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Analyzing relationships between objects is a pivotal problem within data science. In this context, Dimensionality reduction (DR) techniques are employed to generate smaller and more manageable data representations. This paper proposes a new…

Machine Learning · Statistics 2025-07-08 Rafael P. Eufrazio , Eduardo Fernandes Montesuma , Charles C. Cavalcante

Wasserstein distances form a family of metrics on spaces of probability measures that have recently seen many applications. However, statistical analysis in these spaces is complex due to the nonlinearity of Wasserstein spaces. One…

Methodology · Statistics 2024-11-18 Michael Wilson , Tom Needham , Anuj Srivastava

The Gromov-Wasserstein distance is a notable extension of optimal transport. In contrast to the classic Wasserstein distance, it solves a quadratic assignment problem that minimizes the pair-wise distance distortion under the transportation…

Machine Learning · Computer Science 2024-04-16 Wei Zhang , Zihao Wang , Jie Fan , Hao Wu , Yong Zhang

We propose a novel approach for comparing distributions whose supports do not necessarily lie on the same metric space. Unlike Gromov-Wasserstein (GW) distance which compares pairwise distances of elements from each distribution, we…

Machine Learning · Statistics 2021-04-23 Mokhtar Z. Alaya , Maxime Bérar , Gilles Gasso , Alain Rakotomamonjy

Comparing metric measure spaces (i.e. a metric space endowed with aprobability distribution) is at the heart of many machine learning problems. The most popular distance between such metric measure spaces is theGromov-Wasserstein (GW)…

Optimization and Control · Mathematics 2023-01-18 Thibault Séjourné , François-Xavier Vialard , Gabriel Peyré

Suppose we are given two metric spaces and a family of continuous transformations from one to the other. Given a probability distribution on each of these two spaces - namely the source and the target measures - the Wasserstein alignment…

Probability · Mathematics 2025-03-11 Soumik Pal , Bodhisattva Sen , Ting-Kam Leonard Wong

Cross-lingual or cross-domain correspondences play key roles in tasks ranging from machine translation to transfer learning. Recently, purely unsupervised methods operating on monolingual embeddings have become effective alignment tools.…

Computation and Language · Computer Science 2018-09-05 David Alvarez-Melis , Tommi S. Jaakkola

An analogue of the quadratic Wasserstein (or Monge-Kantorovich) distance between Borel probability measures on $\mathbf{R}^d$ has been defined in [F. Golse, C. Mouhot, T. Paul: Commun. Math. Phys. 343 (2015), 165-205] for density operators…

Mathematical Physics · Physics 2021-02-10 Emanuele Caglioti , François Golse , Thierry Paul

Classical optimal transport problem seeks a transportation map that preserves the total mass betwenn two probability distributions, requiring their mass to be the same. This may be too restrictive in certain applications such as color or…

Machine Learning · Statistics 2020-06-15 Laetitia Chapel , Mokhtar Z. Alaya , Gilles Gasso

The ability to represent and compare machine learning models is crucial in order to quantify subtle model changes, evaluate generative models, and gather insights on neural network architectures. Existing techniques for comparing data…

Optimal transport distances, otherwise known as Wasserstein distances, have recently drawn ample attention in computer vision and machine learning as a powerful discrepancy measure for probability distributions. The recent developments on…

Machine Learning · Computer Science 2015-11-11 Soheil Kolouri , Yang Zou , Gustavo K. Rohde

Gromov-Wasserstein (GW) distances are combinations of Gromov-Hausdorff and Wasserstein distances that allow the comparison of two different metric measure spaces (mm-spaces). Due to their invariance under measure- and distance-preserving…

Optimization and Control · Mathematics 2023-07-14 Florian Beier , Robert Beinert , Gabriele Steidl

Optimal transportation theory and the related $p$-Wasserstein distance ($W_p$, $p\geq 1$) are widely-applied in statistics and machine learning. In spite of their popularity, inference based on these tools has some issues. For instance, it…

Statistics Theory · Mathematics 2024-03-01 Yiming Ma , Hang Liu , Davide La Vecchia , Metthieu Lerasle

Optimal transport (OT), and in particular the Wasserstein distance, has seen a surge of interest and applications in machine learning. However, empirical approximation under Wasserstein distances suffers from a severe curse of…

Statistics Theory · Mathematics 2020-01-28 Ziv Goldfeld , Kristjan Greenewald

This text is a set of lecture notes for a 4.5-hour course given at the Erd\"os Center (R\'enyi Institute, Budapest) during the Summer School "Optimal Transport on Quantum Structures" (September 19th-23rd, 2023). Lecture I introduces the…

Mathematical Physics · Physics 2023-08-23 François Golse

In this work, we present a method to compute the Kantorovich-Wasserstein distance of order one between a pair of two-dimensional histograms. Recent works in Computer Vision and Machine Learning have shown the benefits of measuring…

Optimization and Control · Mathematics 2019-07-29 Federico Bassetti , Stefano Gualandi , Marco Veneroni

Multi-view data analysis seeks to integrate multiple representations of the same samples in order to recover a coherent low-dimensional structure. Classical approaches often rely on feature concatenation or explicit alignment assumptions,…

Distance measures between graphs are important primitives for a variety of learning tasks. In this work, we describe an unsupervised, optimal transport based approach to define a distance between graphs. Our idea is to derive…

Computational Engineering, Finance, and Science · Computer Science 2024-04-11 Michael Scholkemper , Damin Kühn , Gerion Nabbefeld , Simon Musall , Björn Kampa , Michael T. Schaub

Wasserstein distances are metrics on probability distributions inspired by the problem of optimal mass transportation. Roughly speaking, they measure the minimal effort required to reconfigure the probability mass of one distribution in…

Methodology · Statistics 2019-04-10 Victor M. Panaretos , Yoav Zemel

Wasserstein 1 optimal transport maps provide a natural correspondence between points from two probability distributions, $\mu$ and $\nu$, which is useful in many applications. Available algorithms for computing these maps do not appear to…

Optimization and Control · Mathematics 2022-11-03 Tristan Milne , Étienne Bilocq , Adrian Nachman