BriefGPT.xyz
Jan, 2019
子空间鲁棒瓦热斯坦距离
Subspace Robust Wasserstein distances
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François-Pierre Paty, Marco Cuturi
TL;DR
本文针对高维离散量之间的 Wasserstein 距离提出了具有鲁棒性的“Max-Min”方案,通过将量投影到一个较低维的子空间来最大化它们之间的距离。此外,我们提出了一种基于熵正则化的算法来解决相关问题,并在实验中显示了其优越性。
Abstract
Making sense of
wasserstein distances
between discrete measures in high-dimensional settings remains a challenge. Recent work has advocated a two-step approach to improve robustness and facilitate the computation of
opt
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