Clément Bonet

Difference of Convex Programming in the Wasserstein Space with Applications to MMD Optimization

Clément Bonet, Pierre-Cyril Aubin-Frankowski, Youssef Mroueh

Optimizing functionals over the space of probability measures is now ubiquitous in machine learning. A widely used approach is to perform the optimization directly over the Wasserstein space, but many objective functionals of practical interest are non-convex along Wasserstein ge…Read more