Efficient Sliced Wasserstein Distance Computation via Adaptive Bayesian Optimization
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Abstract (arXiv)
The sliced Wasserstein distance (SW) reduces optimal transport on ℝd to a sum of one-dimensional projections, and thanks to this efficiency, it is widely used in geometry, generative modeling, and registration tasks. Recent work shows that quasi-Monte Carlo constructions for computing SW (QSW) yield direction sets with excellent approximation error. This paper presents an alternate, novel approach: learning directions with Bayesian optimization (BO), particularly in settings where SW appears inside an optimization loop (e.g., gradient flows). We introduce a family of drop-in selectors for projection directions: BOSW, a one-shot BO scheme on the unit sphere; RBOSW, a periodic-refresh variant; ABOSW, an adaptive hybrid that seeds from competitive QSW sets and performs a few lightweight BO refinements; and ARBOSW, a restarted hybrid that periodically relearns directions during optimization. Our BO approaches can be composed with QSW and its variants (demonstrated by ABOSW/ARBOSW) and require no changes to downstream losses or gradients. We provide numerical experiments where our methods achieve state-of-the-art performance, and on the experimental suite of the original QSW paper, we find that ABOSW and ARBOSW can achieve convergence comparable to the best QSW variants with modest runtime overhead.
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References · 29
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17 more
- 2019Convergence Guarantees for Adaptive Bayesian Quadrature Methodscited by 22
- 2023Quasi-Monte Carlo for 3D Sliced Wassersteincited by 22
- 2015Frank-Wolfe Bayesian Quadrature: Probabilistic Integration with Theoretical Guaranteescited by 20
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