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This paper addresses a new active learning strategy for regression problems. The presented Wasserstein active regression model is based on the principles of distribution-matching to measure the representativeness of the labeled dataset. The…

Machine Learning · Computer Science 2024-03-25 Benjamin Bobbia , Matthias Picard

Reinforcement learning algorithms, though successful, tend to over-fit to training environments hampering their application to the real-world. This paper proposes $\text{W}\text{R}^{2}\text{L}$ -- a robust reinforcement learning algorithm…

Machine Learning · Computer Science 2019-09-18 Mohammed Amin Abdullah , Hang Ren , Haitham Bou Ammar , Vladimir Milenkovic , Rui Luo , Mingtian Zhang , Jun Wang

Domain adaptation aims to generalise a high-performance learner on target domain (non-labelled data) by leveraging the knowledge from source domain (rich labelled data) which comes from a different but related distribution. Assuming the…

Computer Vision and Pattern Recognition · Computer Science 2019-10-18 Jie Su

Reinforcement learning (RL) has been widely studied for improving sequence-generation models. However, the conventional rewards used for RL training typically cannot capture sufficient semantic information and therefore render model bias.…

Computation and Language · Computer Science 2020-01-22 Ruiyi Zhang , Changyou Chen , Zhe Gan , Zheng Wen , Wenlin Wang , Lawrence Carin

We develop a kernel projected Wasserstein distance for the two-sample test, an essential building block in statistics and machine learning: given two sets of samples, to determine whether they are from the same distribution. This method…

Statistics Theory · Mathematics 2022-05-10 Jie Wang , Rui Gao , Yao Xie

The paper proposes a new approach to model risk measurement based on the Wasserstein distance between two probability measures. It formulates the theoretical motivation resulting from the interpretation of fictitious adversary of robust…

Mathematical Finance · Quantitative Finance 2019-03-05 Yu Feng , Erik Schlögl

We show that several machine learning estimators, including square-root LASSO (Least Absolute Shrinkage and Selection) and regularized logistic regression can be represented as solutions to distributionally robust optimization (DRO)…

Statistics Theory · Mathematics 2020-10-22 Jose Blanchet , Yang Kang , Karthyek Murthy

This paper presents a distance-based discriminative framework for learning with probability distributions. Instead of using kernel mean embeddings or generalized radial basis kernels, we introduce embeddings based on dissimilarity of…

Machine Learning · Computer Science 2018-11-16 Alain Rakotomamonjy , Abraham Traoré , Maxime Berar , Rémi Flamary , Nicolas Courty

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…

Quantum Physics · Physics 2026-04-21 Emily Beatty

Existing approaches to depth or disparity estimation output a distribution over a set of pre-defined discrete values. This leads to inaccurate results when the true depth or disparity does not match any of these values. The fact that this…

Computer Vision and Pattern Recognition · Computer Science 2021-03-30 Divyansh Garg , Yan Wang , Bharath Hariharan , Mark Campbell , Kilian Q. Weinberger , Wei-Lun Chao

Generalized Wasserstein distances allow to quantitatively compare two continuous or atomic mass distributions with equal or different total mass. In this paper, we propose four numerical methods for the approximation of three different…

Analysis of PDEs · Mathematics 2025-10-21 Maya Briani , Emiliano Cristiani , Giovanni Franzina , Francesca L. Ignoto

This paper proposes a distributionally robust approach to logistic regression. We use the Wasserstein distance to construct a ball in the space of probability distributions centered at the uniform distribution on the training samples. If…

Optimization and Control · Mathematics 2015-12-02 Soroosh Shafieezadeh-Abadeh , Peyman Mohajerin Esfahani , Daniel Kuhn

Stein's method has been widely used for probability approximations. However, in the multi-dimensional setting, most of the results are for multivariate normal approximation or for test functions with bounded second- or higher-order…

Probability · Mathematics 2018-08-16 Xiao Fang , Qi-Man Shao , Lihu Xu

The prior distribution is a crucial building block in Bayesian analysis, and its choice will impact the subsequent inference. It is therefore important to have a convenient way to quantify this impact, as such a measure of prior impact will…

Methodology · Statistics 2020-10-26 Fatemeh Ghaderinezhad , Christophe Ley , Ben Serrien

We introduce Wasserstein Adversarial Proximal Policy Optimization (WAPPO), a novel algorithm for visual transfer in Reinforcement Learning that explicitly learns to align the distributions of extracted features between a source and target…

Machine Learning · Computer Science 2020-06-08 Josh Roy , George Konidaris

In the field of modern high-energy physics research, there is a growing emphasis on utilizing deep learning techniques to optimize event simulation, thereby expanding the statistical sample size for more accurate physical analysis.…

Computational Physics · Physics 2025-06-16 Chu-Cheng Pan , Xiang Dong , Yu-Chang Sun , Ao-Yan Cheng , Ao-Bo Wang , Yu-Xuan Hu , Hao Cai

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

Generalized sliced Wasserstein distance is a variant of sliced Wasserstein distance that exploits the power of non-linear projection through a given defining function to better capture the complex structures of the probability…

Machine Learning · Statistics 2022-10-20 Dung Le , Huy Nguyen , Khai Nguyen , Trang Nguyen , Nhat Ho

We study the structure of the support of a doubling measure by analyzing its self-similarity properties, which we estimate using a variant of the $L^1$ Wasserstein distance. We show that measure satisfying certain self-similarity conditions…

Metric Geometry · Mathematics 2014-11-11 Jonas Azzam , Guy David , Tatiana Toro

The Wasserstein distance, rooted in optimal transport (OT) theory, is a popular discrepancy measure between probability distributions with various applications to statistics and machine learning. Despite their rich structure and…

Machine Learning · Statistics 2023-03-02 Sloan Nietert , Rachel Cummings , Ziv Goldfeld
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