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Variational problems that involve Wasserstein distances and more generally optimal transport (OT) theory are playing an increasingly important role in data sciences. Such problems can be used to form an examplar measure out of various…

Machine Learning · Computer Science 2018-11-15 Marco Cuturi , Gabriel Peyré

Making sense of Wasserstein distances between discrete measures in high-dimensional settings remains a challenge. Recent work has advocated a two-step approach to improve robustness and facilitate the computation of optimal transport, using…

Machine Learning · Computer Science 2019-09-04 François-Pierre Paty , Marco Cuturi

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

We provide a framework to approximate the 2-Wasserstein distance and the optimal transport map, amenable to efficient training as well as statistical and geometric analysis. With the quadratic cost and considering the Kantorovich dual form…

Optimization and Control · Mathematics 2019-02-20 Amirhossein Taghvaei , Amin Jalali

Optimal transport (OT) theory has been been used in machine learning to study and characterize maps that can push-forward efficiently a probability measure onto another. Recent works have drawn inspiration from Brenier's theorem, which…

Machine Learning · Computer Science 2023-02-13 Théo Uscidda , Marco Cuturi

The optimal transport (OT) problem is a classical optimization problem having the form of linear programming. Machine learning applications put forward new computational challenges in its solution. In particular, the OT problem defines a…

Optimization and Control · Mathematics 2022-10-25 Nazarii Tupitsa , Pavel Dvurechensky , Darina Dvinskikh , Alexander Gasnikov

Semi-discrete optimal transport problems, which evaluate the Wasserstein distance between a discrete and a generic (possibly non-discrete) probability measure, are believed to be computationally hard. Even though such problems are…

Machine Learning · Computer Science 2022-05-02 Bahar Taskesen , Soroosh Shafieezadeh-Abadeh , Daniel Kuhn

This paper studies the convergence rates of optimal transport (OT) map estimators, a topic of growing interest in statistics, machine learning, and various scientific fields. Despite recent advancements, existing results rely on regularity…

Statistics Theory · Mathematics 2024-12-12 Yizhe Ding , Runze Li , Lingzhou Xue

Entropic regularization is quickly emerging as a new standard in optimal transport (OT). It enables to cast the OT computation as a differentiable and unconstrained convex optimization problem, which can be efficiently solved using the…

Machine Learning · Statistics 2018-02-21 Mathieu Blondel , Vivien Seguy , Antoine Rolet

Brenier's theorem is a cornerstone of optimal transport that guarantees the existence of an optimal transport map $T$ between two probability distributions $P$ and $Q$ over $\mathbb{R}^d$ under certain regularity conditions. The main goal…

Statistics Theory · Mathematics 2020-07-01 Jan-Christian Hütter , Philippe Rigollet

Regularized optimal transport (OT) is now increasingly used as a loss or as a matching layer in neural networks. Entropy-regularized OT can be computed using the Sinkhorn algorithm but it leads to fully-dense transportation plans, meaning…

Machine Learning · Statistics 2023-04-17 Tianlin Liu , Joan Puigcerver , Mathieu Blondel

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

Over the past few years, numerous computational models have been developed to solve Optimal Transport (OT) in a stochastic setting, where distributions are represented by samples and where the goal is to find the closest map to the ground…

Statistics Theory · Mathematics 2023-02-01 Adrien Vacher , François-Xavier Vialard

This paper presents a unified framework for smooth convex regularization of discrete optimal transport problems. In this context, the regularized optimal transport turns out to be equivalent to a matrix nearness problem with respect to…

Machine Learning · Statistics 2018-07-17 Arnaud Dessein , Nicolas Papadakis , Jean-Luc Rouas

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

Quadratic regularization has emerged as a potential alternative to the popular entropic regularization in computational optimal transport, offering the theoretical advantage of producing sparse couplings through its hinge density structure.…

Optimization and Control · Mathematics 2026-05-27 Long Nguyen-Chi , Nam Nguyen , Binh Nguyen

We study stability and sample complexity properties of divergence regularized optimal transport (DOT). First, we obtain quantitative stability results for optimizers of DOT measured in Wasserstein distance, which are applicable to a wide…

Optimization and Control · Mathematics 2024-01-17 Erhan Bayraktar , Stephan Eckstein , Xin Zhang

Optimal transport has recently proved to be a useful tool in various machine learning applications needing comparisons of probability measures. Among these, applications of distributionally robust optimization naturally involve Wasserstein…

Optimization and Control · Mathematics 2023-03-24 Waïss Azizian , Franck Iutzeler , Jérôme Malick

Optimal transport has gained much attention in image processing field, such as computer vision, image interpolation and medical image registration. Recently, Bredies et al. (ESAIM:M2AN 54:2351-2382, 2020) and Schmitzer et al. (IEEE T MED…

Numerical Analysis · Mathematics 2023-08-21 Yiming Gao

We study estimators of the optimal transport (OT) map between two probability distributions. We focus on plugin estimators derived from the OT map between estimates of the underlying distributions. We develop novel stability bounds for OT…

Statistics Theory · Mathematics 2025-02-19 Sivaraman Balakrishnan , Tudor Manole
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