English
Related papers

Related papers: Stochastic Optimization for Large-scale Optimal Tr…

200 papers

Computing optimal transport (OT) for general high-dimensional data has been a long-standing challenge. Despite much progress, most of the efforts including neural network methods have been focused on the static formulation of the OT…

Machine Learning · Statistics 2025-03-12 Chen Xu , Xiuyuan Cheng , Yao Xie

We study the complexity of approximating the multimarginal optimal transport (MOT) distance, a generalization of the classical optimal transport distance, considered here between $m$ discrete probability distributions supported each on $n$…

Machine Learning · Statistics 2022-02-23 Tianyi Lin , Nhat Ho , Marco Cuturi , Michael I. Jordan

Optimal transport (OT) has become exceedingly popular in machine learning, data science, and computer vision. The core assumption in the OT problem is the equal total amount of mass in source and target measures, which limits its…

Machine Learning · Computer Science 2023-08-08 Yikun Bai , Berhnard Schmitzer , Mathew Thorpe , Soheil Kolouri

This paper improves the state-of-the-art rate of a first-order algorithm for solving entropy regularized optimal transport. The resulting rate for approximating the optimal transport (OT) has been improved from…

Optimization and Control · Mathematics 2023-01-25 Yiling Luo , Yiling Xie , Xiaoming Huo

We investigate the semi-discrete Optimal Transport (OT) problem, where a continuous source measure $\mu$ is transported to a discrete target measure $\nu$, with particular attention to the OT map approximation. In this setting, Stochastic…

Optimal transport (OT) has recently found widespread interest in machine learning. It allows to define novel distances between probability measures, which have shown promise in several applications. In this work, we discuss how to…

Machine Learning · Computer Science 2021-10-11 Bamdev Mishra , N T V Satyadev , Hiroyuki Kasai , Pratik Jawanpuria

Optimal Transport (OT) is a mathematical framework that first emerged in the eighteenth century and has led to a plethora of methods for answering many theoretical and applied questions. The last decade has been a witness to the remarkable…

Machine Learning · Computer Science 2024-03-25 Abdelwahed Khamis , Russell Tsuchida , Mohamed Tarek , Vivien Rolland , Lars Petersson

Optimal transport distances (OT) have been widely used in recent work in Machine Learning as ways to compare probability distributions. These are costly to compute when the data lives in high dimension. Recent work by Paty et al., 2019,…

Machine Learning · Computer Science 2021-11-10 Patric M. Fulop , Vincent Danos

Optimal transport (OT) has become a widely used tool in the machine learning field to measure the discrepancy between probability distributions. For instance, OT is a popular loss function that quantifies the discrepancy between an…

Machine Learning · Computer Science 2022-12-27 Shintaro Nakamura , Han Bao , Masashi Sugiyama

Optimal Transport (OT) is a resource allocation problem with applications in biology, data science, economics and statistics, among others. In some of the applications, practitioners have access to samples which approximate the continuous…

We study the fundamental computational problem of approximating optimal transport (OT) equations using neural differential equations (Neural ODEs). More specifically, we develop a novel framework for approximating unbalanced optimal…

Numerical Analysis · Mathematics 2026-05-21 Minh-Nhat Phung , Minh-Binh Tran

Optimal transport (OT) and Gromov-Wasserstein (GW) alignment are powerful frameworks for geometrically driven matching of probability distributions, yet their large-scale usage is hampered by high statistical and computational costs.…

Statistics Theory · Mathematics 2026-02-04 Tao Wang , Ziv Goldfeld

Optimal Transport is a foundational mathematical theory that connects optimization, partial differential equations, and probability. It offers a powerful framework for comparing probability distributions and has recently become an important…

Machine Learning · Statistics 2025-05-13 Gabriel Peyré

We propose novel fast algorithms for optimal transport (OT) utilizing a cyclic symmetry structure of input data. Such OT with cyclic symmetry appears universally in various real-world examples: image processing, urban planning, and graph…

Machine Learning · Computer Science 2023-11-23 Shoichiro Takeda , Yasunori Akagi , Naoki Marumo , Kenta Niwa

We establish numerical methods for solving the martingale optimal transport problem (MOT) - a version of the classical optimal transport with an additional martingale constraint on transport's dynamics. We prove that the MOT value can be…

Probability · Mathematics 2019-04-08 Gaoyue Guo , Jan Obloj

Optimal transport (OT) is a widely used technique in machine learning, graphics, and vision that aligns two distributions or datasets using their relative geometry. In symmetry-rich settings, however, OT alignments based solely on pairwise…

Machine Learning · Computer Science 2025-09-26 Annabel Ma , Kaiying Hou , David Alvarez-Melis , Melanie Weber

The discrete optimal transport (OT) problem, which offers an effective computational tool for comparing two discrete probability distributions, has recently attracted much attention and played essential roles in many modern applications.…

Optimization and Control · Mathematics 2024-05-20 Di Hou , Ling Liang , Kim-Chuan Toh

Optimal transport (OT) provides powerful tools for comparing probability measures in various types. The Wasserstein distance which arises naturally from the idea of OT is widely used in many machine learning applications. Unfortunately,…

Optimization and Control · Mathematics 2021-06-03 Shu Liu , Haodong Sun , Hongyuan Zha

Optimal Transport (OT) problem aims to find a transport plan that bridges two distributions while minimizing a given cost function. OT theory has been widely utilized in generative modeling. In the beginning, OT distance has been used as a…

Machine Learning · Computer Science 2024-03-08 Jaemoo Choi , Jaewoong Choi , Myungjoo Kang

Optimal transport (OT) finds a least cost transport plan between two probability distributions using a cost matrix defined on pairs of points. Unlike standard OT, which infers unstructured pointwise mappings, low-rank optimal transport…

Machine Learning · Computer Science 2026-03-05 Henri Schmidt , Peter Halmos , Ben Raphael