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We develop a mathematical theory of entropic regularisation of unbalanced optimal transport problems. Focusing on static formulation and relying on the formalism developed for the unregularised case, we show that unbalanced optimal…

Optimization and Control · Mathematics 2023-05-05 Maciej Buze , Manh Hong Duong

Despite the success of deep learning-based algorithms, it is widely known that neural networks may fail to be robust. A popular paradigm to enforce robustness is adversarial training (AT), however, this introduces many computational and…

Machine Learning · Computer Science 2024-01-18 Nicolas Garcia Trillos , Matt Jacobs , Jakwang Kim , Matthew Werenski

Optimal transport (OT) defines a powerful framework to compare probability distributions in a geometrically faithful way. However, the practical impact of OT is still limited because of its computational burden. We propose a new class of…

Optimization and Control · Mathematics 2016-05-30 Genevay Aude , Marco Cuturi , Gabriel Peyré , Francis Bach

Optimal Transport (OT) distances are now routinely used as loss functions in ML tasks. Yet, computing OT distances between arbitrary (i.e. not necessarily discrete) probability distributions remains an open problem. This paper introduces a…

Optimization and Control · Mathematics 2020-07-03 Arthur Mensch , Gabriel Peyré

Motivated by the computational difficulties incurred by popular deep learning algorithms for the generative modeling of temporal densities, we propose a cheap alternative which requires minimal hyperparameter tuning and scales favorably to…

Machine Learning · Statistics 2023-10-13 Jonah Botvinick-Greenhouse , Yunan Yang , Romit Maulik

This paper introduces the first statistically consistent estimator of the optimal transport map between two probability distributions, based on neural networks. Building on theoretical and practical advances in the field of Lipschitz neural…

Machine Learning · Statistics 2022-02-17 Alberto González-Sanz , Lucas de Lara , Louis Béthune , Jean-Michel Loubes

Adapted optimal transport (AOT) problems are optimal transport problems for distributions of a time series where couplings are constrained to have a temporal causal structure. In this paper, we develop computational tools for solving AOT…

Probability · Mathematics 2023-04-26 Stephan Eckstein , Gudmund Pammer

This work introduces novel computational methods for entropic optimal transport (OT) problems under martingale-type conditions. The considered problems include the discrete martingale optimal transport (MOT) problem. Moreover, as the…

Optimization and Control · Mathematics 2025-08-26 Xun Tang , Michael Shavlovsky , Holakou Rahmanian , Tesi Xiao , Lexing Ying

Popular generative model learning methods such as Generative Adversarial Networks (GANs), and Variational Autoencoders (VAE) enforce the latent representation to follow simple distributions such as isotropic Gaussian. In this paper, we…

Machine Learning · Computer Science 2018-03-15 Cem Subakan , Oluwasanmi Koyejo , Paris Smaragdis

To improve the performance of classical generative adversarial network (GAN), Wasserstein generative adversarial networks (W-GAN) was developed as a Kantorovich dual formulation of the optimal transport (OT) problem using Wasserstein-1…

Computer Vision and Pattern Recognition · Computer Science 2020-09-01 Byeongsu Sim , Gyutaek Oh , Jeongsol Kim , Chanyong Jung , Jong Chul Ye

Optimal Transport (OT) is a resource allocation problem with applications in biology, data science, economics and statistics, among others. In some of the applications, practitioners have access to samples which approximate the continuous…

The optimal transport problem for measures supported on non-Euclidean spaces has recently gained ample interest in diverse applications involving representation learning. In this paper, we focus on circular probability measures, i.e.,…

Machine Learning · Computer Science 2023-10-11 Rocio Diaz Martin , Ivan Medri , Yikun Bai , Xinran Liu , Kangbai Yan , Gustavo K. Rohde , Soheil Kolouri

We propose a new algorithm that uses an auxiliary neural network to express the potential of the optimal transport map between two data distributions. In the sequel, we use the aforementioned map to train generative networks. Unlike WGANs,…

Machine Learning · Computer Science 2020-04-21 Vaios Laschos , Jan Tinapp , Klaus Obermayer

We tackle the challenge of disentangled representation learning in generative adversarial networks (GANs) from the perspective of regularized optimal transport (OT). Specifically, a smoothed OT loss gives rise to an implicit transportation…

Machine Learning · Computer Science 2019-12-05 Pierre Bréchet , Tao Wu , Thomas Möllenhoff , Daniel Cremers

Conditional Optimal Transport (COT) problem aims to find a transport map between conditional source and target distributions while minimizing the transport cost. Recently, these transport maps have been utilized in conditional generative…

Machine Learning · Computer Science 2026-03-13 Jiwoo Yoon , Kyumin Choi , Jaewoong Choi

This paper addresses the problem of estimating entropy-regularized optimal transport (EOT) maps with squared-Euclidean cost between source and target measures that are subGaussian. In the case that the target measure is compactly supported…

Machine Learning · Statistics 2023-11-21 Matthew Werenski , James M. Murphy , Shuchin Aeron

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

When predicting observations across space and time, the spatial layout of errors impacts a model's real-world utility. For instance, in bike sharing demand prediction, error patterns translate to relocation costs. However, commonly used…

Machine Learning · Computer Science 2025-04-15 Nina Wiedemann , Théo Uscidda , Martin Raubal

Highway on-ramp merging is of great challenge for autonomous vehicles (AVs), since they have to proactively interact with surrounding vehicles to enter the main road safely within limited time. However, existing decision-making algorithms…

Robotics · Computer Science 2025-08-12 Haolin Liu , Zijun Guo , Yanbo Chen , Jiaqi Chen , Huilong Yu , Junqiang Xi

Embedding high-dimensional data into a low-dimensional space is an indispensable component of data analysis. In numerous applications, it is necessary to align and jointly embed multiple datasets from different studies or experimental…

Machine Learning · Statistics 2024-07-03 Boris Landa , Yuval Kluger , Rong Ma