Quantum entropic regularization of matrix-valued optimal transport

被引:19
作者
Peyre, Gabriel [1 ,2 ]
Chizat, Lenaic [3 ,4 ]
Vialard, Francois-Xavier [3 ,4 ]
Solomon, Justin [5 ,6 ]
机构
[1] Ecole Normale Super, CNRS, 45 Rue Ulm, F-75230 Paris 05, France
[2] Ecole Normale Super, DMA, 45 Rue Ulm, F-75230 Paris 05, France
[3] Univ Paris 09, CEREMADE, Pl Marechal de Lattre de Tassigny, F-75016 Paris, France
[4] INRIA Mokaplan, Pl Marechal de Lattre de Tassigny, F-75016 Paris, France
[5] MIT, EECS, 32 Vassar St,Room 32-D460, Cambridge, MA 02139 USA
[6] MIT, CSAIL, 32 Vassar St,Room 32-D460, Cambridge, MA 02139 USA
基金
欧洲研究理事会;
关键词
Optimal transport; tensor field; PSD matrices; quantum entropy; ALGORITHM; DISTANCE;
D O I
10.1017/S0956792517000274
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This article introduces a new notion of optimal transport (OT) between tensor fields, which are measures whose values are positive semidefinite (PSD) matrices. This "quantum" formulation of optimal transport (Q-OT) corresponds to a relaxed version of the classical Kantorovich transport problem, where the fidelity between the input PSD-valued measures is captured using the geometry of the Von-Neumann quantum entropy. We propose a quantum-entropic regularization of the resulting convex optimization problem, which can be solved efficiently using an iterative scaling algorithm. This method is a generalization of the celebrated Sinkhorn algorithm to the quantum setting of PSD matrices. We extend this formulation and the quantum Sinkhorn algorithm to compute barycentres within a collection of input tensor fields. We illustrate the usefulness of the proposed approach on applications to procedural noise generation, anisotropic meshing, diffusion tensor imaging and spectral texture synthesis.
引用
收藏
页码:1079 / 1102
页数:24
相关论文
共 59 条
[1]   BARYCENTERS IN THE WASSERSTEIN SPACE [J].
Agueh, Martial ;
Carlier, Guillaume .
SIAM JOURNAL ON MATHEMATICAL ANALYSIS, 2011, 43 (02) :904-924
[2]   IMPROVED INVERSE SCALING AND SQUARING ALGORITHMS FOR THE MATRIX LOGARITHM [J].
Al-Mohy, Awad H. ;
Higham, Nicholas J. .
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2012, 34 (04) :C153-C169
[3]   A NEW SCALING AND SQUARING ALGORITHM FOR THE MATRIX EXPONENTIAL [J].
Al-Mohy, Awad H. ;
Higham, Nicholas J. .
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 2009, 31 (03) :970-989
[4]   Anisotropic polygonal remeshing [J].
Alliez, P ;
Cohen-Steiner, D ;
Devillers, O ;
Lévy, B ;
Desbrun, M .
ACM TRANSACTIONS ON GRAPHICS, 2003, 22 (03) :485-493
[5]   ITERATIVE PROCEDURES FOR NONLINEAR INTEGRAL EQUATIONS [J].
ANDERSON, DG .
JOURNAL OF THE ACM, 1965, 12 (04) :547-&
[6]  
[Anonymous], PHYS BASED METHODS T
[7]  
[Anonymous], 150805216 ARXIV
[8]  
[Anonymous], 2016, ARXIV161006519
[9]  
[Anonymous], OPTIMAL ENTROPY TRAN
[10]  
[Anonymous], VARIATIONAL APPROACH