Scalable Learning from Probability Measures with Mean Measure Quantization

Erell Gachon; Elsa Cazelles; Jérémie Bigot

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arXiv · 2502.04907

Scalable Learning from Probability Measures with Mean Measure Quantization

Erell Gachon·Elsa Cazelles·Jérémie Bigot

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Abstract

We consider statistical learning problems in which data are observed as a set of probability measures. Optimal transport (OT) is a popular tool to compare and manipulate such objects, but its computational cost becomes prohibitive when the measures have large support. We study a quantization-based approach in which all input measures are approximated by $K$-point discrete measures sharing a common support. We establish consistency of the resulting quantized measures. We further derive convergence guarantees for several OT-based downstream tasks computed from the quantized measures. Numerical experiments on synthetic and real datasets demonstrate that the proposed approach achieves performance comparable to individual quantization while substantially reducing runtime.

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BibTeX RIS

Erell Gachon, Elsa Cazelles, Jérémie Bigot. 2025-02-07. Scalable Learning from Probability Measures with Mean Measure Quantization. https://arxiv.org/abs/2502.04907

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