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The traveling salesman problem is a fundamental combinatorial optimization problem with strong exact algorithms. However, as problems scale up, these exact algorithms fail to provide a solution in a reasonable time. To resolve this, current…

Machine Learning · Computer Science 2025-01-09 Yong Liang Goh , Wee Sun Lee , Xavier Bresson , Thomas Laurent , Nicholas Lim

Motivated by optimal re-balancing of a portfolio, we formalize an optimal transport problem in which the transported mass is scaled by a mass-change factor depending on the source and destination. This allows direct modeling of the creation…

Portfolio Management · Quantitative Finance 2025-10-07 Gabriela Kováčová , Georg Menz , Niket Patel

Motion planning under differential constraints is a classic problem in robotics. To date, the state of the art is represented by sampling-based techniques, with the Rapidly-exploring Random Tree algorithm as a leading example. Yet, the…

Robotics · Computer Science 2015-03-03 Edward Schmerling , Lucas Janson , Marco Pavone

Optimal transport provides a powerful framework for comparing measures while respecting the geometry of their support, but comes with an expensive computational cost, hindering its potential application to real world use cases. On…

Machine Learning · Computer Science 2026-05-20 Pierre Houédry , Iskander Legheraba , Léo Buecher , Nicolas Courty

This paper proposes a novel mission planning algorithm for autonomous robots that selects an optimal waypoint sequence from a predefined set to maximize total reward while satisfying obstacle avoidance, state, input, derivative, mission…

Robotics · Computer Science 2025-05-07 Jose D. Hoyos , Tianyu Zhou , Zehui Lu , Shaoshuai Mou

Deep learning classifiers are now known to have flaws in the representations of their class. Adversarial attacks can find a human-imperceptible perturbation for a given image that will mislead a trained model. The most effective methods to…

Machine Learning · Computer Science 2021-05-19 Quentin Bouniot , Romaric Audigier , Angélique Loesch

We focus on establishing the foundational paradigm of a novel optimization theory based on convolution with convex kernels. Our goal is to devise a morally deterministic model of locating the global optima of an arbitrary function, which is…

Optimization and Control · Mathematics 2025-03-31 Zhipeng Lu

Inverse optimal transport (OT) refers to the problem of learning the cost function for OT from observed transport plan or its samples. In this paper, we derive an unconstrained convex optimization formulation of the inverse OT problem,…

Machine Learning · Computer Science 2021-07-06 Shaojun Ma , Haodong Sun , Xiaojing Ye , Hongyuan Zha , Haomin Zhou

We theoretically analyse the limits of robustness to test-time adversarial and noisy examples in classification. Our work focuses on deriving bounds which uniformly apply to all classifiers (i.e all measurable functions from features to…

Machine Learning · Statistics 2020-11-13 Elvis Dohmatob

Sampling from diffusion probabilistic models (DPMs) can be viewed as a piecewise distribution transformation, which generally requires hundreds or thousands of steps of the inverse diffusion trajectory to get a high-quality image. Recent…

Computer Vision and Pattern Recognition · Computer Science 2023-07-24 Zezeng Li , ShengHao Li , Zhanpeng Wang , Na Lei , Zhongxuan Luo , Xianfeng Gu

Discrete optimal transportation problems arise in various contexts in engineering, the sciences and the social sciences. Often the underlying cost criterion is unknown, or only partly known, and the observed optimal solutions are corrupted…

Optimization and Control · Mathematics 2019-05-13 Andrew M. Stuart , Marie-Therese Wolfram

We propose a new approach to graph compression by appeal to optimal transport. The transport problem is seeded with prior information about node importance, attributes, and edges in the graph. The transport formulation can be setup for…

Machine Learning · Computer Science 2019-05-30 Vikas K. Garg , Tommi Jaakkola

Conformal Prediction (CP) is a principled framework for quantifying uncertainty in blackbox learning models, by constructing prediction sets with finite-sample coverage guarantees. Traditional approaches rely on scalar nonconformity scores,…

Machine Learning · Statistics 2025-05-07 Gauthier Thurin , Kimia Nadjahi , Claire Boyer

This paper presents a widely applicable approach to solving (multi-marginal, martingale) optimal transport and related problems via neural networks. The core idea is to penalize the optimization problem in its dual formulation and reduce it…

Optimization and Control · Mathematics 2019-01-28 Stephan Eckstein , Michael Kupper

We introduce the concept of compressed convolution, a technique to convolve a given data set with a large number of non-orthogonal kernels. In typical applications our technique drastically reduces the effective number of computations. The…

Instrumentation and Methods for Astrophysics · Physics 2014-01-08 F. Elsner , B. D. Wandelt

We propose a scalable robust learning algorithm combining kernel smoothing and robust optimization. Our method is motivated by the convex analysis perspective of distributionally robust optimization based on probability metrics, such as the…

Machine Learning · Computer Science 2022-02-22 Jia-Jie Zhu , Christina Kouridi , Yassine Nemmour , Bernhard Schölkopf

We propose an algorithm using method of evolving junctions to solve the optimal path planning problems with piece-wise constant flow fields. In such flow fields with a convex Lagrangian in the objective function, we can prove that the…

Optimization and Control · Mathematics 2021-12-14 Haoyan Zhai , Mengxue Hou , Fumin Zhang , Haomin Zhou

We study the sample complexity of entropic optimal transport in high dimensions using computationally efficient plug-in estimators. We significantly advance the state of the art by establishing dimension-free, parametric rates for…

Statistics Theory · Mathematics 2022-06-28 Philippe Rigollet , Austin J. Stromme

Optimal transport on a graph focuses on finding the most efficient way to transfer resources from one distribution to another while considering the graph's structure. This paper introduces a new distributed algorithm that solves the optimal…

Optimization and Control · Mathematics 2025-07-08 Yacine Mokhtari , Emmanuel Moulay , Patrick Coirault , Jérôme Le Ny

The contribution of this paper is a generalized formulation of correctional learning using optimal transport, which is about how to optimally transport one mass distribution to another. Correctional learning is a framework developed to…

Machine Learning · Computer Science 2023-04-05 Rebecka Winqvist , Inês Lourenco , Francesco Quinzan , Cristian R. Rojas , Bo Wahlberg