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Julie Delon

Publications and source records attributed to Julie Delon.

At least 19 recordsLinked to original sources

Expected Batch Optimal Transport Plans and Consequences for Flow Matching

Solving optimal transport (OT) on random minibatches is a common surrogate for exact OT in large-scale learning. In flow matching (FM), this surrogate is used to obtain OT-like couplings that can straighten probability paths and reduce numerical integration cost. Yet, the population-level coupling induced by repeated minibatch OT remains only partially understood. We formalize this coupling as the expected batch OT plan $\overline{\pi}_{k}$, obtained by averaging empirical OT plans over independent minibatches of size $k$. We then establish its large-batch consistency and, in the semidiscrete case relevant to generative modeling, derive rates for both the transport-cost bias and the convergence of $\overline{\pi}_{k}$ to the OT plan. For FM, this yields a population coupling whose induced velocity field is regular enough to define a unique flow from the source to the discrete target. We finally quantify how OT batch size interacts with numerical integration in a tractable two-atom model and in synthetic and image experiments.

cs.LG

Tessellations of Semi-Discrete Flow Matching

We study Flow Matching in a semi-discrete setting where a Gaussian source is transported toward a discrete target supported on finitely many points. This semi-discrete regime is the theoretical setting behind the use of Flow Matching for generative modeling, where the target distribution is represented by a finite dataset. In this semi-discrete regime, the exact Flow Matching velocity field is available in closed form, which makes it possible to analyze the geometry induced by the terminal flow map independently of optimization and approximation effects. We investigate the terminal assignment regions, namely the preimages of the target atoms under the terminal flow. We show that these regions are open, simply connected and, under an additional assumption, homeomorphic to the unit ball. At the same time, a planar four-point example shows that these cells can differ sharply from Laguerre cells arising in semi-discrete optimal transport: they may be non-convex, have curved boundaries, and exhibit different boundedness and adjacency patterns. These results clarify the geometry intrinsically induced by the exact semi-discrete Flow Matching objective before neural approximation enters the picture.

cs.LG

Robust Barycenters of Persistence Diagrams

This short paper presents a general approach for computing robust Wasserstein barycenters of persistence diagrams. The classical method consists in computing assignment arithmetic means after finding the optimal transport plans between the barycenter and the persistence diagrams. However, this procedure only works for the transportation cost related to the $q$-Wasserstein distance $W_q$ when $q=2$. We adapt an alternative fixed-point method to compute a barycenter diagram for generic transportation costs ($q > 1$), in particular those robust to outliers, $q \in (1,2)$. We show the utility of our work in two applications: \emph{(i)} the clustering of persistence diagrams on their metric space and \emph{(ii)} the dictionary encoding of persistence diagrams. In both scenarios, we demonstrate the added robustness to outliers provided by our generalized framework. Our Python implementation is available at this address: https://github.com/Keanu-Sisouk/RobustBarycenter .

cs.LG

Differentiable Expectation-Maximisation and Applications to Gaussian Mixture Model Optimal Transport

The Expectation-Maximisation (EM) algorithm is a central tool in statistics and machine learning, widely used for latent-variable models such as Gaussian Mixture Models (GMMs). Despite its ubiquity, EM is typically treated as a non-differentiable black box, preventing its integration into modern learning pipelines where end-to-end gradient propagation is essential. In this work, we present and compare several differentiation strategies for EM, from full automatic differentiation to approximate methods, assessing their accuracy and computational efficiency. As a key application, we leverage this differentiable EM in the computation of the Mixture Wasserstein distance $\mathrm{MW}_2$ between GMMs, allowing $\mathrm{MW}_2$ to be used as a differentiable loss in imaging and machine learning tasks. To complement our practical use of $\mathrm{MW}_2$, we contribute a novel stability result which provides theoretical justification for the use of $\mathrm{MW}_2$ with EM, and also introduce a novel unbalanced variant of $\mathrm{MW}_2$. Numerical experiments on barycentre computation, colour and style transfer, image generation, and texture synthesis illustrate the versatility of the proposed approach in different settings.

cs.LG

Sliced Transport Plans

Since the introduction of the Sliced Wasserstein distance in the literature, its simplicity and efficiency have made it one of the most interesting surrogate for the Wasserstein distance in image processing and machine learning. However, its inability to produce transport plans limits its practical use to applications where only a distance is necessary. Several heuristics have been proposed in the recent years to address this limitation when the probability measures are discrete. In this paper, we propose to study these different propositions by redefining and analysing them rigorously for generic probability measures. Leveraging the $\nu$-based Wasserstein distance and generalised geodesics, we introduce and study the Pivot Sliced Discrepancy, inspired by a recent work by Mahey et al.. We demonstrate its semi-metric properties and its relation to a constrained Kantorovich formulation. In the same way, we generalise and study the recent Expected Sliced plans introduced by Liu et al. for completely generic measures. Our theoretical contributions are supported by numerical experiments on synthetic and real datasets, including colour transfer and shape registration, evaluating the practical relevance of these different solutions.

