The Wasserstein Transform


Facundo Memoli, Zane Smith, Zhengchao Wan ;
Proceedings of the 36th International Conference on Machine Learning, PMLR 97:4496-4504, 2019.


We introduce the Wasserstein transform, a method for enhancing and denoising datasets defined on general metric spaces. The construction draws inspiration from Optimal Transportation ideas. We establish the stability of our method under data perturbation and, when the dataset is assumed to be Euclidean, we also exhibit a precise connection between the Wasserstein transform and the mean shift family of algorithms. We then use this connection to prove that mean shift also inherits stability under perturbations. We study the performance of the Wasserstein transform method on different datasets as a preprocessing step prior to clustering and classification tasks.

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