Towards Universal Wasserstein Barycenters through Flow Matching

Defining a weighted mean over probability measures under probability metrics is a central tool in probabilistic machine learning. Under the Wasserstein metric, these are called Wasserstein barycenters. While most approaches compute barycenters for a fixed weight vector, approximating the whole family of barycenters over the simplex, which we call the Wasserstein simplex, remains underexplored. We refer to this problem as Universal Barycenter Approximation, and propose textttBaryFM, a flow matching model transporting the marginal measures into any barycenter in the Wasserstein simplex. Once trained, the network can draw samples from measures in the Wasserstein simplex through an ordinary differential equation. We validate our method on 4 downstream tasks: domain adaptation, generalization, Bayesian posterior aggregation and algorithmic fairness. textttBaryFM achieves the best average rank among 15 competing methods across 10 domain adaptation benchmarks, matching or surpassing non-universal solvers.