Gromov-Wasserstein Averaging of Kernel and Distance Matrices


Gabriel Peyré, Marco Cuturi, Justin Solomon ;
Proceedings of The 33rd International Conference on Machine Learning, PMLR 48:2664-2672, 2016.


This paper presents a new technique for computing the barycenter of a set of distance or kernel matrices. These matrices, which define the inter-relationships between points sampled from individual domains, are not required to have the same size or to be in row-by-row correspondence. We compare these matrices using the softassign criterion, which measures the minimum distortion induced by a probabilistic map from the rows of one similarity matrix to the rows of another; this criterion amounts to a regularized version of the Gromov-Wasserstein (GW) distance between metric-measure spaces. The barycenter is then defined as a Fréchet mean of the input matrices with respect to this criterion, minimizing a weighted sum of softassign values. We provide a fast iterative algorithm for the resulting nonconvex optimization problem, built upon state-of- the-art tools for regularized optimal transportation. We demonstrate its application to the computation of shape barycenters and to the prediction of energy levels from molecular configurations in quantum chemistry.

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