Related papers: DOTmark - A Benchmark for Discrete Optimal Transpo…
Optimal transport distances are powerful tools to compare probability distributions and have found many applications in machine learning. Yet their algorithmic complexity prevents their direct use on large scale datasets. To overcome this…
We develop the theory of a metric, which we call the $\nu$-based Wasserstein metric and denote by $W_\nu$, on the set of probability measures $\mathcal P(X)$ on a domain $X \subseteq \mathbb{R}^m$. This metric is based on a slight…
The theory of optimal transport of probability measures has wide-ranging applications across a number of different fields, including concentration of measure, machine learning, Markov chains, and economics. The generalisation of optimal…
The notion of entropy-regularized optimal transport, also known as Sinkhorn divergence, has recently gained popularity in machine learning and statistics, as it makes feasible the use of smoothed optimal transportation distances for data…
Correctly estimating the discrepancy between two data distributions has always been an important task in Machine Learning. Recently, Cuturi proposed the Sinkhorn distance which makes use of an approximate Optimal Transport cost between two…
We study stability and sample complexity properties of divergence regularized optimal transport (DOT). First, we obtain quantitative stability results for optimizers of DOT measured in Wasserstein distance, which are applicable to a wide…
Variational problems that involve Wasserstein distances and more generally optimal transport (OT) theory are playing an increasingly important role in data sciences. Such problems can be used to form an examplar measure out of various…
We provide an implementation to compute the flat metric in any dimension. The flat metric, also called dual bounded Lipschitz distance, generalizes the well-known Wasserstein distance $W_1$ to the case that the distributions are of unequal…
Multi-marginal optimal transport enables one to compare multiple probability measures, which increasingly finds application in multi-task learning problems. One practical limitation of multi-marginal transport is computational scalability…
We introduce a novel optimal transport framework for probabilistic circuits (PCs). While it has been shown recently that divergences between distributions represented as certain classes of PCs can be computed tractably, to the best of our…
The Earth Mover's Distance (EMD) is a state-of-the art metric for comparing discrete probability distributions, but its high distinguishability comes at a high cost in computational complexity. Even though linear-complexity approximation…
We introduce the problem of transporting vector-valued distributions. In this, a salient feature is that mass may flow between vectorial entries as well as across space (discrete or continuous). The theory relies on a first step taken to…
Measuring similarities between different tasks is critical in a broad spectrum of machine learning problems, including transfer, multi-task, continual, and meta-learning. Most current approaches to measuring task similarities are…
The challenge of describing model drift is an open question in unsupervised learning. It can be difficult to evaluate at what point an unsupervised model has deviated beyond what would be expected from a different sample from the same…
This paper focuses on the Monge-Kantorovich formulation of the optimal transport problem and the associated $L^2$ Wasserstein distance. We use the $L^2$ Wasserstein distance in the Nearest Neighbour (NN) machine learning architecture to…
Despite the recent popularity of neural network-based solvers for optimal transport (OT), there is no standard quantitative way to evaluate their performance. In this paper, we address this issue for quadratic-cost transport --…
We study the problem of minimizing the Wasserstein distance between a probability distribution and an algebraic variety. We consider the setting of finite state spaces and describe the solution depending on the choice of the ground metric…
Common measures of neural representational (dis)similarity are designed to be insensitive to rotations and reflections of the neural activation space. Motivated by the premise that the tuning of individual units may be important, there has…
Defining meaningful distances between samples in a dataset is a fundamental problem in machine learning. Optimal Transport (OT) lifts a distance between features (the "ground metric") to a geometrically meaningful distance between samples.…
Optimal Transport (OT) metrics allow for defining discrepancies between two probability measures. Wasserstein distance is for longer the celebrated OT-distance frequently-used in the literature, which seeks probability distributions to be…