论文标题
切成薄片的瓦斯坦内核分配回归
Distribution Regression with Sliced Wasserstein Kernels
论文作者
论文摘要
在概率空间或分配回归方面的学习功能的问题正在对机器学习社区产生重大兴趣。此问题背后的一个关键挑战是确定捕获基础功能映射的所有相关属性的合适表示形式。内核平均嵌入式提供了一种原则性的分布回归方法,该方法在概率水平下提高了内核引起的输入域的相似性。该策略有效地解决了问题的两阶段抽样性质,从而使人们能够得出具有强大统计保证的估计器,例如普遍的一致性和过度的风险界限。但是,内核平均值嵌入在最大平均差异(MMD)上隐含地铰接,这是概率的度量,可能无法捕获分布之间的关键几何关系。相反,最佳运输(OT)指标可能更具吸引力。在这项工作中,我们提出了一个基于OT的分布回归估计器。我们建立在切成薄片的Wasserstein距离上,以获得基于OT的表示。我们根据这种表示,研究内核脊回归估计值的理论特性,为此我们证明了普遍的一致性和过度的风险界限。初步实验通过显示提出方法的有效性并将其与基于MMD的估计器进行比较,以补充我们的理论发现。
The problem of learning functions over spaces of probabilities - or distribution regression - is gaining significant interest in the machine learning community. A key challenge behind this problem is to identify a suitable representation capturing all relevant properties of the underlying functional mapping. A principled approach to distribution regression is provided by kernel mean embeddings, which lifts kernel-induced similarity on the input domain at the probability level. This strategy effectively tackles the two-stage sampling nature of the problem, enabling one to derive estimators with strong statistical guarantees, such as universal consistency and excess risk bounds. However, kernel mean embeddings implicitly hinge on the maximum mean discrepancy (MMD), a metric on probabilities, which may fail to capture key geometrical relations between distributions. In contrast, optimal transport (OT) metrics, are potentially more appealing. In this work, we propose an OT-based estimator for distribution regression. We build on the Sliced Wasserstein distance to obtain an OT-based representation. We study the theoretical properties of a kernel ridge regression estimator based on such representation, for which we prove universal consistency and excess risk bounds. Preliminary experiments complement our theoretical findings by showing the effectiveness of the proposed approach and compare it with MMD-based estimators.