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Related papers: Learning Cost Functions for Optimal Transport

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This work analyzes the inverse optimal transport (IOT) problem under Bregman regularization. We establish well-posedness results, including existence, uniqueness (up to equivalence classes of solutions), and stability, under several…

Optimization and Control · Mathematics 2026-05-01 Chenglong Bao , Zanyu Li , Yunan Yang

The use of optimal transport (OT) distances, and in particular entropic-regularised OT distances, is an increasingly popular evaluation metric in many areas of machine learning and data science. Their use has largely been driven by the…

Machine Learning · Computer Science 2023-10-10 Fengpei Wang , Clarice Poon , Tony Shardlow

We establish numerical methods for solving the martingale optimal transport problem (MOT) - a version of the classical optimal transport with an additional martingale constraint on transport's dynamics. We prove that the MOT value can be…

Probability · Mathematics 2019-04-08 Gaoyue Guo , Jan Obloj

The ability to compare two degenerate probability distributions (i.e. two probability distributions supported on two distinct low-dimensional manifolds living in a much higher-dimensional space) is a crucial problem arising in the…

Machine Learning · Statistics 2017-10-23 Aude Genevay , Gabriel Peyré , Marco Cuturi

We study the complexity of approximating the multimarginal optimal transport (MOT) distance, a generalization of the classical optimal transport distance, considered here between $m$ discrete probability distributions supported each on $n$…

Machine Learning · Statistics 2022-02-23 Tianyi Lin , Nhat Ho , Marco Cuturi , Michael I. Jordan

Optimal Transport (OT) theory investigates the cost-minimizing transport map that moves a source distribution to a target distribution. Recently, several approaches have emerged for learning the optimal transport map for a given cost…

Machine Learning · Computer Science 2025-04-01 Jaemoo Choi , Yongxin Chen , Jaewoong Choi

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

We study an entropic optimal transport problem in which the transport plan is penalized by a nonlinear convex functional acting on the coupling. We establish existence, uniqueness, and uniform a priori bounds for minimizers, and we show…

Optimization and Control · Mathematics 2025-12-15 Anna Kazeykina , Zhenjie Ren , Xiaozhen Wang , Yufei Zhang

This paper studies the Partial Optimal Transport (POT) problem between two unbalanced measures with at most $n$ supports and its applications in various AI tasks such as color transfer or domain adaptation. There is hence the need for fast…

Machine Learning · Computer Science 2023-12-25 Anh Duc Nguyen , Tuan Dung Nguyen , Quang Minh Nguyen , Hoang H. Nguyen , Lam M. Nguyen , Kim-Chuan Toh

An optimal transport (OT) problem seeks to find the cheapest mapping between two distributions with equal total density, given the cost of transporting density from one place to another. Unbalanced OT allows for different total density in…

Optimization and Control · Mathematics 2025-07-28 Jacob J. M. Francis , Colin J. Cotter , Marion P. Mittermaier

Learning representations for solutions of constrained optimization problems (COPs) with unknown cost functions is challenging, as models like (Variational) Autoencoders struggle to enforce constraints when decoding structured outputs. We…

Machine Learning · Computer Science 2025-09-22 Alan A. Lahoud , Erik Schaffernicht , Johannes A. Stork

This paper considers the decentralized (discrete) optimal transport (D-OT) problem. In this setting, a network of agents seeks to design a transportation plan jointly, where the cost function is the sum of privately held costs for each…

Optimization and Control · Mathematics 2024-09-23 Ivan Lau , Shiqian Ma , César A. Uribe

We present an iterative inverse reinforcement learning algorithm to infer optimal cost functions in continuous spaces. Based on a popular maximum entropy criteria, our approach iteratively finds a weight improvement step and proposes a…

Machine Learning · Computer Science 2025-05-14 Sarmad Mehrdad , Avadesh Meduri , Ludovic Righetti

Optimal transport (OT) is a powerful framework to compare probability measures, a fundamental task in many statistical and machine learning problems. Substantial advances have been made in designing OT variants which are either…

Machine Learning · Computer Science 2025-02-04 Clément Bonet , Kimia Nadjahi , Thibault Séjourné , Kilian Fatras , Nicolas Courty

Optimal transport (OT) is a powerful geometric tool used to compare and align probability measures following the least effort principle. Despite its widespread use in machine learning (ML), OT problem still bears its computational burden,…

Machine Learning · Computer Science 2023-08-14 Oliver Struckmeier , Ievgen Redko , Anton Mallasto , Karol Arndt , Markus Heinonen , Ville Kyrki

In many machine learning applications, it is necessary to meaningfully aggregate, through alignment, different but related datasets. Optimal transport (OT)-based approaches pose alignment as a divergence minimization problem: the aim is to…

Machine Learning · Statistics 2019-11-05 John Lee , Max Dabagia , Eva L. Dyer , Christopher J. Rozell

This work addresses inverse linear optimization where the goal is to infer the unknown cost vector of a linear program. Specifically, we consider the data-driven setting in which the available data are noisy observations of optimal…

Optimization and Control · Mathematics 2021-12-07 Rishabh Gupta , Qi Zhang

Motivated by robust dynamic resource allocation in operations research, we study the \textit{Online Learning to Transport} (OLT) problem where the decision variable is a probability measure, an infinite-dimensional object. We draw…

Machine Learning · Computer Science 2022-11-21 Wenxuan Guo , YoonHaeng Hur , Tengyuan Liang , Christopher Ryan

In this paper, the inverse reinforcement learning (IRL) problem is addressed to reconstruct the unknown cost function underlying an observed optimal policy in a model-free manner, whose online adaptation with completely off-policy system…

Optimization and Control · Mathematics 2025-11-20 Yibei Li , Yuexin Cao , Zhixin Liu , Lihua Xie

This paper investigates the semi-discrete optimal transport (OT) problem with entropic regularization. We characterize the solution using a governing, well-posed ordinary differential equation (ODE). This naturally yields an algorithm to…

Numerical Analysis · Mathematics 2025-04-07 Luca Nenna , Daniyar Omarov , Brendan Pass
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