Barycentric Weak Inner-Product Gromov-Wasserstein
- URL: http://arxiv.org/abs/2608.25145v1
- Date: Tue, 25 Aug 2026 20:53:18 GMT
- Title: Barycentric Weak Inner-Product Gromov-Wasserstein
- Abstract summary: Gromov-Wasserstein (GW) compares distributions through relations within each space.<n>We introduce a weak GW framework that compares source relations with relations between the target conditional laws induced by a coupling.<n>We show that wIGW searches for an intermediate target geometry that can be refined into the prescribed target law without changing conditional means.
- Score: 10.617854230082896
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Gromov-Wasserstein (GW) compares distributions through relations within each space. This pointwise comparison can be too sensitive in one-to-many settings, where several target outcomes refine one source state and their mean carries the geometry of interest. We introduce a weak GW framework that compares source relations with relations between the target conditional laws induced by a coupling. For inner-product relations, we retain the conditional means $m_π(x)=\mathbb{E}_π[Y\mid X=x]$. The resulting barycentric weak inner-product GW (wIGW) satisfies $\mathrm{wIGW}_{\mathrm{bar}}^2(μ,ν)=\inf_{η\preceq_{\mathrm{cx}}ν}\mathrm{IGW}^2(μ,η)$. Here $η\preceq_{\mathrm{cx}}ν$ means that $ν$ is a mean-preserving spread of $η$. Thus wIGW searches for an intermediate target geometry that can be refined into the prescribed target law without changing conditional means. Under finite second moments, minimizers exist and martingale gluing recovers an optimal coupling. With ridge regularization, moment duality gives an $A$-$B$ min-max problem whose inner step is weak optimal transport with a quadratic cost parameterized by $A$ and $B$; the outer problem optimizes these matrices. For finitely supported measures, we give an iterative algorithm. Under a quantitative ridge condition, the reduced problem is convex--concave, and the projected outer iteration satisfies an explicit contraction bound for inexact inner solves. Point cloud and graph feature refinement experiments illustrate how mean-preserving target refinements can have zero cost. A paired peripheral blood mononuclear cell (PBMC) multiome study evaluates atlas based cell type transfer through RNA/ATAC alignment in cell to cell and prototype to cell settings, with the prototype to cell setting representing the one-to-many case.
Related papers
- A Nuclear-Norm Lower Bound for Dithered Scalar Quantization of Matrix Products [0.14680035572775532]
We consider the problem of minimizing error in quantized matrix multiplication $C=AB$.<n>We optimize over product-preserving transformations that alter the factor ranges and grid steps without changing $C$.<n>For power-of-two $K$, conditional expectations deterministically select the Hadamard signs in $O((m+n))$ exact-real operations.
arXiv Detail & Related papers (2026-09-04T18:22:01Z) - Is Spurious Correlation Removal Always Learnable? [56.28155520961125]
Invariant learning can fail even when the structure is statistically identifiable.<n>We show a conditional computational barrier: under a black-box samplable supervised sparse recovery primitive, there exist emphamplable multi-dimensional environments.<n>Synthetic and real datasets illustrate the predicted gaps and transitions and motivate simple diversity diagnostics.
arXiv Detail & Related papers (2026-06-11T05:49:43Z) - Sequential Minimal Optimization for $\varepsilon$-SVR with MAPE Loss and Sample-Dependent Box Constraints [0.0]
We derive a Sequential Minimal Optimization (SMO) algorithm for the quadratic dual problem arising from $varepsilon$-SVRciteVapnik1995, Drucker1997, Smola2004 modified to minimize the Mean Absolute Percentage Error (MAPE)citeMakridakis1993, Hyndman2006.<n>An implementation is available in the open-source textttpsvr R packageciteBenavidesHerrera2026Rpsvr.
arXiv Detail & Related papers (2026-05-02T13:51:46Z) - Convergence Rate of a Functional Learning Method for Contextual Stochastic Optimization [0.6015898117103067]
We analyze a simultaneous learning-and-optimization algorithm that jointly estimates the conditional expectation and optimize the outer objective.<n>We establish that the method achieves a convergence rate of order $mathcalObig (1/sqrtNbig)$, where $N$ denotes the number of observed pairs.
arXiv Detail & Related papers (2026-03-13T14:53:35Z) - Near-Optimal Clustering in Mixture of Markov Chains [74.3828414695655]
We study the problem of clustering $T$ trajectories of length $H$, each generated by one of $K$ unknown ergodic Markov chains over a finite state space of size $S$.<n>We derive an instance-dependent, high-probability lower bound on the clustering error rate, governed by the weighted KL divergence between the transition kernels of the chains.<n>We then present a novel two-stage clustering algorithm.
arXiv Detail & Related papers (2025-06-02T05:10:40Z) - A Proximal Modified Quasi-Newton Method for Nonsmooth Regularized Optimization [0.7373617024876725]
Lipschitz-of-$nabla f$.
