Shedding a PAC-Bayesian Light on Adaptive Sliced-Wasserstein Distances
- URL: http://arxiv.org/abs/2206.03230v3
- Date: Wed, 31 May 2023 14:32:40 GMT
- Title: Shedding a PAC-Bayesian Light on Adaptive Sliced-Wasserstein Distances
- Abstract summary: The Sliced-Wasserstein distance is a theoretically grounded alternative to the Wasserstein distance.
We leverage the PAC-Bayesian theory and a central observation that SW may be interpreted as an average risk.
- Score: 19.717598118374056
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: The Sliced-Wasserstein distance (SW) is a computationally efficient and
theoretically grounded alternative to the Wasserstein distance. Yet, the
literature on its statistical properties -- or, more accurately, its
generalization properties -- with respect to the distribution of slices, beyond
the uniform measure, is scarce. To bring new contributions to this line of
research, we leverage the PAC-Bayesian theory and a central observation that SW
may be interpreted as an average risk, the quantity PAC-Bayesian bounds have
been designed to characterize. We provide three types of results: i)
PAC-Bayesian generalization bounds that hold on what we refer as adaptive
Sliced-Wasserstein distances, i.e. SW defined with respect to arbitrary
distributions of slices (among which data-dependent distributions), ii) a
principled procedure to learn the distribution of slices that yields maximally
discriminative SW, by optimizing our theoretical bounds, and iii) empirical
illustrations of our theoretical findings.
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