Related papers: Universal method with inexact oracle and its appli…
This article introduces a new class of fast algorithms to approximate variational problems involving unbalanced optimal transport. While classical optimal transport considers only normalized probability distributions, it is important for…
In the paper we generalize universal gradient method (Yu. Nesterov) to strongly convex case and to Intermediate gradient method (Devolder-Glineur-Nesterov). We also consider possible generalizations to stochastic and online context. We show…
Wasserstein barycentres represent average distributions between multiple probability measures for the Wasserstein distance. The numerical computation of Wasserstein barycentres is notoriously challenging. A common approach is to use…
We present new algorithms to compute the mean of a set of empirical probability measures under the optimal transport metric. This mean, known as the Wasserstein barycenter, is the measure that minimizes the sum of its Wasserstein distances…
We explore a robust version of the barycenter problem among $n$ centered Gaussian probability measures, termed Semi-Unbalanced Optimal Transport (SUOT)-based Barycenter, wherein the barycenter remains fixed while the others are relaxed…
We present a novel method for efficiently computing optimal transport maps and Wasserstein barycenters in high-dimensional spaces. Our approach uses conditional normalizing flows to approximate the input distributions as invertible…
Given a collection of probability measures, a practitioner sometimes needs to find an "average" distribution which adequately aggregates reference distributions. A theoretically appealing notion of such an average is the Wasserstein…
We study the problem of minimizing a strongly convex, smooth function when we have noisy estimates of its gradient. We propose a novel multistage accelerated algorithm that is universally optimal in the sense that it achieves the optimal…
Equilibrium multi-population matching (matching for teams) is a problem from mathematical economics which is related to multi-marginal optimal transport. A special but important case is the Wasserstein barycenter problem, which has…
Optimal transport is a notoriously difficult problem to solve numerically, with current approaches often remaining intractable for very large scale applications such as those encountered in machine learning. Wasserstein barycenters -- the…
We propose new variational principles for traffic assignment problems. So to find equillibrium we have to solve large-scale convex optimization problem of special type. We propose some kind of "algebra" on different models and corresponding…
Aggregating data from multiple sources can be formalized as an Optimal Transport (OT) barycenter problem, which seeks to compute the average of probability distributions with respect to OT discrepancies. However, in real-world scenarios,…
Entropy regularized optimal transport and its multi-marginal generalization have attracted increasing attention in various applications, in particular due to efficient Sinkhorn-like algorithms for computing optimal transport plans. However,…
Computing the Wasserstein barycenter of a set of probability measures under the optimal transport metric can quickly become prohibitive for traditional second-order algorithms, such as interior-point methods, as the support size of the…
Universal methods for optimization are designed to achieve theoretically optimal convergence rates without any prior knowledge of the problem's regularity parameters or the accurarcy of the gradient oracle employed by the optimizer. In this…
Wasserstein barycenters provide a geometrically meaningful way to aggregate probability distributions, built on the theory of optimal transport. They are difficult to compute in practice, however, leading previous work to restrict their…
In the article we lead a brief survey of contemporary gradient type methods (with inexact oracle) for stochastic optimization problems.
Optimal transport is a foundational problem in optimization, that allows to compare probability distributions while taking into account geometric aspects. Its optimal objective value, the Wasserstein distance, provides an important loss…
The optimal transport barycenter (a.k.a. Wasserstein barycenter) is a fundamental notion of averaging that extends from the Euclidean space to the Wasserstein space of probability distributions. Computation of the unregularized barycenter…
In this paper we introduce new methods for convex optimization problems with inexact stochastic oracle. First method is an extension of the intermediate gradient method proposed by Devolder, Glineur and Nesterov for problems with inexact…