$mathcalS_k|p$.
$mathcalS_k|p$.
$nabla f$.
$mathcalS_k|p$.
arXiv Detail & Related papers (2024-09-28T18:16:32Z) - Semidefinite programming relaxations and debiasing for MAXCUT-based clustering [1.9761774213809036]
We consider the problem of partitioning a small data sample of size $n$ drawn from a mixture of 2 sub-gaussian distributions in $mathbbRp$.<n>We use semidefinite programming relaxations of an integer quadratic program that is formulated as finding the maximum cut on a graph.
arXiv Detail & Related papers (2024-01-16T03:14:24Z) - The Sample Complexity Of ERMs In Stochastic Convex Optimization [13.896417716930687]
We show that in fact $tildeO(fracdepsilon+frac1epsilon2)$ data points are also sufficient.
We further generalize the result and show that a similar upper bound holds for all convex bodies.
arXiv Detail & Related papers (2023-11-09T14:29:25Z) - A Unified Framework for Uniform Signal Recovery in Nonlinear Generative
Compressed Sensing [68.80803866919123]
Under nonlinear measurements, most prior results are non-uniform, i.e., they hold with high probability for a fixed $mathbfx*$ rather than for all $mathbfx*$ simultaneously.
Our framework accommodates GCS with 1-bit/uniformly quantized observations and single index models as canonical examples.
We also develop a concentration inequality that produces tighter bounds for product processes whose index sets have low metric entropy.
arXiv Detail & Related papers (2023-09-25T17:54:19Z) - Oblivious Stochastic Composite Optimization [47.48197617884748]
We show that our algorithms converge without any prior knowledge on the parameters of the problem.<n>All three algorithms work without prior knowledge of the diameter of the feasible set, the Lipschitz constant or smoothness of the objective function.<n>We extend our framework to relative scale and demonstrate the efficiency and robustness of our methods on large-scale semidefinite programs.
arXiv Detail & Related papers (2023-06-30T08:34:29Z) - Near-optimal fitting of ellipsoids to random points [68.12685213894112]
A basic problem of fitting an ellipsoid to random points has connections to low-rank matrix decompositions, independent component analysis, and principal component analysis.
We resolve this conjecture up to logarithmic factors by constructing a fitting ellipsoid for some $n = Omega(, d2/mathrmpolylog(d),)$.
Our proof demonstrates feasibility of the least squares construction of Saunderson et al. using a convenient decomposition of a certain non-standard random matrix.
arXiv Detail & Related papers (2022-08-19T18:00:34Z) - A Law of Robustness beyond Isoperimetry [84.33752026418045]
We prove a Lipschitzness lower bound $Omega(sqrtn/p)$ of robustness of interpolating neural network parameters on arbitrary distributions.
We then show the potential benefit of overparametrization for smooth data when $n=mathrmpoly(d)$.
We disprove the potential existence of an $O(1)$-Lipschitz robust interpolating function when $n=exp(omega(d))$.
arXiv Detail & Related papers (2022-02-23T16:10:23Z) - The Complexity of Dynamic Least-Squares Regression [11.815510373329337]
complexity of dynamic least-squares regression.
Goal is to maintain an $epsilon-approximate solution to $min_mathbfx(t)| mathbfA(t) mathbfb(t) |$ for all $tin.
arXiv Detail & Related papers (2022-01-01T18:36:17Z) - Optimal Robust Linear Regression in Nearly Linear Time [97.11565882347772]
We study the problem of high-dimensional robust linear regression where a learner is given access to $n$ samples from the generative model $Y = langle X,w* rangle + epsilon$
We propose estimators for this problem under two settings: (i) $X$ is L4-L2 hypercontractive, $mathbbE [XXtop]$ has bounded condition number and $epsilon$ has bounded variance and (ii) $X$ is sub-Gaussian with identity second moment and $epsilon$ is
arXiv Detail & Related papers (2020-07-16T06:44:44Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.