Needham, Tom
Fused Gromov-Wasserstein Variance Decomposition with Linear Optimal Transport
Wilson, Michael, Needham, Tom, Srivastava, Anuj
Wasserstein distances form a family of metrics on spaces of probability measures that have recently seen many applications. However, statistical analysis in these spaces is complex due to the nonlinearity of Wasserstein spaces. One potential solution to this problem is Linear Optimal Transport (LOT). This method allows one to find a Euclidean embedding, called LOT embedding, of measures in some Wasserstein spaces, but some information is lost in this embedding. So, to understand whether statistical analysis relying on LOT embeddings can make valid inferences about original data, it is helpful to quantify how well these embeddings describe that data. To answer this question, we present a decomposition of the Fr\'echet variance of a set of measures in the 2-Wasserstein space, which allows one to compute the percentage of variance explained by LOT embeddings of those measures. We then extend this decomposition to the Fused Gromov-Wasserstein setting. We also present several experiments that explore the relationship between the dimension of the LOT embedding, the percentage of variance explained by the embedding, and the classification accuracy of machine learning classifiers built on the embedded data. We use the MNIST handwritten digits dataset, IMDB-50000 dataset, and Diffusion Tensor MRI images for these experiments. Our results illustrate the effectiveness of low dimensional LOT embeddings in terms of the percentage of variance explained and the classification accuracy of models built on the embedded data.
Metric properties of partial and robust Gromov-Wasserstein distances
Chhoa, Jannatul, Ivanitskiy, Michael, Jiang, Fushuai, Li, Shiying, McBride, Daniel, Needham, Tom, O'Hare, Kaiying
The Gromov-Wasserstein (GW) distances define a family of metrics, based on ideas from optimal transport, which enable comparisons between probability measures defined on distinct metric spaces. They are particularly useful in areas such as network analysis and geometry processing, as computation of a GW distance involves solving for registration between the objects which minimizes geometric distortion. Although GW distances have proven useful for various applications in the recent machine learning literature, it has been observed that they are inherently sensitive to outlier noise and cannot accommodate partial matching. This has been addressed by various constructions building on the GW framework; in this article, we focus specifically on a natural relaxation of the GW optimization problem, introduced by Chapel et al., which is aimed at addressing exactly these shortcomings. Our goal is to understand the theoretical properties of this relaxed optimization problem, from the viewpoint of metric geometry. While the relaxed problem fails to induce a metric, we derive precise characterizations of how it fails the axioms of non-degeneracy and triangle inequality. These observations lead us to define a novel family of distances, whose construction is inspired by the Prokhorov and Ky Fan distances, as well as by the recent work of Raghvendra et al.\ on robust versions of classical Wasserstein distance. We show that our new distances define true metrics, that they induce the same topology as the GW distances, and that they enjoy additional robustness to perturbations. These results provide a mathematically rigorous basis for using our robust partial GW distances in applications where outliers and partial matching are concerns.
Generalized Spectral Clustering via Gromov-Wasserstein Learning
Chowdhury, Samir, Needham, Tom
We establish a bridge between spectral clustering and Gromov-Wasserstein Learning (GWL), a recent optimal transport-based approach to graph partitioning. This connection both explains and improves upon the state-of-the-art performance of GWL. The Gromov-Wasserstein framework provides probabilistic correspondences between nodes of source and target graphs via a quadratic programming relaxation of the node matching problem. Our results utilize and connect the observations that the GW geometric structure remains valid for any rank-2 tensor, in particular the adjacency, distance, and various kernel matrices on graphs, and that the heat kernel outperforms the adjacency matrix in producing stable and informative node correspondences. Using the heat kernel in the GWL framework provides new multiscale graph comparisons without compromising theoretical guarantees, while immediately yielding improved empirical results. A key insight of the GWL framework toward graph partitioning was to compute GW correspondences from a source graph to a template graph with isolated, self-connected nodes. We show that when comparing against a two-node template graph using the heat kernel at the infinite time limit, the resulting partition agrees with the partition produced by the Fiedler vector. This in turn yields a new insight into the $k$-cut graph partitioning problem through the lens of optimal transport. Our experiments on a range of real-world networks achieve comparable results to, and in many cases outperform, the state-of-the-art achieved by GWL.