AISTATS 2022poster22 citations

Sobolev Transport: A Scalable Metric for Probability Measures with Graph Metrics

Tam Le, Truyen Nguyen, Dinh Phung, Viet Anh Nguyen

Abstract

Optimal transport (OT) is a popular measure to compare probability distributions. However, OT suffers a few drawbacks such as (i) a high complexity for computation, (ii) indefiniteness which limits its applicability to kernel machines. In this work, we consider probability measures supported on a graph metric space and propose a novel Sobolev transport metric. We show that the Sobolev transport metric yields a

BibTeX
@InProceedings{pmlr-v151-le22b,
  title = 	 { Sobolev Transport: A Scalable Metric for Probability Measures with Graph Metrics },
  author =       {Le, Tam and Nguyen, Truyen and Phung, Dinh and Anh Nguyen, Viet},
  booktitle = 	 {Proceedings of The 25th International Conference on Artificial Intelligence and Statistics},
  pages = 	 {9844--9868},
  year = 	 {2022},
  editor = 	 {Camps-Valls, Gustau and Ruiz, Francisco J. R. and Valera, Isabel},
  volume = 	 {151},
  series = 	 {Proceedings of Machine Learning Research},
  month = 	 {28--30 Mar},
  publisher =    {PMLR},
  pdf = 	 {https://proceedings.mlr.press/v151/le22b/le22b.pdf},
  url = 	 {https://proceedings.mlr.press/v151/le22b.html},
  abstract = 	 { Optimal transport (OT) is a popular measure to compare probability distributions. However, OT suffers a few drawbacks such as (i) a high complexity for computation, (ii) indefiniteness which limits its applicability to kernel machines. In this work, we consider probability measures supported on a graph metric space and propose a novel Sobolev transport metric. We show that the Sobolev transport metric yields a