math.OC

On the Relation between Rectified Flows and Optimal Transport

This paper investigates the connections between rectified flows, flow matching, and optimal transport. Flow matching is a recent approach to learning generative models by estimating velocity fields that guide transformations from a source to a target distribution. Rectified flow matching aims to straighten the learned transport paths, yielding more direct flows between distributions. Our first contribution is a set of invariance properties of rectified flows and explicit velocity fields. In addition, we also provide explicit constructions and analysis in the Gaussian (not necessarily independent) and Gaussian mixture settings and study the relation to optimal transport. Our second contribution addresses recent claims suggesting that rectified flows, when constrained such that the learned velocity field is a gradient, can yield (asymptotically) solutions to optimal transport problems. We study the existence of solutions for this problem and demonstrate that they only relate to optimal transport under assumptions that are significantly stronger than those previously acknowledged. In particular, we present several counterexamples that invalidate earlier equivalence results in the literature, and we argue that enforcing a gradient constraint on rectified flows is, in general, not a reliable method for computing optimal transport maps.

cs.LG

A User's Guide to Sampling Strategies for Sliced Optimal Transport

This paper serves as a user's guide to sampling strategies for sliced optimal transport. We provide reminders and additional regularity results on the Sliced Wasserstein distance. We detail the construction methods, generation time complexity, theoretical guarantees, and conditions for each strategy. Additionally, we provide insights into their suitability for sliced optimal transport in theory. Extensive experiments on both simulated and real-world data offer a representative comparison of the strategies, culminating in practical recommendations for their best usage.

cs.LG

Computing Barycentres of Measures for Generic Transport Costs

Wasserstein barycentres represent average distributions between multiple probability measures for the Wasserstein distance. The numerical computation of Wasserstein barycentres is notoriously challenging. A common approach is to use Sinkhorn iterations, where an entropic regularisation term is introduced to make the problem more manageable. Another approach involves using fixed-point methods, akin to those employed for computing Fr\'echet means on manifolds. The convergence of such methods for 2-Wasserstein barycentres, specifically with a quadratic cost function and absolutely continuous measures, was studied by Alvarez-Esteban et al. (2016). In this paper, we delve into the main ideas behind this fixed-point method and explore how it can be generalised to accommodate more diverse transport costs and generic probability measures, thereby extending its applicability to a broader range of problems. We show convergence results for this approach and illustrate its numerical behaviour on several barycentre problems.

math.NA

Constrained Approximate Optimal Transport Maps

We investigate finding a map $g$ within a function class $G$ that minimises an Optimal Transport (OT) cost between a target measure $\nu$ and the image by $g$ of a source measure $\mu$. This is relevant when an OT map from $\mu$ to $\nu$ does not exist or does not satisfy the desired constraints of $G$. We address existence and uniqueness for generic subclasses of $L$-Lipschitz functions, including gradients of (strongly) convex functions and typical Neural Networks. We explore a variant that approaches a transport plan, showing equivalence to a map problem in some cases. For the squared Euclidean cost, we propose alternating minimisation over a transport plan $\pi$ and map $g$, with the optimisation over $g$ being the $L^2$ projection on $G$ of the barycentric mapping $\overline{\pi}$. In dimension one, this global problem equates the $L^2$ projection of $\overline{\pi^*}$ onto $G$ for an OT plan $\pi^*$ between $\mu$ and $\nu$, but this does not extend to higher dimensions. We introduce a simple kernel method to find $g$ within a Reproducing Kernel Hilbert Space in the discrete case. We present numerical methods for $L$-Lipschitz gradients of $\ell$-strongly convex potentials, and study the convergence of Stochastic Gradient Descent methods for Neural Networks. We finish with an illustration on colour transfer, applying learned maps on new images, and showcasing outlier robustness.

