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title software abstract section layout series publisher issn id month tex_title firstpage lastpage page order cycles bibtex_author author date address container-title volume genre issued pdf extras
Gaussian Processes on Distributions based on Regularized Optimal Transport
We present a novel kernel over the space of probability measures based on the dual formulation of optimal regularized transport. We propose an Hilbertian embedding of the space of probabilities using their Sinkhorn potentials, which are solutions of the dual entropic relaxed optimal transport between the probabilities and a reference measure $\mathcal{U}$. We prove that this construction enables to obtain a valid kernel, by using the Hilbert norms. We prove that the kernel enjoys theoretical properties such as universality and some invariances, while still being computationally feasible. Moreover we provide theoretical guarantees on the behaviour of a Gaussian process based on this kernel. The empirical performances are compared with other traditional choices of kernels for processes indexed on distributions.
Regular Papers
inproceedings
Proceedings of Machine Learning Research
PMLR
2640-3498
bachoc23a
0
Gaussian Processes on Distributions based on Regularized Optimal Transport
4986
5010
4986-5010
4986
false
Bachoc, Fran\c{c}ois and B\'ethune, Louis and Gonzalez-Sanz, Alberto and Loubes, Jean-Michel
given family
François
Bachoc
given family
Louis
Béthune
given family
Alberto
Gonzalez-Sanz
given family
Jean-Michel
Loubes
2023-04-11
Proceedings of The 26th International Conference on Artificial Intelligence and Statistics
206
inproceedings
date-parts
2023
4
11