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This paper is focused on the study of entropic regularization in optimal transport as a smoothing method for Wasserstein estimators, through the prism of the classical tradeoff between approximation and estimation errors in statistics.…

Machine Learning · Statistics 2024-10-30 Jérémie Bigot , Paul Freulon , Boris P. Hejblum , Arthur Leclaire

Gromov-Wasserstein (GW) is a powerful tool to compare probability measures whose supports are in different metric spaces. GW suffers however from a computational drawback since it requires to solve a complex non-convex quadratic program. We…

Machine Learning · Statistics 2020-06-18 Tam Le , Nhat Ho , Makoto Yamada

In recent years, two prominent paradigms have shaped distributionally robust optimization (DRO), modeling distributional ambiguity through $\phi$-divergences and Wasserstein distances, respectively. While the former focuses on ambiguity in…

Optimization and Control · Mathematics 2025-12-22 Jose Blanchet , Daniel Kuhn , Jiajin Li , Bahar Taskesen

We introduce the supervised Gromov-Wasserstein (sGW) optimal transport, an extension of Gromov-Wasserstein by incorporating potential infinity patterns in the cost tensor. sGW enables the enforcement of application-induced constraints such…

Optimization and Control · Mathematics 2024-01-15 Zixuan Cang , Yaqi Wu , Yanxiang Zhao

We investigate optimal transport (OT) for measures on graph metric spaces with different total masses. To mitigate the limitations of traditional $L^p$ geometry, Orlicz-Wasserstein (OW) and generalized Sobolev transport (GST) employ Orlicz…

Machine Learning · Statistics 2025-10-27 Tam Le , Truyen Nguyen , Hideitsu Hino , Kenji Fukumizu

Obtaining solutions to Optimal Transportation (OT) problems is typically intractable when the marginal spaces are continuous. Recent research has focused on approximating continuous solutions with discretization methods based on i.i.d.…

Optimization and Control · Mathematics 2021-02-17 Junqi Wang , Pei Wang , Patrick Shafto

We study a rather general class of optimal "ballistic" transport problems for matrix-valued measures. These problems naturally arise, in the spirit of \emph{Y. Brenier. Comm. Math. Phys. (2018) 364(2) 579-605}, from a certain dual…

Functional Analysis · Mathematics 2021-11-30 Dmitry Vorotnikov

We report a globally-optimal approach to robotic path planning under uncertainty, based on the theory of quantitative measures of formal languages. A significant generalization to the language-measure-theoretic path planning algorithm…

Robotics · Computer Science 2010-08-24 Ishanu Chattopadhyay , Anthony Cascone , Asok Ray

We propose a numerical algorithm for the computation of multi-marginal optimal transport (MMOT) problems involving general probability measures that are not necessarily discrete. By developing a relaxation scheme in which marginal…

Optimization and Control · Mathematics 2025-12-29 Ariel Neufeld , Qikun Xiang

Despite the recent popularity of neural network-based solvers for optimal transport (OT), there is no standard quantitative way to evaluate their performance. In this paper, we address this issue for quadratic-cost transport --…

Machine Learning · Computer Science 2021-10-26 Alexander Korotin , Lingxiao Li , Aude Genevay , Justin Solomon , Alexander Filippov , Evgeny Burnaev

Generative Adversarial Networks (GANs) are one of the most practical methods for learning data distributions. A popular GAN formulation is based on the use of Wasserstein distance as a metric between probability distributions.…

Machine Learning · Computer Science 2018-05-23 Maziar Sanjabi , Jimmy Ba , Meisam Razaviyayn , Jason D. Lee

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

As opposed to standard empirical risk minimization (ERM), distributionally robust optimization aims to minimize the worst-case risk over a larger ambiguity set containing the original empirical distribution of the training data. In this…

Machine Learning · Computer Science 2021-01-06 Jaeho Lee , Maxim Raginsky

We consider a multimarginal optimal transport, which includes as a particular case the Wasserstein barycenter problem. In this problem one has to find an optimal coupling between $m$ probability measures, which amounts to finding a tensor…

Optimization and Control · Mathematics 2020-09-11 Nazarii Tupitsa , Pavel Dvurechensky , Alexander Gasnikov , César A. Uribe

Wasserstein barycenters provide a geometrically meaningful way to aggregate probability distributions, built on the theory of optimal transport. They are difficult to compute in practice, however, leading previous work to restrict their…

Machine Learning · Computer Science 2020-10-27 Lingxiao Li , Aude Genevay , Mikhail Yurochkin , Justin Solomon

Gromov-Wasserstein (GW) distances are combinations of Gromov-Hausdorff and Wasserstein distances that allow the comparison of two different metric measure spaces (mm-spaces). Due to their invariance under measure- and distance-preserving…

Optimization and Control · Mathematics 2023-07-14 Florian Beier , Robert Beinert , Gabriele Steidl

Collaborative learning has recently achieved very significant results. It still suffers, however, from several issues, including the type of information that needs to be exchanged, the criteria for stopping and how to choose the right…

Machine Learning · Computer Science 2021-03-29 Fatima Ezzahraa Ben Bouazza , Younès Bennani

This paper proposes a data-driven distributionally robust shortest path (DRSP) model where the distribution of the travel time in the transportation network can only be partially observed through a finite number of samples. Specifically, we…

Optimization and Control · Mathematics 2019-11-19 Zhuolin Wang , Keyou You , Shiji Song , Yuli Zhang

Many problems in machine learning involve calculating correspondences between sets of objects, such as point clouds or images. Discrete optimal transport provides a natural and successful approach to such tasks whenever the two sets of…

Machine Learning · Statistics 2019-02-28 David Alvarez-Melis , Stefanie Jegelka , Tommi S. Jaakkola

Recently, Optimal Transport has been proposed as a probabilistic framework in Machine Learning for comparing and manipulating probability distributions. This is rooted in its rich history and theory, and has offered new solutions to…

Machine Learning · Computer Science 2024-08-22 Eduardo Fernandes Montesuma , Fred Ngolè Mboula , Antoine Souloumiac
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