Gromov-Wasserstein Alignment: Statistical and Computational Advancements via Duality
Date: Thu, Feb 8, 2024
Location: PIMS, University of Washington, Zoom, Online
Conference: Kantorovich Initiative Seminar
Subject: Mathematics
Class: Scientific
CRG: Pacific Interdisciplinary Hub on Optimal Transport
Abstract:
The Gromov-Wasserstein (GW) distance quantifies dissimilarity between metric measure (mm) spaces and provides a natural alignment between them. As such, it serves as a figure of merit for applications involving alignment of heterogeneous datasets, including object matching, single-cell genomics, and matching language models. While various heuristic methods for approximately evaluating the GW distance from data have been developed, formal guarantees for such approaches—both statistical and computational—remained elusive. This work closes these gaps for the quadratic GW distance between Euclidean mm spaces of different dimensions. At the core of our proofs is a novel dual representation of the GW problem as an infimum of certain optimal transportation problems. The dual form enables deriving, for the first time, sharp empirical convergence rates for the GW distance by providing matching upper and lower bounds. For computational tractability, we consider the entropically regularized GW distance. We derive bounds on the entropic approximation gap, establish sufficient conditions for convexity of the objective, and devise efficient algorithms with global convergence guarantees. These advancements facilitate principled estimation and inference methods for GW alignment problems, that are efficiently computable via the said algorithms.