High-precision Wasserstein barycenters in polynomial time

06/14/2020

∙

by   Jason M. Altschuler, et al.

∙

0

∙

share

Computing Wasserstein barycenters is a fundamental geometric problem with widespread applications in machine learning, statistics, and computer graphics. However, it is unknown whether Wasserstein barycenters can be computed in polynomial time, either exactly or to high precision (i.e., with polylog(1/ε) runtime dependence). This paper answers these questions in the affirmative for any fixed dimension. Our approach is to solve an exponential-size linear programming formulation by efficiently implementing the corresponding separation oracle using techniques from computational geometry.