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Optimal Transport (OT) distances such as Wasserstein have been used in several areas such as GANs and domain adaptation. OT, however, is very sensitive to outliers (samples with large noise) in the data since in its objective function,…

Machine Learning · Computer Science 2020-10-13 Yogesh Balaji , Rama Chellappa , Soheil Feizi

Entropic optimal transport (OT) and the Sinkhorn algorithm have made it practical for machine learning practitioners to perform the fundamental task of calculating transport distance between statistical distributions. In this work, we focus…

Optimization and Control · Mathematics 2024-03-11 Xun Tang , Holakou Rahmanian , Michael Shavlovsky , Kiran Koshy Thekumparampil , Tesi Xiao , Lexing Ying

We study the problem of the decentralized computation of entropy-regularized semi-discrete Wasserstein barycenters over a network. Building upon recent primal-dual approaches, we propose a sampling gradient quantization scheme that allows…

Optimization and Control · Mathematics 2020-10-28 Roman Krawtschenko , César A. Uribe , Alexander Gasnikov , Pavel Dvurechensky

Optimal transport (OT)-based methods have a wide range of applications and have attracted a tremendous amount of attention in recent years. However, most of the computational approaches of OT do not learn the underlying transport map.…

Machine Learning · Statistics 2019-06-20 Andrés Hoyos-Idrobo

Wasserstein barycenters define averages of probability measures in a geometrically meaningful way. Their use is increasingly popular in applied fields, such as image, geometry or language processing. In these fields however, the probability…

Numerical Analysis · Mathematics 2023-03-13 Guillaume Carlier , Alex Delalande , Quentin Merigot

Optimal transport (\OT) theory defines a powerful set of tools to compare probability distributions. \OT~suffers however from a few drawbacks, computational and statistical, which have encouraged the proposal of several regularized variants…

Machine Learning · Statistics 2019-10-29 Tam Le , Makoto Yamada , Kenji Fukumizu , Marco Cuturi

The optimal transport (OT) problem has gained significant traction in modern machine learning for its ability to: (1) provide versatile metrics, such as Wasserstein distances and their variants, and (2) determine optimal couplings between…

Machine Learning · Computer Science 2024-10-18 Xinran Liu , Rocío Díaz Martín , Yikun Bai , Ashkan Shahbazi , Matthew Thorpe , Akram Aldroubi , Soheil Kolouri

We focus in this paper on high-dimensional regression problems where each regressor can be associated to a location in a physical space, or more generally a generic geometric space. Such problems often employ sparse priors, which promote…

Machine Learning · Statistics 2019-01-09 Hicham Janati , Marco Cuturi , Alexandre Gramfort

The Gromov-Wasserstein (GW) distance, rooted in optimal transport (OT) theory, quantifies dissimilarity between metric measure spaces and provides a framework for aligning heterogeneous datasets. While computational aspects of the GW…

Statistics Theory · Mathematics 2023-10-02 Zhengxin Zhang , Ziv Goldfeld , Youssef Mroueh , Bharath K. Sriperumbudur

We study the computation of doubly regularized Wasserstein barycenters, a recently introduced family of entropic barycenters governed by inner and outer regularization strengths. Previous research has demonstrated that various…

Optimization and Control · Mathematics 2023-07-26 Lénaïc Chizat , Tomas Vaškevičius

Optimal Transport (OT) has attracted significant interest in the machine learning community, not only for its ability to define meaningful distances between probability distributions -- such as the Wasserstein distance -- but also for its…

Machine Learning · Computer Science 2025-11-04 Laetitia Chapel , Romain Tavenard , Samuel Vaiter

We consider synthesis and analysis of probability measures using the entropy-regularized Wasserstein-2 cost and its unbiased version, the Sinkhorn divergence. The synthesis problem consists of computing the barycenter, with respect to these…

Machine Learning · Statistics 2025-03-25 Brendan Mallery , James M. Murphy , Shuchin Aeron

Optimal transport is widely used in pure and applied mathematics to find probabilistic solutions to hard combinatorial matching problems. We extend the Wasserstein metric and other elements of optimal transport from the matching of sets to…

Optimization and Control · Mathematics 2019-07-16 Evan Patterson

Optimal transport (OT) distances are increasingly used as loss functions for statistical inference, notably in the learning of generative models or supervised learning. Yet, the behavior of minimum Wasserstein estimators is poorly…

Statistics Theory · Mathematics 2021-07-20 Tianyi Lin , Zeyu Zheng , Elynn Y. Chen , Marco Cuturi , Michael I. Jordan

On the space of probability densities, we extend the Wasserstein geodesics to the case of higher-order interpolation such as cubic spline interpolation. After presenting the natural extension of cubic splines to the Wasserstein space, we…

Optimization and Control · Mathematics 2018-07-27 Jean-David Benamou , Thomas Gallouët , François-Xavier Vialard

This work establishes a framework for solving inverse boundary problems with the geodesic based quadratic Wasserstein distance ($W_{2}$). A general form of the Fr\'echet gradient is systematically derived by optimal transportation (OT)…

Numerical Analysis · Mathematics 2022-10-31 Gang Bao , Yixuan Zhang

Scaling algorithms for entropic transport-type problems have become a very popular numerical method, encompassing Wasserstein barycenters, multi-marginal problems, gradient flows and unbalanced transport. However, a standard implementation…

Optimization and Control · Mathematics 2019-02-12 Bernhard Schmitzer

Wasserstein barycenters correspond to optimal solutions of transportation problems for several marginals, and as such have a wide range of applications ranging from economics to statistics and computer science. When the marginal probability…

Optimization and Control · Mathematics 2015-08-11 Ethan Anderes , Steffen Borgwardt , Jacob Miller

We study the convergence of divergence-regularized optimal transport as the regularization parameter vanishes. Sharp rates for general divergences including relative entropy or $L^{p}$ regularization, general transport costs and…

Optimization and Control · Mathematics 2023-06-22 Stephan Eckstein , Marcel Nutz

This article introduces a generalization of the discrete optimal transport, with applications to color image manipulations. This new formulation includes a relaxation of the mass conservation constraint and a regularization term. These two…

Computer Vision and Pattern Recognition · Computer Science 2013-07-23 Sira Ferradans , Nicolas Papadakis , Gabriel Peyré , Jean-François Aujol