math.OC

Gromov-Wasserstein-like Distances in the Gaussian Mixture Models Space

The Gromov-Wasserstein (GW) distance is frequently used in machine learning to compare distributions across distinct metric spaces. Despite its utility, it remains computationally intensive, especially for large-scale problems. Recently, a novel Wasserstein distance specifically tailored for Gaussian mixture models (GMMs) and known as MW2 (mixture Wasserstein) has been introduced by several authors. In scenarios where data exhibit clustering, this approach simplifies to a small-scale discrete optimal transport problem, which complexity depends solely on the number of Gaussian components in the GMMs. This paper aims to incorporate invariance properties into MW2. This is done by introducing new Gromov-type distances, designed to be isometry-invariant in Euclidean spaces and applicable for comparing GMMs across different dimensional spaces. Our first contribution is the Mixture Gromov Wasserstein distance (MGW2), which can be viewed as a "Gromovized" version of MW2. This new distance has a straightforward discrete formulation, making it highly efficient for estimating distances between GMMs in practical applications. To facilitate the derivation of a transport plan between GMMs, we present a second distance, the Embedded Wasserstein distance (EW2). This distance turns out to be closely related to several recent alternatives to Gromov-Wasserstein. We show that EW2 can be adapted to derive a distance as well as optimal transportation plans between GMMs. We demonstrate the efficiency of these newly proposed distances on medium to large-scale problems, including shape matching and hyperspectral image color transfer.

stat.ML

Properties of Discrete Sliced Wasserstein Losses

The Sliced Wasserstein (SW) distance has become a popular alternative to the Wasserstein distance for comparing probability measures. Widespread applications include image processing, domain adaptation and generative modelling, where it is common to optimise some parameters in order to minimise SW, which serves as a loss function between discrete probability measures (since measures admitting densities are numerically unattainable). All these optimisation problems bear the same sub-problem, which is minimising the Sliced Wasserstein energy. In this paper we study the properties of $\mathcal{E}: Y \longmapsto \mathrm{SW}_2^2(\gamma_Y, \gamma_Z)$, i.e. the SW distance between two uniform discrete measures with the same amount of points as a function of the support $Y \in \mathbb{R}^{n \times d}$ of one of the measures. We investigate the regularity and optimisation properties of this energy, as well as its Monte-Carlo approximation $\mathcal{E}_p$ (estimating the expectation in SW using only $p$ samples) and show convergence results on the critical points of $\mathcal{E}_p$ to those of $\mathcal{E}$, as well as an almost-sure uniform convergence and a uniform Central Limit result on the process $\mathcal{E}_p(Y)$. Finally, we show that in a certain sense, Stochastic Gradient Descent methods minimising $\mathcal{E}$ and $\mathcal{E}_p$ converge towards (Clarke) critical points of these energies.

stat.ML

Wasserstein Dictionaries of Persistence Diagrams

This paper presents a computational framework for the concise encoding of an ensemble of persistence diagrams, in the form of weighted Wasserstein barycenters [100], [102] of a dictionary of atom diagrams. We introduce a multi-scale gradient descent approach for the efficient resolution of the corresponding minimization problem, which interleaves the optimization of the barycenter weights with the optimization of the atom diagrams. Our approach leverages the analytic expressions for the gradient of both sub-problems to ensure fast iterations and it additionally exploits shared-memory parallelism. Extensive experiments on public ensembles demonstrate the efficiency of our approach, with Wasserstein dictionary computations in the orders of minutes for the largest examples. We show the utility of our contributions in two applications. First, we apply Wassserstein dictionaries to data reduction and reliably compress persistence diagrams by concisely representing them with their weights in the dictionary. Second, we present a dimensionality reduction framework based on a Wasserstein dictionary defined with a small number of atoms (typically three) and encode the dictionary as a low dimensional simplex embedded in a visual space (typically in 2D). In both applications, quantitative experiments assess the relevance of our framework. Finally, we provide a C++ implementation that can be used to reproduce our results.

cs.LG

Reconstructing discrete measures from projections. Consequences on the empirical Sliced Wasserstein Distance

This paper deals with the reconstruction of a discrete measure $\gamma_Z$ on $\mathbb{R}^d$ from the knowledge of its pushforward measures $P_i\#\gamma_Z$ by linear applications $P_i: \mathbb{R}^d \rightarrow \mathbb{R}^{d_i}$ (for instance projections onto subspaces). The measure $\gamma_Z$ being fixed, assuming that the rows of the matrices $P_i$ are independent realizations of laws which do not give mass to hyperplanes, we show that if $\sum_i d_i > d$, this reconstruction problem has almost certainly a unique solution. This holds for any number of points in $\gamma_Z$. A direct consequence of this result is an almost-sure separability property on the empirical Sliced Wasserstein distance.

math.PR

Can Push-forward Generative Models Fit Multimodal Distributions?

