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In this paper we extend recent developments in computational optimal transport to the setting of Riemannian manifolds. In particular, we show how to learn optimal transport maps from samples that relate probability distributions defined on…
In recent years, the machine learning community has increasingly embraced the optimal transport (OT) framework for modeling distributional relationships. In this work, we introduce a sample-based neural solver for computing the Wasserstein…
Logistic regression models are widely used in the social and behavioral sciences and in high-stakes domains, due to their simplicity and interpretability properties. At the same time, such domains are permeated by distribution shifts, where…
Optimal transport (OT) is a central framework for modeling distribution shifts. Because OT compares distributions directly in input space, a well-designed ground metric between observations is essential to ensure that the optimizer does not…
The power and flexibility of Optimal Transport (OT) have pervaded a wide spectrum of problems, including recent Machine Learning challenges such as unsupervised domain adaptation. Its essence of quantitatively relating two probability…
Optimal transport distances are powerful tools to compare probability distributions and have found many applications in machine learning. Yet their algorithmic complexity prevents their direct use on large scale datasets. To overcome this…
We consider the optimization problem of minimizing a functional defined over a family of probability distributions, where the objective functional is assumed to possess a variational form. Such a distributional optimization problem arises…
Many variants of Optimal Transport (OT) have been developed to address its heavy computation. Among them, notably, Sliced Wasserstein (SW) is widely used for application domains by projecting the OT problem onto one-dimensional lines, and…
Distributionally robust stochastic optimization (DRSO) is an approach to optimization under uncertainty in which, instead of assuming that there is a known true underlying probability distribution, one hedges against a chosen set of…
Sliced optimal transport reduces optimal transport on multi-dimensional domains to transport on the line. More precisely, sliced optimal transport is the concatenation of the well-known Radon transform and the cumulative density transform,…
Many applications in machine learning involve data represented as probability distributions. The emergence of such data requires radically novel techniques to design tractable gradient flows on probability distributions over this type of…
Optimal transport (OT) theory has attracted much attention in machine learning and signal processing applications. OT defines a notion of distance between probability distributions of source and target data points. A crucial factor that…
The unsupervised task of aligning two or more distributions in a shared latent space has many applications including fair representations, batch effect mitigation, and unsupervised domain adaptation. Existing flow-based approaches estimate…
Many decision problems in science, engineering and economics are affected by uncertain parameters whose distribution is only indirectly observable through samples. The goal of data-driven decision-making is to learn a decision from finitely…
Clustering is a fundamental task in the computer vision and machine learning community. Although various methods have been proposed, the performance of existing approaches drops dramatically when handling incomplete high-dimensional data…
Comparing time series in a principled manner requires capturing both temporal alignment and distributional similarity of features. Optimal transport (OT) has recently emerged as a powerful tool for this task, but existing OT-based…
The Optimal transport (OT) problem is rapidly finding its way into machine learning. Favoring its use are its metric properties. Many problems admit solutions with guarantees only for objects embedded in metric spaces, and the use of…
It was recently shown that under smoothness conditions, the squared Wasserstein distance between two distributions could be efficiently computed with appealing statistical error upper bounds. However, rather than the distance itself, the…
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…
We consider statistical methods which invoke a min-max distributionally robust formulation to extract good out-of-sample performance in data-driven optimization and learning problems. Acknowledging the distributional uncertainty in learning…