高斯测度间的最优传输与对齐

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Abstract:Optimal transport (OT) and Gromov-Wasserstein (GW) alignment provide interpretable geometric frameworks for comparing, transforming, and aggregating heterogeneous datasets---tasks ubiquitous in data science and machine learning. Because these frameworks are computationally expensive, large-scale applications often rely on closed-form solutions for Gaussian distributions under quadratic cost. This work provides a comprehensive treatment of Gaussian, quadratic cost OT and inner product GW (IGW) alignment, closing several gaps in the literature to broaden applicability. First, we treat the open problem of IGW alignment between uncentered Gaussians on separable Hilbert spaces by giving an exact variational characterization through a quadratic optimization over isometries and co-isometries (orthogonal matrices in finite dimensions), for which we derive tight analytic upper and lower bounds. If at least one Gaussian measure is centered, the solution reduces to a fully closed-form expression, which we further extend to an analytic solution for the IGW barycenter between centered Gaussians. We also present a reduction of Gaussian multimarginal OT with pairwise quadratic costs to a tractable optimization problem and prove that every second-order stationary point of this problem is globally optimal. To demonstrate utility, we compare embedding distributions of already-trained language-model distillations and cluster synthetic users using covariance spectra of their text embeddings.

Subjects:	Machine Learning (cs.LG); Probability (math.PR); Statistics Theory (math.ST)
Cite as:	arXiv:2512.03579 [cs.LG]
	(or arXiv:2512.03579v2 [cs.LG] for this version)
	https://doi.org/10.48550/arXiv.2512.03579 arXiv-issued DOI via DataCite

Submission history

From: Sanjit Dandapanthula [view email]
[v1] Wed, 3 Dec 2025 09:01:48 UTC (1,849 KB)
[v2] Tue, 6 Oct 2026 04:57:55 UTC (877 KB)