Many generative models synthesize data by transforming a standard Gaussian random variable using a deterministic neural network. Among these models are the Variational Autoencoders and the Generative Adversarial Networks. In this work, we call them "push-forward" models and study their expressivity. We show that the Lipschitz constant of these generative networks has to be large in order to fit multimodal distributions. More precisely, we show that the total variation distance and the Kullback-Leibler divergence between the generated and the data distribution are bounded from below by a constant depending on the mode separation and the Lipschitz constant. Since constraining the Lipschitz constants of neural networks is a common way to stabilize generative models, there is a provable trade-off between the ability of push-forward models to approximate multimodal distributions and the stability of their training. We validate our findings on one-dimensional and image datasets and empirically show that generative models consisting of stacked networks with stochastic input at each step, such as diffusion models do not suffer of such limitations.

stat.ML

Video Restoration with a Deep Plug-and-Play Prior

This paper presents a novel method for restoring digital videos via a Deep Plug-and-Play (PnP) approach. Under a Bayesian formalism, the method consists in using a deep convolutional denoising network in place of the proximal operator of the prior in an alternating optimization scheme. We distinguish ourselves from prior PnP work by directly applying that method to restore a digital video from a degraded video observation. This way, a network trained once for denoising can be repurposed for other video restoration tasks. Our experiments in video deblurring, super-resolution, and interpolation of random missing pixels all show a clear benefit to using a network specifically designed for video denoising, as it yields better restoration performance and better temporal stability than a single image network with similar denoising performance using the same PnP formulation. Moreover, our method compares favorably to applying a different state-of-the-art PnP scheme separately on each frame of the sequence. This opens new perspectives in the field of video restoration.

eess.IV

On Maximum-a-Posteriori estimation with Plug & Play priors and stochastic gradient descent

Bayesian methods to solve imaging inverse problems usually combine an explicit data likelihood function with a prior distribution that explicitly models expected properties of the solution. Many kinds of priors have been explored in the literature, from simple ones expressing local properties to more involved ones exploiting image redundancy at a non-local scale. In a departure from explicit modelling, several recent works have proposed and studied the use of implicit priors defined by an image denoising algorithm. This approach, commonly known as Plug & Play (PnP) regularisation, can deliver remarkably accurate results, particularly when combined with state-of-the-art denoisers based on convolutional neural networks. However, the theoretical analysis of PnP Bayesian models and algorithms is difficult and works on the topic often rely on unrealistic assumptions on the properties of the image denoiser. This papers studies maximum-a-posteriori (MAP) estimation for Bayesian models with PnP priors. We first consider questions related to existence, stability and well-posedness, and then present a convergence proof for MAP computation by PnP stochastic gradient descent (PnP-SGD) under realistic assumptions on the denoiser used. We report a range of imaging experiments demonstrating PnP-SGD as well as comparisons with other PnP schemes.

stat.ML

An Analysis and Implementation of the HDR+ Burst Denoising Method

HDR+ is an image processing pipeline presented by Google in 2016. At its core lies a denoising algorithm that uses a burst of raw images to produce a single higher quality image. Since it is designed as a versatile solution for smartphone cameras, it does not necessarily aim for the maximization of standard denoising metrics, but rather for the production of natural, visually pleasing images. In this article, we specifically discuss and analyze the HDR+ burst denoising algorithm architecture and the impact of its various parameters. With this publication, we provide an open source Python implementation of the algorithm, along with an interactive demo.

eess.IV

Wasserstein Distances, Geodesics and Barycenters of Merge Trees

This paper presents a unified computational framework for the estimation of distances, geodesics and barycenters of merge trees. We extend recent work on the edit distance [106] and introduce a new metric, called the Wasserstein distance between merge trees, which is purposely designed to enable efficient computations of geodesics and barycenters. Specifically, our new distance is strictly equivalent to the L2-Wasserstein distance between extremum persistence diagrams, but it is restricted to a smaller solution space, namely, the space of rooted partial isomorphisms between branch decomposition trees. This enables a simple extension of existing optimization frameworks [112] for geodesics and barycenters from persistence diagrams to merge trees. We introduce a task-based algorithm which can be generically applied to distance, geodesic, barycenter or cluster computation. The task-based nature of our approach enables further accelerations with shared-memory parallelism. Extensive experiments on public ensembles and SciVis contest benchmarks demonstrate the efficiency of our approach -- with barycenter computations in the orders of minutes for the largest examples -- as well as its qualitative ability to generate representative barycenter merge trees, visually summarizing the features of interest found in the ensemble. We show the utility of our contributions with dedicated visualization applications: feature tracking, temporal reduction and ensemble clustering. We provide a lightweight C++ implementation that can be used to reproduce our results.

cs.GR