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为高维学习扩展最优传输

Scaling Optimal Transport for High dimensional Learning
课程网址: http://videolectures.net/8ecm2021_peyre_scaling_transport/  
主讲教师: Gabriel Peyré
开课单位: 国家科学研究中心 (CNRS)
开课时间: 2021-07-06
课程语种: 英语
中文简介:
最佳运输(OT)最近引起了机器学习的极大兴趣。 它是一种以几何忠实方式比较概率分布的自然工具。 它在监督学习(使用几何损失函数)和无监督学习(执行生成模型拟合)中都有应用。 然而,OT 受到维度灾难的困扰,因为它可能需要大量样本,这些样本随维度呈指数增长。 在本次演讲中,我将解释如何利用熵正则化方法来定义计算效率高的损失函数,以更好的样本复杂度来逼近 OT。 更多信息和参考资料可以在我们的“计算最优传输”一书的网站上找到。
课程简介: Optimal transport (OT) has recently gained lot of interest in machine learning. It is a natural tool to compare in a geometrically faithful way probability distributions. It finds applications in both supervised learning (using geometric loss functions) and unsupervised learning (to perform generative model fitting). OT is however plagued by the curse of dimensionality, since it might require a number of samples which grows exponentially with the dimension. In this talk, I will explain how to leverage entropic regularization methods to define computationally efficient loss functions, approximating OT with a better sample complexity. More information and references can be found on the website of our book “Computational Optimal Transport”.
关 键 词: 最佳运输; 几何损失函数; 熵正则化
课程来源: 视频讲座网
数据采集: 2022-03-27:hqh
最后编审: 2022-03-27:hqh
阅读次数: 34