论文标题

部分可观测时空混沌系统的无模型预测

Fully Probabilistic Design for Optimal Transport

论文作者

Y., Sarah Boufelja, Quinn, Anthony, Corless, Martin, Shorten, Robert

论文摘要

本文的目的是使用完全概率设计(FPD)的术语和技术引入最佳运输(OT)的新理论框架。最佳运输是比较概率度量的规范方法,并已成功应用于广泛的区域(Computer Vision Rubner等人[2004],Computer Graphics Solomon等人[2015],自然语言处理Kusner等[2015]等)。但是,我们认为当前的OT框架遭受了两个缺点:首先,很难在OT问题中引起通用的约束和概率知识。其次,当前的形式主义并未解决边缘人的不确定性问题,因此缺乏设计强大解决方案的机制。通过将OT问题视为具有边际约束的概率密度函数的最佳设计,我们证明了OT是更通用的FPD框架的实例。在这种新环境中,我们可以为OT框架提供处理概率约束并得出不确定性量化符的必要机制,从而建立一个新的扩展框架,称为FPD-OT。本文我们的主要贡献是建立OT和FPD之间的联系,为两者提供新的理论见解。这将为FPD-OT在随后的工作中的应用,特别是处理更复杂的知识限制以及在不确定的边际上设计强大的解决方案方面的基础。

The goal of this paper is to introduce a new theoretical framework for Optimal Transport (OT), using the terminology and techniques of Fully Probabilistic Design (FPD). Optimal Transport is the canonical method for comparing probability measures and has been successfully applied in a wide range of areas (computer vision Rubner et al. [2004], computer graphics Solomon et al. [2015], natural language processing Kusner et al. [2015], etc.). However, we argue that the current OT framework suffers from two shortcomings: first, it is hard to induce generic constraints and probabilistic knowledge in the OT problem; second, the current formalism does not address the question of uncertainty in the marginals, lacking therefore the mechanisms to design robust solutions. By viewing the OT problem as the optimal design of a probability density function with marginal constraints, we prove that OT is an instance of the more generic FPD framework. In this new setting, we can furnish the OT framework with the necessary mechanisms for processing probabilistic constraints and deriving uncertainty quantifiers, hence establishing a new extended framework, called FPD-OT. Our main contribution in this paper is to establish the connection between OT and FPD, providing new theoretical insights for both. This will lay the foundations for the application of FPD-OT in a subsequent work, notably in processing more sophisticated knowledge constraints, as well as in designing robust solutions in the case of uncertain marginals.

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