Organizations: College of Connected Computing, Vanderbilt University · Toyota Motor North America, InfoTech Labs · Department of Computer Science, University of California, Davis · Department of Mathematics, Purdue University · Department of Mathematics, Florida State University
Many modern learning problems require comparing probability distributions whose individual observations are themselves probability measures, naturally giving rise to meta-measures in P(P(Ω)). However, optimal transport distances on this space can be prohibitively expensive to evaluate. We introduce the vertical sliced Wasserstein (VSW) distance, a scalable metric on P(P(Ω)). Rather than slicing along the transport geometry of P(Ω), VSW projects each inner measure using continuous test functions and compares the resulting one-dimensional distributions with one-dimensional Wasserstein distance. We prove that VSW is a valid metric on P(P(Ω)), metrizes weak convergence, and admits dimension-independent statistical convergence guarantees. Empirically, VSW provides high accuracy and efficiency compared with existing distances for meta-measures. We further derive a practical particle gradient for the empirical VSW22 objective and demonstrate its use for gradient-based transport of meta-measures. VSW provides a simple and scalable alternative for comparing and optimizing distributions of distributions.
Figures & tables
Figure 1: Statistical complexity analysis for empirical meta-measures X,Y . Setup in Appendix F . The outer law has three atoms, so the N−1/2 reference for VSW22 corresponds to the atomic-outer rate (Remark C.2 ). Left: distance error against a 105 -slice reference. Right: X,Y share component labels to isolate inner sampling error.
Figure 2: Pearson and Spearman correlations with exact OTDD versus the number of slices, computed over 30 pairs per dataset. Both sub-datasets in a pair are drawn from the same training set and have equal size ( 5,000 – 10,000 samples); sizes vary across pairs.
Figure 3: Runtime (s) vs the dataset size (each of 2 sets). VSW remains fastest among all methods.
OT-NNA
WoW
DSW
VSW (Ours)
runtime (s)
6077.65†
3094.22†
0.0709±0.00017
0.0125±0.00003
Table 1: Wall-clock time of a single distance evaluation between the 662 ground-truth ShapeNet chairs and 662 generated samples ( 2048 points per cloud). † denotes a single run.
Figure 4: Point cloud comparison metric trends.
Figure 5: Comparing image distributions via patch distributions. VSW remains the fastest method, while achieving the same trend as baselines.
Figure 6: Particle optimization toward fixed ImageNet targets in pixel space (Left) , and in a 2D PCA projection of CLIP ViT-L/14 embeddings (Right) .
Figure 7: Parametric generation on Checkerboard and 8-Gaussians datasets.
Distance
2D Shapes
Animals
FAUST-500
FAUST-1000
MNIST-2000
Acc. (%)
Time (ms)
Acc. (%)
Time (ms)
Acc. (%)
Time (ms)
Acc. (%)
Time (ms)
Acc. (%)
Time (ms)
VSW
97.7±2.6
0.35
99.0±1.3
0.34
39.0±5.5
2.80
41.2±6.0
3.76
96.5±3.4
7.48
SQW
99.4±1.2
0.93
99.3±1.0
0.95
37.5±5.5
6.51
40.8±6.0
10.15
86.0±4.3
18.46
TLB
100.0±0.2
0.91
100.0±0.0
0.97
36.7±5.6
40.96
40.2±6.0
163.06
95.5±3.3
653.84
STLB
98.5±2.0
0.99
99.0±1.3
1.00
35.2±5.5
10.01
38.4±5.9
10.65
82.2±3.8
18.36
AE
99.7±0.8
0.13
97.9±1.8
0.13
37.5±5.7
2.63
42.0±5.9
4.46
93.2±4.0
19.79
Table 2: Shape classification with KNN (Acc., ↑ ) and runtime per distance computation (Time).
Appendix figures & tables1 asset
Supplementary material from the paper’s appendix.
Appendix
Method
Correlation with OTDD ( ↑ )
Time per evaluation (ms, ↓ )
Pearson
Spearman
5 – 10 k
104
6×104
Matched slicing budget L=S=103
VSW, R=8
0.6030±0.0548
0.6015±0.0695
3.4
3.2
12.8
VSW, R=16
0.7931±0.0362
0.7750±0.0519
3.6
3.8
17.7
VSW, R=32
0.7698±0.0393
0.7623±0.0653
4.6
4.8
25.3
VSW, R=64
0.8044±0.0164
0.8174±0.0309
5.6
6.5
36.4
Appendix
Table 3: Ablation on the number of random Fourier features R on FashionMNIST, at the two matched slicing budgets L=S=103 (top) and L=S=104 (bottom). Each entry is the mean ± standard deviation over 5 independent draws of the features and slices. Times are per distance evaluation: on the 30 pairs at their own sizes, at a fixed size of 104 , and on the full training set of 6×104 .
Laboratoire de Mathématiques d’Orsay, Université Paris-Saclay Gif-sur-Yvette, France · Centre de recherche en économie et statistique, ENSAE Palaiseau, France