We study the Sobolev IPM problem for probability measures supported on a graph metric space, where critic function is constrained to lie within the unit ball defined by Sobolev norm. Sobolev IPM is intrinsically coupled with Lp geometric structure within its definition, limiting its ability to incorporate other prior geometry beyond the Lp paradigm. Conversely, the classic optimal transport is flexible, easy to adapt to various geometric structures by simply changing its ground cost. An important example is Orlicz-Wasserstein (OW) which utilizes Orlicz geometric structure to generalize the Lp within the standard p-order Wasserstein, and remarkably play a vital role to advance machine learning methodologies. Inspired by recent advantages of OW, in this work, we leverage a specific class of convex functions for Orlicz geometry to mitigate such limitation for Sobolev IPM, and propose the generalized Sobolev IPM (GSI). Our GSI approach encompasses Sobolev IPM as a special case while accommodating diverse geometric priors beyond Lp. It however brings up significant computational hurdles that compound those already notoriously inherent in Sobolev IPM. To address these challenges, we theoretically establish a novel connection between Orlicz-Sobolev norm and Musielak norm which facilitates a novel efficient regularization for GSI. By further exploiting the underlying graph structure, we show that the regularized GSI reduces to a simple univariate optimization problem, achieving notably computational efficiency, enabling its usage in practical applications. We empirically illustrate that the regularized GSI is several-order faster than the popular OW in computation, and its performances compare favorably to other transport baselines for comparing graph-based measures in document classification and topological data analysis.
Figures & tables
Figure 1: Time consumption on GLog .
Figure 2: SVM results and time consumption for kernel matrices with graph GLog . For each dataset, the numbers in the parenthesis are the number of classes; the number of documents; and the maximum number of unique words for each document respectively.
Figure 3: SVM results and time consumption for kernel matrices with graph GLog . For each dataset, the numbers in the parenthesis are respectively the number of PD; and the maximum number of points in PD.
Appendix figures & tables17 assets
Supplementary material from the paper’s appendix.
Appendix
Datasets
The number of pairs
TWITTER
4394432
RECIPE
8687560
CLASSIC
22890777
AMAZON
29117200
Orbit
11373250
MPEG7
18130
Appendix
Table 1: The number of pairs of probability measures on datasets for kernelized SVM.
Figure 4: Time consumption for GSI-M and OW on GSqrt with 1K nodes and about 32K edges.
Figure 5: Time consumption for GSI-M, GST and OW on GLog with 1K nodes and about 7K edges.
Figure 6: Time consumption for GSI-M, GST and OW on GSqrt with 1K nodes and about 32K edges.
Figure 7: SVM results and time consumption for kernel matrices with graph GSqrt .
Figure 8: SVM results and time consumption for kernel matrices with graph GSqrt .
Φ0
Φ1
Φ2
Φ3
GLog (10K, 100K)
70.55±0.41
72.68±0.58
71.85±0.61
71.78±0.61
GSqrt (10K, 1M)
70.78±0.47
72.45±0.46
72.15±0.46
71.86±0.50
GLog (1K, 7K)
70.84±0.38
72.52±0.36
72.35±0.34
72.03±0.40
GSqrt (1K, 32K)
70.99±0.50
72.25±0.42
72.57±0.48
72.05±0.44
GLog (100, 500)
70.05±0.33
71.92±0.44
71.36±0.42
71.22±0.26
GSqrt (100, 1K)
69.81±0.45
71.71±0.30
71.29±0.43
70.96±0.43
Appendix
Table 2: Ablation study on different graphs and different N -functions for document classification on TWITTER dataset.
Φ0
Φ1
Φ2
Φ3
GLog (1K, 7K)
61.50±5.41
75.00±4.16
78.33±5.49
72.67±4.66
GSqrt (1K, 32K)
65.17±4.54
81.67±6.25
81.67±4.78
79.33±6.58
GLog (100, 500)
68.17±5.00
76.67±4.29
75.67±5.44
74.17±5.24
GSqrt (100, 1K)
72.17±5.67
78.33±6.15
77.67±6.35
76.33±5.33
Appendix
Table 3: Ablation study on different graphs and different N -functions for TDA on MPEG7 dataset.
Φ1
Φ2
GLog
72.42±0.41
71.53±0.44
GSqrt
72.31±0.28
72.04±0.25
Appendix
Table 4: Ablation study on different root nodes for document classification on TWITTER dataset.
Φ1
Φ2
GLog
74.50±1.39
77.23±2.02
GSqrt
79.92±2.65
80.03±2.61
Appendix
Table 5: Ablation study on different root nodes for TDA on MPEG7 dataset.
Φ1
Φ2
No perturbation
72.68±0.58
71.85±0.61
With perturbation
72.14±0.46
71.42±0.39
Appendix
Table 6: Ablation study on graph GLog with a minor perturbation of its edge weights for document classification on TWITTER dataset.
Φ1
Φ2
No perturbation
72.45±0.46
72.15±0.46
With perturbation
71.95±0.44
71.87±0.48
Appendix
Table 7: Ablation study on graph GSqrt with a minor perturbation of its edge weights for document classification on TWITTER dataset.
Φ1
Φ2
No perturbation
75.00±4.16
78.33±5.49
With perturbation
73.33±4.67
76.17±3.93
Appendix
Table 8: Ablation study on graph GLog with a minor perturbation of its edge weights for TDA on MPEG7 dataset.
Φ1
Φ2
No perturbation
81.67±6.25
81.67±4.78
With perturbation
81.33±6.31
81.17±6.06
Appendix
Table 9: Ablation study on graph GSqrt with a minor perturbation of its edge weights for TDA on MPEG7 dataset.
Φ1
Φ2
GLog
0.019±0.011
0.026±0.015
GSqrt
0.004±0.002
0.005±0.002
Appendix
Table 10: The empirical gap between GSI-M and GST.
Φ1
Φ2
GLog
293.06±19.43
403.47±26.75
GSqrt
165.45±28.88
227.79±39.75
Appendix
Table 11: The empirical gap between GSI-M and OW.
Figure 9: A geodetic graph with 10 nodes {x1,x2,…,x10} and 15 edges {e1,e2,…,e15} , and each edge length equals to 1 , i.e., wej=1,∀j . For any xi,xj , there is a unique shortest path between them, with a length 2 . Therefore, it satisfies the uniqueness property of the shortest paths. Let x1 be the unique-path root node (i.e., z0=x1 ), and subgraph G containing 3 nodes {x2,x3,x7} and 2 edges {e2,e7} , then we have Λ(x2)=γ(e1)=G .