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

arXiv:2606.27767v1 Announce Type: new Abstract: 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 geodesics, making the analysis of standard first-order methods challenging. In this work, we study a class of objectives over the Wasserstein space that admit a difference-of-convex (DC) decomposition and we lift the classical convex-concave procedure (CCCP) to this setting

Source: arXiv cs.LG — read the full report at the original publisher.

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