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We introduce a formulation of optimal transport problem for distributions on function spaces, where the stochastic map between functional domains can be partially represented in terms of an (infinite-dimensional) Hilbert-Schmidt operator…

Machine Learning · Statistics 2023-08-29 Jiacheng Zhu , Aritra Guha , Dat Do , Mengdi Xu , XuanLong Nguyen , Ding Zhao

This work introduces novel computational methods for entropic optimal transport (OT) problems under martingale-type conditions. The considered problems include the discrete martingale optimal transport (MOT) problem. Moreover, as the…

Optimization and Control · Mathematics 2025-08-26 Xun Tang , Michael Shavlovsky , Holakou Rahmanian , Tesi Xiao , Lexing Ying

Selecting input features of top relevance has become a popular method for building self-explaining models. In this work, we extend this selective rationalization approach to text matching, where the goal is to jointly select and align text…

Machine Learning · Computer Science 2020-05-28 Kyle Swanson , Lili Yu , Tao Lei

Unbalanced optimal transport (UOT) extends optimal transport (OT) to take into account mass variations to compare distributions. This is crucial to make OT successful in ML applications, making it robust to data normalization and outliers.…

Optimization and Control · Mathematics 2022-01-04 Thibault Séjourné , François-Xavier Vialard , Gabriel Peyré

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

Several recent applications of optimal transport (OT) theory to machine learning have relied on regularization, notably entropy and the Sinkhorn algorithm. Because matrix-vector products are pervasive in the Sinkhorn algorithm, several…

Machine Learning · Statistics 2021-03-09 Meyer Scetbon , Marco Cuturi , Gabriel Peyré

Optimal transport (OT) finds a least cost transport plan between two probability distributions using a cost matrix defined on pairs of points. Unlike standard OT, which infers unstructured pointwise mappings, low-rank optimal transport…

Machine Learning · Computer Science 2026-03-05 Henri Schmidt , Peter Halmos , Ben Raphael

Optimal transport aims to estimate a transportation plan that minimizes a displacement cost. This is realized by optimizing the scalar product between the sought plan and the given cost, over the space of doubly stochastic matrices. When…

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

Optimal transport (OT) is a widely used technique in machine learning, graphics, and vision that aligns two distributions or datasets using their relative geometry. In symmetry-rich settings, however, OT alignments based solely on pairwise…

Machine Learning · Computer Science 2025-09-26 Annabel Ma , Kaiying Hou , David Alvarez-Melis , Melanie Weber

Ensuring fairness in matching algorithms is a key challenge in allocating scarce resources and positions. Focusing on Optimal Transport (OT), we introduce a novel notion of group fairness requiring that the probability of matching two…

Machine Learning · Statistics 2026-02-02 Linus Bleistein , Mathieu Dagréou , Francisco Andrade , Thomas Boudou , Aurélien Bellet

Optimal Transport (OT) problems are a cornerstone of many applications, but solving them is computationally expensive. To address this problem, we propose UNOT (Universal Neural Optimal Transport), a novel framework capable of accurately…

Machine Learning · Computer Science 2026-02-11 Jonathan Geuter , Gregor Kornhardt , Ingimar Tomasson , Vaios Laschos

We consider the numerical solution of the discrete multi-marginal optimal transport (MOT) by means of the Sinkhorn algorithm. In general, the Sinkhorn algorithm suffers from the curse of dimensionality with respect to the number of…

Optimization and Control · Mathematics 2023-02-22 Fatima Antarou Ba , Michael Quellmalz

In machine learning, Optimal Transport (OT) theory is extensively utilized to compare probability distributions across various applications, such as graph data represented by node distributions and image data represented by pixel…

Machine Learning · Computer Science 2025-01-30 Jianming Huang , Xun Su , Zhongxi Fang , Hiroyuki Kasai

Reduced order models (ROMs) are widely used in scientific computing to tackle high-dimensional systems. However, traditional ROM methods may only partially capture the intrinsic geometric characteristics of the data. These characteristics…

Numerical Analysis · Mathematics 2025-01-13 Moaad Khamlich , Federico Pichi , Gianluigi Rozza

The current best practice for computing optimal transport (OT) is via entropy regularization and Sinkhorn iterations. This algorithm runs in quadratic time as it requires the full pairwise cost matrix, which is prohibitively expensive for…

Machine Learning · Computer Science 2022-04-06 Johannes Gasteiger , Marten Lienen , Stephan Günnemann

In this work, we develop an optimal transport (OT) based framework to select informative prototypical examples that best represent a given target dataset. Summarizing a given target dataset via representative examples is an important…

Machine Learning · Computer Science 2021-04-06 Karthik S. Gurumoorthy , Pratik Jawanpuria , Bamdev Mishra

Recently, linear regression models incorporating an optimal transport (OT) loss have been explored for applications such as supervised unmixing of spectra, music transcription, and mass spectrometry. However, these task-specific approaches…

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 consider optimal transport based distributionally robust optimization (DRO) problems with locally strongly convex transport cost functions and affine decision rules. Under conventional convexity assumptions on the underlying loss…

Optimization and Control · Mathematics 2021-04-27 Jose Blanchet , Karthyek Murthy , Fan Zhang