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Related papers: Learning to Match via Inverse Optimal Transport

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We develop a \emph{flow-matching framework} for transporting probability measures under control-affine dynamics and for steering systems to points or target sets. Starting from the continuity equation associated with the control affine…

Optimization and Control · Mathematics 2026-05-06 Karthik Elamvazhuthi

We give a novel formal theoretical framework for unsupervised learning with two distinctive characteristics. First, it does not assume any generative model and based on a worst-case performance metric. Second, it is comparative, namely…

Machine Learning · Computer Science 2016-12-28 Elad Hazan , Tengyu Ma

In this work, we develop a collection of novel methods for the entropic-regularised optimal transport problem, which are inspired by existing mirror descent interpretations of the Sinkhorn algorithm used for solving this problem. These are…

Optimization and Control · Mathematics 2025-07-17 Vishwak Srinivasan , Qijia Jiang

We study a class of dynamically consistent risk measures that robustify a time-homogeneous Markovian reference model by allowing for distributional uncertainty in its transition laws. We start from one-step convex risk evaluations in which…

Mathematical Finance · Quantitative Finance 2026-05-22 Sven Fuhrmann , Michael Kupper , Max Nendel

We propose a family of relaxations of the optimal transport problem which regularize the problem by introducing an additional minimization step over a small region around one of the underlying transporting measures. The type of…

Machine Learning · Statistics 2019-06-11 Saied Mahdian , Jose Blanchet , Peter Glynn

Data classification without access to labeled samples remains a challenging problem. It usually depends on an appropriately chosen distance between features, a topic addressed in metric learning. Recently, Huizing, Cantini and Peyr\'e…

Optimization and Control · Mathematics 2025-07-18 Janis Auffenberg , Jonas Bresch , Oleh Melnyk , Gabriele Steidl

We propose an optimal-transport-based matching method to nonparametrically estimate linear models with independent latent variables. The method consists in generating pseudo-observations from the latent variables, so that the Euclidean…

Econometrics · Economics 2020-01-01 Manuel Arellano , Stephane Bonhomme

Recent advances in large-scale optimal transport have greatly extended its application scenarios in machine learning. However, existing methods either not explicitly learn the transport map or do not support general cost function. In this…

Computer Vision and Pattern Recognition · Computer Science 2020-03-17 Guansong Lu , Zhiming Zhou , Jian Shen , Cheng Chen , Weinan Zhang , Yong Yu

We consider the problem of estimating the transition dynamics $T^*$ from near-optimal expert trajectories in the context of offline model-based reinforcement learning. We develop a novel constraint-based method, Inverse Transition Learning,…

Machine Learning · Computer Science 2026-04-29 Leo Benac , Abhishek Sharma , Sonali Parbhoo , Finale Doshi-Velez

The problem of inferring pair-wise and higher-order interactions in complex systems involving large numbers of interacting variables, from observational data, is fundamental to many fields. Known to the statistical physics community as the…

Methodology · Statistics 2021-01-01 Sjoerd Viktor Beentjes , Ava Khamseh

Operator learning offers a robust framework for approximating mappings between infinite-dimensional function spaces. It has also become a powerful tool for solving inverse problems in the computational sciences. This chapter surveys…

Numerical Analysis · Mathematics 2025-12-08 Nicholas H. Nelsen , Yunan Yang

This paper studies strategies to optimize the lane configuration of a transportation network for a given set of Origin-Destination demands using a planning macroscopic network flow model. The lane reversal problem is, in general, NP-hard…

Optimization and Control · Mathematics 2021-07-16 Salomon Wollenstein-Betech , Ioannis Ch. Paschalidis , Christos G. Cassandras

Classic optimal transport theory is formulated through minimizing the expected transport cost between two given distributions. We propose the framework of distorted optimal transport by minimizing a distorted expected cost, which is the…

Optimization and Control · Mathematics 2025-05-20 Haiyan Liu , Bin Wang , Ruodu Wang , Sheng Chao Zhuang

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…

Machine Learning · Statistics 2021-10-14 Kilian Fatras , Younes Zine , Rémi Flamary , Rémi Gribonval , Nicolas Courty

This paper addresses the classic problem of regression, which involves the inductive learning of a map, $y=f(x,z)$, $z$ denoting noise, $f:\mathbb{R}^n\times \mathbb{R}^k \rightarrow \mathbb{R}^m$. Recently, Conditional GAN (CGAN) has been…

Machine Learning · Computer Science 2020-03-04 Saurav Manchanda , Khoa Doan , Pranjul Yadav , S. Sathiya Keerthi

We propose a learning-based robust predictive control algorithm that compensates for significant uncertainty in the dynamics for a class of discrete-time systems that are nominally linear with an additive nonlinear component. Such systems…

Systems and Control · Electrical Eng. & Systems 2021-10-15 Rohan Sinha , James Harrison , Spencer M. Richards , Marco Pavone

Predicting the future states of surrounding traffic participants and planning a safe, smooth, and socially compliant trajectory accordingly is crucial for autonomous vehicles. There are two major issues with the current autonomous driving…

Robotics · Computer Science 2023-02-21 Zhiyu Huang , Haochen Liu , Jingda Wu , Chen Lv

We formulate and solve a class of finite-time transport and mixing problems in the set-oriented framework. The aim is to obtain optimal discrete-time perturbations in nonlinear dynamical systems to transport a specified initial measure on…

Dynamical Systems · Mathematics 2017-11-22 Piyush Grover , Karthik Elamvazhuthi

In this work, we solve a discrete optimal transport problem in a nonuniform environment. To solve the optimal transport problem, we build the cost matrix and then use classical solvers for discrete optimal transport. The challenge is to…

Optimization and Control · Mathematics 2026-03-17 Luca Dieci , Daniyar Omarov

During recent decades, there has been a substantial development in optimal mass transport theory and methods. In this work, we consider multi-marginal problems wherein only partial information of each marginal is available, which is a setup…

Signal Processing · Electrical Eng. & Systems 2019-05-13 Filip Elvander , Isabel Haasler , Andreas Jakobsson , Johan Karlsson