← 研踪 PaperTrailarXiv:2610.36581 · v1
Wasserstein approximation of measures via orthogonal frames: statistical and computational complexities
首次提交 2026-10-27 11:36
版本更新 2026-10-27 11:36
雷达观测 2026-10-29 01:06
摘要
Dimension-reduction methods such as PCA identify a subspace capturing most of the variation in the data, but not a distinguished basis within it. Selecting a basis in which the samples are sparsely represented is a recurring task in unsupervised learning, addressed by methods in factor analysis, dictionary learning, and subspace clustering. We pose this task as Wasserstein approximation of the data distribution by measures supported on the axes of an orthogonal frame, which, in turn, reduces to a nonsmooth optimization problem over the orthogonal group $\mathrm{O}(d)$. We show that, under mild assumptions, both empirical risk minimizers and a locally initialized stochastic gradient method recover the population-optimal frame at the near-parametric rate $\widetilde{O}_d(n^{-1/2})$, where $n$ is the sample size. The main difficulty is that, although the population objective is smooth, the empirical objective is not-this mismatch precludes standard covering arguments. We overcome this issue by replacing Lipschitz continuity of the empirical gradient with a coarsely Lipschitz bound, a tool that may be of independent interest. Numerical experiments support our theoretical findings.
作者备注：66 pages, 5 figures
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v1 · 2026-10-27 11:36 · 最新观测版本
Wasserstein approximation of measures via orthogonal frames: statistical and computational complexities
Dimension-reduction methods such as PCA identify a subspace capturing most of the variation in the data, but not a distinguished basis within it. Selecting a basis in which the samples are sparsely represented is a recurring task in unsupervised learning, addressed by methods in factor analysis, dictionary learning, and subspace clustering. We pose this task as Wasserstein approximation of the data distribution by measures supported on the axes of an orthogonal frame, which, in turn, reduces to a nonsmooth optimization problem over the orthogonal group $\mathrm{O}(d)$. We show that, under mild assumptions, both empirical risk minimizers and a locally initialized stochastic gradient method recover the population-optimal frame at the near-parametric rate $\widetilde{O}_d(n^{-1/2})$, where $n$ is the sample size. The main difficulty is that, although the population objective is smooth, the empirical objective is not-this mismatch precludes standard covering arguments. We overcome this issue by replacing Lipschitz continuity of the empirical gradient with a coarsely Lipschitz bound, a tool that may be of independent interest. Numerical experiments support our theoretical findings.
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