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Domain adaptation arises as an important problem in statistical learning theory when the data-generating processes differ between training and test samples, respectively called source and target domains. Recent theoretical advances show…

Machine Learning · Statistics 2022-10-25 Mourad El Hamri , Younès Bennani , Issam Falih

This paper focuses on the Monge-Kantorovich formulation of the optimal transport problem and the associated $L^2$ Wasserstein distance. We use the $L^2$ Wasserstein distance in the Nearest Neighbour (NN) machine learning architecture to…

Computer Vision and Pattern Recognition · Computer Science 2019-03-20 Michael Snow , Jan Van lent

We introduce fast algorithms for generalized unnormalized optimal transport. To handle densities with different total mass, we consider a dynamic model, which mixes the $L^p$ optimal transport with $L^p$ distance. For $p=1$, we derive the…

Numerical Analysis · Mathematics 2021-04-07 Wonjun Lee , Rongjie Lai , Wuchen Li , Stanley Osher

The modeling of phenomenological structure is a crucial aspect in inverse imaging problems. One emerging modeling tool in computational imaging is the optimal transport framework. Its ability to model geometric displacements across an…

Image and Video Processing · Electrical Eng. & Systems 2020-05-12 John Lee , Nicholas P. Bertrand , Christopher J. Rozell

Entropic optimal transport offers a computationally tractable approximation to the classical problem. In this note, we study the approximation rate of the entropic optimal transport map (in approaching the Brenier map) when the…

Probability · Mathematics 2024-11-22 Ritwik Sadhu , Ziv Goldfeld , Kengo Kato

We address the problem of unsupervised domain adaptation under the setting of generalized target shift (joint class-conditional and label shifts). For this framework, we theoretically show that, for good generalization, it is necessary to…

Machine Learning · Computer Science 2021-10-20 Alain Rakotomamonjy , Rémi Flamary , Gilles Gasso , Mokhtar Z. Alaya , Maxime Berar , Nicolas Courty

We present new Neumann-Neumann algorithms based on a time domain decomposition applied to unconstrained parabolic optimal control problems. After a spatial semi-discretization, the Lagrange multiplier approach provides a coupled…

Numerical Analysis · Mathematics 2024-01-30 Martin Jakob Gander , Liu-Di Lu

We consider robust variants of the standard optimal transport, named robust optimal transport, where marginal constraints are relaxed via Kullback-Leibler divergence. We show that Sinkhorn-based algorithms can approximate the optimal cost…

Machine Learning · Computer Science 2021-10-29 Khang Le , Huy Nguyen , Quang Nguyen , Tung Pham , Hung Bui , Nhat Ho

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

This paper introduces the use of unbalanced optimal transport methods as a similarity measure for diffeomorphic matching of imaging data. The similarity measure is a key object in diffeomorphic registration methods that, together with the…

Numerical Analysis · Mathematics 2017-06-19 Jean Feydy , Benjamin Charlier , François-Xavier Vialard , Gabriel Peyré

We propose a model of optimal parallel transport between vector fields on a connection graph, which consists of a weighted graph along with a map from its edges to an orthogonal group. Inspired by the well-known equivalence of 1-Wasserstein…

Optimization and Control · Mathematics 2025-03-18 Sawyer Robertson , Dhruv Kohli , Gal Mishne , Alexander Cloninger

We propose a family of relaxations of the optimal transport problem which regularize the problem by introducing an additional minimization step over a small region around one of the underlying transporting measures. The type of…

Machine Learning · Statistics 2019-06-11 Saied Mahdian , Jose Blanchet , Peter Glynn

Optimal transportation, or computing the Wasserstein or ``earth mover's'' distance between two distributions, is a fundamental primitive which arises in many learning and statistical settings. We give an algorithm which solves this problem…

Data Structures and Algorithms · Computer Science 2019-06-04 Arun Jambulapati , Aaron Sidford , Kevin Tian

This work studies an explicit embedding of the set of probability measures into a Hilbert space, defined using optimal transport maps from a reference probability density. This embedding linearizes to some extent the 2-Wasserstein space,…

Machine Learning · Statistics 2022-05-05 Quentin Mérigot , Alex Delalande , Frédéric Chazal

This article introduces a new class of fast algorithms to approximate variational problems involving unbalanced optimal transport. While classical optimal transport considers only normalized probability distributions, it is important for…

Optimization and Control · Mathematics 2017-05-23 Lenaic Chizat , Gabriel Peyré , Bernhard Schmitzer , François-Xavier Vialard

We analyze continuous optimal transport problems in the so-called Kantorovich form, where we seek a transport plan between two marginals that are probability measures on compact subsets of Euclidean space. We consider the case of…

Optimization and Control · Mathematics 2020-10-28 Christian Clason , Dirk A. Lorenz , Hinrich Mahler , Benedikt Wirth

Computing the optimal transport distance between statistical distributions is a fundamental task in machine learning. One remarkable recent advancement is entropic regularization and the Sinkhorn algorithm, which utilizes only matrix…

Optimization and Control · Mathematics 2024-01-24 Xun Tang , Michael Shavlovsky , Holakou Rahmanian , Elisa Tardini , Kiran Koshy Thekumparampil , Tesi Xiao , Lexing Ying

We study the optimal transport problem for $d>2$ discrete measures. This is a linear programming problem on $d$-tensors. It gives a way to compute a "distance" between two sets of discrete measures. We introduce an entropic regularization…

Computer Vision and Pattern Recognition · Computer Science 2021-07-27 Shmuel Friedland

We present several domain decomposition algorithms for sequential and parallel minimization of functionals formed by a discrepancy term with respect to data and total variation constraints. The convergence properties of the algorithms are…

Numerical Analysis · Mathematics 2009-02-03 Massimo Fornasier , Andreas Langer , Carola-Bibiane Schönlieb

We study the computational complexity of the optimal transport problem that evaluates the Wasserstein distance between the distributions of two K-dimensional discrete random vectors. The best known algorithms for this problem run in…

Optimization and Control · Mathematics 2022-10-17 Bahar Taşkesen , Soroosh Shafieezadeh-Abadeh , Daniel Kuhn , Karthik Natarajan