Efficient Algorithms for Computing a Partial -Wasserstein Barycenter in Metric Spaces
Abstract
Given a collection of probability distributions over a total of points in a space equipped with a pairwise distance function , the task of computing an average probability distribution with respect to the optimal transport cost is known in the literature as the *Wasserstein barycenter problem*. However, like OT plans, Wasserstein barycenters are also sensitive to the presence of outliers in each distribution. The *-partial Wasserstein barycenter problem* for , which addresses this issue, asks to compute a measure of mass for which the average unbalanced OT cost from the input distributions to this measure is minimized. In this paper, we design provably efficient approximation algorithms for the -partial Wasserstein barycenter problem. Our first algorithm computes an approximate fixed-support -partial Wasserstein barycenter in arbitrary spaces in roughly time, where is the size of the fixed support and is a small approximation error in the mass. The second algorithm improves the run time in the free-support setting for metric spaces by a factor of at the expense of an additional approximation error in the cost of the OT plans. We additionally prove that an exact solution to the -partial Wasserstein barycenter problem can be computed in roughly time.
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