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Performative learning addresses the increasingly pervasive situations in which algorithmic decisions may induce changes in the data distribution as a consequence of their public deployment. We propose a novel view in which these…

Machine Learning · Computer Science 2024-11-05 Edwige Cyffers , Muni Sreenivas Pydi , Jamal Atif , Olivier Cappé

We propose a novel neural algorithm for the fundamental problem of computing the entropic optimal transport (EOT) plan between continuous probability distributions which are accessible by samples. Our algorithm is based on the saddle point…

Machine Learning · Computer Science 2023-11-02 Nikita Gushchin , Alexander Kolesov , Alexander Korotin , Dmitry Vetrov , Evgeny Burnaev

To approximate convolutions which occur in evolution equations with memory terms, a variable-stepsize algorithm is presented for which advancing N steps requires only O(N log(N)) operations and O(log(N)) active memory, in place of O(N^2)…

Numerical Analysis · Mathematics 2007-05-23 María López-Fernández , Christian Lubich , Achim Schädle

In this paper, we study the problem of learning compact (low-dimensional) representations for sequential data that captures its implicit spatio-temporal cues. To maximize extraction of such informative cues from the data, we set the problem…

Machine Learning · Computer Science 2020-07-14 Anoop Cherian , Shuchin Aeron

In many scientific fields imaging is used to relate a certain physical quantity to other dependent variables. Therefore, images can be considered as a map from a real-world coordinate system to the non-negative measurements being acquired.…

Computer Vision and Pattern Recognition · Computer Science 2018-04-18 Liam Cattell , Gustavo K. Rohde

Optimal transport is the problem of designing a joint distribution for two random variables with fixed marginals. In virtually the entire literature on this topic, the objective is to minimize expected cost. This paper is the first to study…

Econometrics · Economics 2026-02-13 Yinchu Zhu , Ilya O. Ryzhov

Optimal transport is a machine learning problem with applications including distribution comparison, feature selection, and generative adversarial networks. In this paper, we propose feature-robust optimal transport (FROT) for…

Autonomous vehicles with a self-evolving ability are expected to cope with unknown scenarios in the real-world environment. Take advantage of trial and error mechanism, reinforcement learning is able to self evolve by learning the optimal…

Robotics · Computer Science 2024-08-23 Shuo Yang , Liwen Wang , Yanjun Huang , Hong Chen

This paper presents a game-theoretic path-following formulation where the opponent is an adversary road model. This formulation allows us to compute safe sets using tools from viability theory, that can be used as terminal constraints in an…

Robotics · Computer Science 2020-05-18 Alexander Liniger , Luc van Gool

In this paper, we present a novel and principled approach to learn the optimal transport between two distributions, from samples. Guided by the optimal transport theory, we learn the optimal Kantorovich potential which induces the optimal…

Machine Learning · Computer Science 2020-06-19 Ashok Vardhan Makkuva , Amirhossein Taghvaei , Sewoong Oh , Jason D. Lee

This paper is concerned with the theoretical and computational development of a new class of nonlinear filtering algorithms called the optimal transport particle filters (OTPF). The algorithm is based on a recently introduced variational…

Optimization and Control · Mathematics 2023-04-04 Mohammad Al-Jarrah , Bamdad Hosseini , Amirhossein Taghvaei

We consider the fundamental problem of sampling the optimal transport coupling between given source and target distributions. In certain cases, the optimal transport plan takes the form of a one-to-one mapping from the source support to the…

Machine Learning · Computer Science 2025-10-28 Mara Daniels , Tyler Maunu , Paul Hand

Subsampling methods aim to select a subsample as a surrogate for the observed sample. Such methods have been used pervasively in large-scale data analytics, active learning, and privacy-preserving analysis in recent decades. Instead of…

Machine Learning · Statistics 2022-06-03 Jingyi Zhang , Cheng Meng , Jun Yu , Mengrui Zhang , Wenxuan Zhong , Ping Ma

Optimal transport (OT) is a popular measure to compare probability distributions. However, OT suffers a few drawbacks such as (i) a high complexity for computation, (ii) indefiniteness which limits its applicability to kernel machines. In…

Machine Learning · Computer Science 2022-02-23 Tam Le , Truyen Nguyen , Dinh Phung , Viet Anh Nguyen

We propose a diffusion approximation method to the continuous-state Markov Decision Processes (MDPs) that can be utilized to address autonomous navigation and control in unstructured off-road environments. In contrast to most…

Robotics · Computer Science 2024-02-08 Junhong Xu , Kai Yin , Zheng Chen , Jason M. Gregory , Ethan A. Stump , Lantao Liu

We propose a numerical method to find the optimal transport map between a measure supported on a lower-dimensional subset of R^d and a finitely supported measure. More precisely, the source measure is assumed to be supported on a simplex…

Computational Geometry · Computer Science 2017-07-06 Quentin Mérigot , Jocelyn Meyron , Boris Thibert

Imitation Learning describes the problem of recovering an expert policy from demonstrations. While inverse reinforcement learning approaches are known to be very sample-efficient in terms of expert demonstrations, they usually require…

Machine Learning · Computer Science 2019-06-20 Huang Xiao , Michael Herman , Joerg Wagner , Sebastian Ziesche , Jalal Etesami , Thai Hong Linh

We propose an implicit neural formulation of optimal transport that eliminates adversarial min--max optimization and multi-network architectures commonly used in existing approaches. Our key idea is to parameterize a single potential in the…

Optimization and Control · Mathematics 2026-05-12 Yesom Park , Eric Gelphman , Stanley Osher , Samy Wu Fung

We give a statistical interpretation of entropic optimal transport by showing that performing maximum-likelihood estimation for Gaussian deconvolution corresponds to calculating a projection with respect to the entropic optimal transport…

Statistics Theory · Mathematics 2018-09-19 Philippe Rigollet , Jonathan Weed

Optimal transportation of raw material from suppliers to customers is an issue arising in logistics that is addressed here with a continuous model relying on optimal transport theory. A physics informed neuralnetwork method is advocated…

Numerical Analysis · Mathematics 2025-08-19 Alexandre Caboussat , Anna Peruso
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