Papers › Continuous Regularized Wasserstein Barycenters

Continuous Regularized Wasserstein Barycenters

28 Aug 2020NeurIPS 2020 12arXiv:2008.12534archive 2025-07-28

Lingxiao Li, Aude Genevay, Mikhail Yurochkin, Justin Solomon

Wasserstein barycenters provide a geometrically meaningful way to aggregate probability distributions, built on the theory of optimal transport. They are difficult to compute in practice, however, leading previous work to restrict their supports to finite sets of points. Leveraging a new dual formulation for the regularized Wasserstein barycenter problem, we introduce a stochastic algorithm that constructs a continuous approximation of the barycenter. We establish strong duality and use the corresponding primal-dual relationship to parametrize the barycenter implicitly using the dual potentials of regularized transport problems. The resulting problem can be solved with stochastic gradient descent, which yields an efficient online algorithm to approximate the barycenter of continuous distributions given sample access. We demonstrate the effectiveness of our approach and compare against previous work on synthetic examples and real-world applications.

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