On Barycenter Computation: Analyzing Semi-Unbalanced Optimal Transport-based Method on Bures-Wasserstein manifold.

Ngoc-Hai Nguyen, Le Quang Dung, Hoang-Phi Nguyen, Tung Pham, Nhat Ho

Abstract: We explore a robust version of the barycenter problem among $n$ centered Gaussian probability measures, termed Semi-Unbalanced Optimal Transport (SUOT)-based Barycenter, wherein the barycenter remains fixed while the others are relaxed using Kullback-Leibler divergence. We develop optimization algorithms on Bures-Wasserstein manifold, named the Exact Geodesic Gradient Descent and Hybrid Gradient Descent algorithms. While the Exact Geodesic Gradient Descent method is based on computing the exact closed form of the first-order derivative of the objective function of the barycenter along a geodesic on the Bures manifold, the Hybrid Gradient Descent method utilizes optimizer components when solving the SUOT problem to replace contaminated measures before applying the Riemannian Gradient Descent. We establish the theoretical convergence guarantees for both methods and demonstrate that the Exact Geodesic Gradient Descent algorithm attains a dimension-free convergence rate. This is a novel theoretical result for Riemannian Gradient Descent applicable to an expanded class of averaging functions.

Submission Number: 521