概率测度Wasserstein空间上的随机坐标下降法 / Random Coordinate Descent on the Wasserstein Space of Probability Measures
1️⃣ 一句话总结
这篇论文提出了一种在概率分布空间上进行优化的新方法,通过随机选取优化方向来大幅提高计算效率,特别适用于处理高维或复杂数据分布的问题。
Optimization over the space of probability measures endowed with the Wasserstein-2 geometry is central to modern machine learning and mean-field modeling. However, traditional methods relying on full Wasserstein gradients often suffer from high computational overhead in high-dimensional or ill-conditioned settings. We propose a randomized coordinate descent framework specifically designed for the Wasserstein manifold, introducing both Random Wasserstein Coordinate Descent (RWCD) and Random Wasserstein Coordinate Proximal{-Gradient} (RWCP) for composite objectives. By exploiting coordinate-wise structures, our methods adapt to anisotropic objective landscapes where full-gradient approaches typically struggle. We provide a rigorous convergence analysis across various landscape geometries, establishing guarantees under non-convex, Polyak-Łojasiewicz, and geodesically convex conditions. Our theoretical results mirror the classic convergence properties found in Euclidean space, revealing a compelling symmetry between coordinate descent on vectors and on probability measures. The developed techniques are inherently adaptive to the Wasserstein geometry and offer a robust analytical template that can be extended to other optimization solvers within the space of measures. Numerical experiments on ill-conditioned energies demonstrate that our framework offers significant speedups over conventional full-gradient methods.
概率测度Wasserstein空间上的随机坐标下降法 / Random Coordinate Descent on the Wasserstein Space of Probability Measures
这篇论文提出了一种在概率分布空间上进行优化的新方法,通过随机选取优化方向来大幅提高计算效率,特别适用于处理高维或复杂数据分布的问题。
源自 arXiv: 2604.01606