Fréchet Regression on the Bures-Wasserstein Manifold

• URL: http://arxiv.org/abs/2604.03566v1
• Date: Sat, 04 Apr 2026 03:20:19 GMT
• Title: Fréchet Regression on the Bures-Wasserstein Manifold
• Abstract summary: Fréchet regression, or conditional Barycenters, is a flexible framework for modeling relationships between co- variables on general metric spaces.<n>In this paper, we provide an algorithm for the conditional barycenter problem that characterizes the regression range of the metric space.<n>We also provide an off-the-shelf method for the use of the algorithms for large-scale setups.
• Score: 2.3204178451683264
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: Fréchet regression, or conditional Barycenters, is a flexible framework for modeling relationships between covariates (usually Euclidean) and response variables on general metric spaces, e.g., probability distributions or positive definite matrices. However, in contrast to classical barycenter problems, computing conditional counterparts in many non-Euclidean spaces remains an open challenge, as they yield non-convex optimization problems with an affine structure. In this work, we study the existence and computation of conditional barycenters, specifically in the space of positive-definite matrices with the Bures-Wasserstein metric. We provide a sufficient condition for the existence of a minimizer of the conditional barycenter problem that characterizes the regression range of extrapolation. Moreover, we further characterize the optimization landscape, proving that under this condition, the objective is free of local maxima. Additionally, we develop a projection-free and provably correct algorithm for the approximate computation of first-order stationary points. Finally, we provide a stochastic reformulation that enables the use of off-the-shelf stochastic Riemannian optimization methods for large-scale setups. Numerical experiments validate the performance of the proposed methods on regression problems of real-world biological networks and on large-scale synthetic Diffusion Tensor Imaging problems.

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