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We introduce the Sinkhorn treatment effect, an entropic optimal transport measure of divergence between counterfactual distributions. Unlike classical quantities such as the average treatment effect, this measure captures differences across…

Machine Learning · Statistics 2026-05-12 Medha Agarwal , Alex Luedtke

The diffeomorphic registration framework enables to define an optimal matching function between two probability measures with respect to a data-fidelity loss function. The non convexity of the optimization problem renders the choice of this…

Statistics Theory · Mathematics 2022-11-24 Lucas de Lara , Alberto González-Sanz , Jean-Michel Loubes

Maximum Mean Discrepancy (MMD) has been widely used in the areas of machine learning and statistics to quantify the distance between two distributions in the $p$-dimensional Euclidean space. The asymptotic property of the sample MMD has…

Statistics Theory · Mathematics 2023-08-29 Hanjia Gao , Xiaofeng Shao

Optimal Transport has received much attention in Machine Learning as it allows to compare probability distributions by exploiting the geometry of the underlying space. However, in its original formulation, solving this problem suffers from…

Machine Learning · Computer Science 2023-11-27 Clément Bonet

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

Learning meaningful representations of complex objects that can be seen through multiple ($k\geq 3$) views or modalities is a core task in machine learning. Existing methods use losses originally intended for paired views, and extend them…

Machine Learning · Computer Science 2024-05-31 Zoe Piran , Michal Klein , James Thornton , Marco Cuturi

This contribution presents substantial computational advancements to compare measures even with varying masses. Specifically, we utilize the nonequispaced fast Fourier transform to accelerate the radial kernel convolution in unbalanced…

Optimization and Control · Mathematics 2024-05-15 Rajmadan Lakshmanan , Alois Pichler

Optimal transport (OT) is a versatile framework for comparing probability measures, with many applications to statistics, machine learning, and applied mathematics. However, OT distances suffer from computational and statistical scalability…

Statistics Theory · Mathematics 2022-06-08 Ziv Goldfeld , Kengo Kato , Gabriel Rioux , Ritwik Sadhu

We study the multi-marginal partial optimal transport (POT) problem between $m$ discrete (unbalanced) measures with at most $n$ supports. We first prove that we can obtain two equivalence forms of the multimarginal POT problem in terms of…

Machine Learning · Statistics 2022-02-25 Khang Le , Huy Nguyen , Tung Pham , Nhat Ho

The Optimal transport (OT) problem is rapidly finding its way into machine learning. Favoring its use are its metric properties. Many problems admit solutions with guarantees only for objects embedded in metric spaces, and the use of…

Machine Learning · Computer Science 2022-12-26 Liang Mi , Azadeh Sheikholeslami , José Bento

In machine learning, Optimal Transport (OT) theory is extensively utilized to compare probability distributions across various applications, such as graph data represented by node distributions and image data represented by pixel…

Machine Learning · Computer Science 2025-01-30 Jianming Huang , Xun Su , Zhongxi Fang , Hiroyuki Kasai

Optimal Transport (OT) theory investigates the cost-minimizing transport map that moves a source distribution to a target distribution. Recently, several approaches have emerged for learning the optimal transport map for a given cost…

Machine Learning · Computer Science 2025-04-01 Jaemoo Choi , Yongxin Chen , Jaewoong Choi

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

When deploying a trained machine learning model in the real world, it is inevitable to receive inputs from out-of-distribution (OOD) sources. For instance, in continual learning settings, it is common to encounter OOD samples due to the…

Machine Learning · Computer Science 2024-01-23 Chuanwen Feng , Wenlong Chen , Ao Ke , Yilong Ren , Xike Xie , S. Kevin Zhou

Optimal transport (OT) provides effective tools for comparing and mapping probability measures. We propose to leverage the flexibility of neural networks to learn an approximate optimal transport map. More precisely, we present a new and…

Machine Learning · Computer Science 2022-07-06 Florentin Coeurdoux , Nicolas Dobigeon , Pierre Chainais

Optimal transport (OT) is a popular tool in machine learning to compare probability measures geometrically, but it comes with substantial computational burden. Linear programming algorithms for computing OT distances scale cubically in the…

Machine Learning · Computer Science 2022-03-24 Gaspard Beugnot , Aude Genevay , Kristjan Greenewald , Justin Solomon

Covariate shifts are a common problem in predictive modeling on real-world problems. This paper proposes addressing the covariate shift problem by minimizing Maximum Mean Discrepancy (MMD) statistics between the training and test sets in…

Machine Learning · Computer Science 2022-03-03 Liwen Ouyang , Aaron Key

Given a $d$-dimensional continuous (resp. discrete) probability distribution $\mu$ and a discrete distribution $\nu$, the semi-discrete (resp. discrete) Optimal Transport (OT) problem asks for computing a minimum-cost plan to transport mass…

Computational Geometry · Computer Science 2023-11-07 Pankaj K. Agarwal , Sharath Raghvendra , Pouyan Shirzadian , Keegan Yao

Kernel embeddings of distributions and the Maximum Mean Discrepancy (MMD), the resulting distance between distributions, are useful tools for fully nonparametric two-sample testing and learning on distributions. However, it is rarely that…

Machine Learning · Statistics 2017-11-07 Ho Chung Leon Law , Christopher Yau , Dino Sejdinovic

Although optimal transport (OT) problems admit closed form solutions in a very few notable cases, e.g. in 1D or between Gaussians, these closed forms have proved extremely fecund for practitioners to define tools inspired from the OT…

Statistics Theory · Mathematics 2020-12-15 Hicham Janati , Boris Muzellec , Gabriel Peyré , Marco Cuturi