Efficient Solvers for Wyner Common Information with Application to Multi-Modal Clustering

Abstract: We propose two novel extensions of the Wyner common information optimization problem. Each relaxes one fundamental constraints in Wyner's formulation. The \textit{Variational Wyner Common Information} relaxes the matching constraint to the known distribution while imposing conditional independence to the feasible solution set. We derive a tight surrogate upper bound of the obtained unconstrained Lagrangian via the theory of variational inference, which can be minimized efficiently. Our solver caters to problems where conditional independence holds with significantly reduced computation complexity; On the other hand, the \textit{Bipartite Wyner Common Information} relaxes the conditional independence constraint whereas the matching condition is enforced on the feasible set. By leveraging the difference-of-convex structure of the formulated optimization problem, we show that our solver is resilient to conditional dependent sources. Both solvers are provably convergent (local stationary points), and empirically, they obtain more accurate solutions to Wyner's formulation with substantially less runtime. Moreover, them can be extended to unknown distribution settings by parameterizing the common randomness as a member of the exponential family of distributions. Our approaches apply to multi-modal clustering problems, where multiple modalities of observations come from the same cluster. Empirically, our solvers outperform the state-of-the-art multi-modal clustering algorithms with significantly improved performance.