In many machine learning applications, it is necessary to meaningfully aggregate, through alignment, different but related datasets. Optimal transport (OT)-based approaches pose alignment as a divergence minimization problem: the aim is to transform a source dataset to match a target dataset using the Wasserstein distance as a divergence measure. We introduce a hierarchical formulation of OT which leverages clustered structure in data to improve alignment in noisy, ambiguous, or multimodal settings. To solve this numerically, we propose a distributed ADMM algorithm that also exploits the Sinkhorn distance, thus it has an efficient computational complexity that scales quadratically with the size of the largest cluster. When the transformation between two datasets is unitary, we provide performance guarantees that describe when and how well aligned cluster correspondences can be recovered with our formulation, as well as provide worst-case dataset geometry for such a strategy. We apply this method to synthetic datasets that model data as mixtures of low-rank Gaussians and study the impact that different geometric properties of the data have on alignment. Next, we applied our approach to a neural decoding application where the goal is to predict movement directions and instantaneous velocities from populations of neurons in the macaque primary motor cortex. Our results demonstrate that when clustered structure exists in datasets, and is consistent across trials or time points, a hierarchical alignment strategy that leverages such structure can provide significant improvements in cross-domain alignment.

该研究提出了一个基于最优传输与聚类结构相结合的层级对齐方法，同时采用ADMM算法和Sinkhorn距离来提高噪声、模糊或多峰数据的对齐精度，并在合成数据和神经信号解码中进行了应用，表明该方法对于具有一致聚类结构的数据集在跨领域对齐方面具有显著的性能改进作用。

多模态分布对齐的分层最优输运