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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

Defining meaningful distances between samples in a dataset is a fundamental problem in machine learning. Optimal Transport (OT) lifts a distance between features (the "ground metric") to a geometrically meaningful distance between samples.…

Machine Learning · Statistics 2022-07-20 Geert-Jan Huizing , Laura Cantini , Gabriel Peyré

We study a variant of the dynamical optimal transport problem in which the energy to be minimised is modulated by the covariance matrix of the distribution. Such transport metrics arise naturally in mean-field limits of certain ensemble…

Analysis of PDEs · Mathematics 2024-12-23 Martin Burger , Matthias Erbar , Franca Hoffmann , Daniel Matthes , André Schlichting

The mathematical forces at work behind Generative Adversarial Networks raise challenging theoretical issues. Motivated by the important question of characterizing the geometrical properties of the generated distributions, we provide a…

Machine Learning · Statistics 2023-10-06 Arthur Stéphanovitch , Ugo Tanielian , Benoît Cadre , Nicolas Klutchnikoff , Gérard Biau

The Wasserstein metric or earth mover's distance (EMD) is a useful tool in statistics, machine learning and computer science with many applications to biological or medical imaging, among others. Especially in the light of increasingly…

Optimization and Control · Mathematics 2018-01-26 Jörn Schrieber , Dominic Schuhmacher , Carsten Gottschlich

This paper presents a Wasserstein attraction approach for solving dynamic mass transport problems over networks. In the transport problem over networks, we start with a distribution over the set of nodes that needs to be "transported" to a…

Optimization and Control · Mathematics 2022-04-28 Ferran Arqué , César A. Uribe , Carlos Ocampo-Martinez

Wasserstein distance (WD) and the associated optimal transport plan have been proven useful in many applications where probability measures are at stake. In this paper, we propose a new proxy of the squared WD, coined min-SWGG, that is…

Machine Learning · Statistics 2023-10-31 Guillaume Mahey , Laetitia Chapel , Gilles Gasso , Clément Bonet , Nicolas Courty

Stochastic optimization lies at the core of most statistical learning models. The recent great development of stochastic algorithmic tools focused significantly onto proximal gradient iterations, in order to find an efficient approach for…

Machine Learning · Computer Science 2020-03-31 Andrei Patrascu , Ciprian Paduraru , Paul Irofti

Particle-based variational inference offers a flexible way of approximating complex posterior distributions with a set of particles. In this paper we introduce a new particle-based variational inference method based on the theory of…

Machine Learning · Statistics 2019-05-16 Luca Ambrogioni , Umut Guclu , Marcel van Gerven

Imitation Learning describes the problem of recovering an expert policy from demonstrations. While inverse reinforcement learning approaches are known to be very sample-efficient in terms of expert demonstrations, they usually require…

Machine Learning · Computer Science 2019-06-20 Huang Xiao , Michael Herman , Joerg Wagner , Sebastian Ziesche , Jalal Etesami , Thai Hong Linh

Wasserstein distance plays increasingly important roles in machine learning, stochastic programming and image processing. Major efforts have been under way to address its high computational complexity, some leading to approximate or…

Machine Learning · Statistics 2019-06-26 Yujia Xie , Xiangfeng Wang , Ruijia Wang , Hongyuan Zha

Wasserstein GANs with Gradient Penalty (WGAN-GP) are a very popular method for training generative models to produce high quality synthetic data. While WGAN-GP were initially developed to calculate the Wasserstein 1 distance between…

Machine Learning · Computer Science 2022-07-01 Tristan Milne , Adrian Nachman

We study first-order optimality conditions for constrained optimization in the Wasserstein space, whereby one seeks to minimize a real-valued function over the space of probability measures endowed with the Wasserstein distance. Our…

Optimization and Control · Mathematics 2025-03-03 Nicolas Lanzetti , Saverio Bolognani , Florian Dörfler

Optimal transport provides an inherently geometric and highly structured framework for studying spaces of probability measures, supplying a rich theoretical toolkit for contemporary statistics, machine learning, and generative modelling. In…

Statistics Theory · Mathematics 2026-05-21 Riccardo Passeggeri , Rohan M. Shenoy , Pengcheng Ye

Neural Processes (NPs) are a class of models that learn a mapping from a context set of input-output pairs to a distribution over functions. They are traditionally trained using maximum likelihood with a KL divergence regularization term.…

Machine Learning · Computer Science 2020-01-13 Andrew Carr , Jared Nielsen , David Wingate

We study nonparametric density estimation problems where error is measured in the Wasserstein distance, a metric on probability distributions popular in many areas of statistics and machine learning. We give the first minimax-optimal rates…

Statistics Theory · Mathematics 2020-04-30 Jonathan Niles-Weed , Quentin Berthet

We derive upper bounds on the generalization error of learning algorithms based on their \emph{algorithmic transport cost}: the expected Wasserstein distance between the output hypothesis and the output hypothesis conditioned on an input…

Machine Learning · Statistics 2018-11-09 Jingwei Zhang , Tongliang Liu , Dacheng Tao

Word embeddings are high dimensional vector representations of words that capture their semantic similarity in the vector space. There exist several algorithms for learning such embeddings both for a single language as well as for several…

Computation and Language · Computer Science 2019-11-12 Georgios Balikas , Ioannis Partalas

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

Generative Adversarial Networks (GANs) have been used to model the underlying probability distribution of sample based datasets. GANs are notoriuos for training difficulties and their dependence on arbitrary hyperparameters. One recent…

Machine Learning · Computer Science 2019-10-03 Thomas Pinetz , Daniel Soukup , Thomas Pock