introduces bias or on input convex neural networks which are not expressive enough for large-scale tasks. In contrast, our algorithm does not introduce bias and allows using arbitrary neural networks. In addition, based on the celebrity faces dataset, we construct Ave, celeba! dataset which can be used for quantitative evaluation of barycenter algorithms by using standard metrics of generative models such as FID.

Wasserstein Iterative Networks for Barycenter Estimation

We study the use of amortized optimization to predict optimal transport (OT) maps from the input measures, which we call Meta OT. This helps repeatedly solve similar OT problems between different measures by leveraging the knowledge and information present from past problems to rapidly predict and solve new problems. Otherwise, standard methods ignore the knowledge of the past solutions and suboptimally re-solve each problem from scratch. We instantiate Meta OT models in discrete and continuous settings between grayscale images, spherical data, classification labels, and color palettes and use them to improve the computational time of standard OT solvers. Our source code is available at http://github.com/facebookresearch/meta-ot

Meta Optimal Transport

We study the problem of the decentralized computation of entropy-regularized semi-discrete Wasserstein barycenters over a network. Building upon recent primal-dual approaches, we propose a sampling gradient quantization scheme that allows efficient communication and computation of approximate barycenters where the factor distributions are stored distributedly on arbitrary networks. The communication and algorithmic complexity of the proposed algorithm are shown, with explicit dependency on the size of the support, the number of distributions, and the desired accuracy. Numerical results validate our algorithmic analysis.

Distributed Optimization with Quantization for Computing Wasserstein Barycenters

Wasserstein barycenters provide a geometrically meaningful way to aggregate probability distributions, built on the theory of optimal transport. They are difficult to compute in practice, however, leading previous work to restrict their supports to finite sets of points. Leveraging a new dual formulation for the regularized Wasserstein barycenter problem, we introduce a stochastic algorithm that constructs a continuous approximation of the barycenter. We establish strong duality and use the corresponding primal-dual relationship to parametrize the barycenter implicitly using the dual potentials of regularized transport problems. The resulting problem can be solved with stochastic gradient descent, which yields an efficient online algorithm to approximate the barycenter of continuous distributions given sample access. We demonstrate the effectiveness of our approach and compare against previous work on synthetic examples and real-world applications.

Continuous Regularized Wasserstein Barycenters

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Standard PolyCube-based hexahedral (hex) meshing methods aim to deform the input domain into an axis-aligned PolyCube volume with integer corners; if this deformation is bijective, then applying the inverse map to the voxelized PolyCube yields a valid hex mesh. A key challenge in these methods is to maintain the bijectivity of the PolyCube deformation, thus reducing the robustness of these algorithms. In this work, we present an interactive pipeline for hex meshing that sidesteps this challenge by using a new representation of PolyCubes as unions of cuboids. We begin by deforming the input tetrahedral mesh into a near-PolyCube domain whose faces are close but not perfectly aligned to the major axis directions. We then build a PolyCube by optimizing the layout of a set of cuboids with user guidance to closely fit the deformed domain. Finally, we construct an inversion-free pullback map from the voxelized PolyCube to the input domain while optimizing for mesh quality metrics. We allow extensive user control over each stage, such as editing the voxelized PolyCube, positioning surface vertices, and exploring the trade-off among competing quality metrics, while also providing automatic alternatives. We validate our method on over one hundred shapes, including models that are challenging for past PolyCube-based and frame-field-based methods. Our pipeline reliably produces hex meshes with quality on par with or better than state-of-the-art. We additionally conduct a user study with 20 participants in which the majority prefer hex meshes they make using our tool to the ones from automatic state-of-the-art methods. This demonstrates the need for intuitive interactive hex meshing tools where the user can dictate the priorities of their mesh.

Interactive All-Hex Meshing via Cuboid Decomposition.

Wasserstein barycenters provide a geometric notion of the weighted average of probability measures based on optimal transport. In this paper, we present a scalable algorithm to compute Wasserstein-2 barycenters given sample access to the input measures, which are not restricted to being discrete. While past approaches rely on entropic or quadratic regularization, we employ input convex neural networks and cycle-consistency regularization to avoid introducing bias. As a result, our approach does not resort to minimax optimization. We provide theoretical analysis on error bounds as well as empirical evidence of the effectiveness of the proposed approach in low-dimensional qualitative scenarios and high-dimensional quantitative experiments.

Continuous Wasserstein-2 Barycenter Estimation without Minimax Optimization

Wasserstein gradient flows provide a powerful means of understanding and solving many diffusion equations. Specifically, Fokker-Planck equations, which model the diffusion of probability measures, can be understood as gradient descent over entropy functionals in Wasserstein space. This equivalence, introduced by Jordan, Kinderlehrer and Otto, inspired the so-called JKO scheme to approximate these diffusion processes via an implicit discretization of the gradient flow in Wasserstein space. Solving the optimization problem associated to each JKO step, however, presents serious computational challenges. We introduce a scalable method to approximate Wasserstein gradient flows, targeted to machine learning applications. Our approach relies on input-convex neural networks (ICNNs) to discretize the JKO steps, which can be optimized by stochastic gradient descent. Unlike previous work, our method does not require domain discretization or particle simulation. As a result, we can sample from the measure at each time step of the diffusion and compute its probability density. We demonstrate our algorithm's performance by computing diffusions following the Fokker-Planck equation and apply it to unnormalized density sampling as well as nonlinear filtering.

Lingxiao Li

Papers

Continuous Regularized Wasserstein Barycenters

Continuous Regularized Wasserstein Barycenters

Interactive All-Hex Meshing via Cuboid Decomposition.

Continuous Wasserstein-2 Barycenter Estimation without Minimax Optimization

Large-Scale Wasserstein Gradient Flows