Many-to-Many Matching via Sparsity Controlled Optimal Transport

Abstract: Many-to-many matching seeks to match multiple points in one set and multiple points in another set, which is a basis for a wide range of data mining problems. It can be naturally recast in the framework of Optimal Transport (OT). However, existing OT methods either lack the ability to accomplish many-to-many matching or necessitate careful tuning of a regularization parameter to achieve satisfactory results. This paper proposes a novel many-to-many matching method to explicitly encode many-to-many constraints while preventing the degeneration into one-to-one matching. The proposed method consists of the following two components. The first component is the matching budget constraints on each row and column of a transport plan, which specify how many points can be matched to a point at most. The second component is the deformed $q$-entropy regularization, which encourages a point to meet the matching budget maximally. While the deformed $q$-entropy was initially proposed to sparsify a transport plan, we employ it to avoid the degeneration into one-to-one matching. We optimize the objective via a penalty algorithm, which is efficient and theoretically guaranteed to converge. Experimental results on various tasks demonstrate that the proposed method achieves good performance by gleaning meaningful many-to-many matchings.