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Unbalanced optimal transport (UOT) is a natural extension of optimal transport (OT) allowing comparison between measures of different masses. It arises naturally in machine learning by offering a robustness against outliers. The aim of this…

Optimization and Control · Mathematics 2025-10-06 Luca Nenna , Paul Pegon , Louis Tocquec

Unbalanced optimal transport (UOT) has recently gained much attention due to its flexible framework for handling un-normalized measures and its robustness properties. In this work, we explore learning (structured) sparse transport plans in…

Machine Learning · Computer Science 2025-02-03 Piyushi Manupriya , Pratik Jawanpuria , Karthik S. Gurumoorthy , SakethaNath Jagarlapudi , Bamdev Mishra

The objective in statistical Optimal Transport (OT) is to consistently estimate the optimal transport plan/map solely using samples from the given source and target marginal distributions. This work takes the novel approach of posing…

Machine Learning · Computer Science 2020-11-11 J. Saketha Nath , Pratik Jawanpuria

We study the fundamental computational problem of approximating optimal transport (OT) equations using neural differential equations (Neural ODEs). More specifically, we develop a novel framework for approximating unbalanced optimal…

Numerical Analysis · Mathematics 2026-05-21 Minh-Nhat Phung , Minh-Binh Tran

The coordinated and efficient distribution of limited resources by individual decisions is a fundamental, unsolved problem. When individuals compete for road capacities, time, space, money, goods, etc., they normally make decisions based on…

Statistical Mechanics · Physics 2009-11-07 Dirk Helbing , Martin Schoenhof , Daniel Kern

In the paper, we generalize the approach Gasnikov et. al, 2017, which allows to solve (stochastic) convex optimization problems with an inexact gradient-free oracle, to the convex-concave saddle-point problem. The proposed approach works,…

Optimization and Control · Mathematics 2022-09-13 Aleksandr Beznosikov , Abdurakhmon Sadiev , Alexander Gasnikov

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…

Image and Video Processing · Electrical Eng. & Systems 2023-04-18 Bo Jiang , Hamid Krim , Tianfu Wu , Derya Cansever

Fairness metrics utilizing the area under the receiver operator characteristic curve (AUC) have gained increasing attention in high-stakes domains such as healthcare, finance, and criminal justice. In these domains, fairness is often…

Optimal transport has become part of the standard quantitative economics toolbox. It is the framework of choice to describe models of matching with transfers, but beyond that, it allows to: extend quantile regression; identify discrete…

General Economics · Economics 2021-07-13 Alfred Galichon

We provide theoretical analyses for two algorithms that solve the regularized optimal transport (OT) problem between two discrete probability measures with at most $n$ atoms. We show that a greedy variant of the classical Sinkhorn…

Data Structures and Algorithms · Computer Science 2021-07-27 Tianyi Lin , Nhat Ho , Michael I. Jordan

Optimal Transport (OT) is being widely used in various fields such as machine learning and computer vision, as it is a powerful tool for measuring the similarity between probability distributions and histograms. In previous studies, OT has…

Machine Learning · Statistics 2020-06-17 Yasunori Akagi , Yusuke Tanaka , Tomoharu Iwata , Takeshi Kurashima , Hiroyuki Toda

We study optimization algorithms for the finite sum problems frequently arising in machine learning applications. First, we propose novel variants of stochastic gradient descent with a variance reduction property that enables linear…

Machine Learning · Computer Science 2017-07-06 Jakub Konečný

Various bias-correction methods such as EXTRA, gradient tracking methods, and exact diffusion have been proposed recently to solve distributed {\em deterministic} optimization problems. These methods employ constant step-sizes and converge…

Machine Learning · Computer Science 2023-07-19 Kun Yuan , Sulaiman A. Alghunaim , Bicheng Ying , Ali H. Sayed

Optimal Transport, a theory for optimal allocation of resources, is widely used in various fields such as astrophysics, machine learning, and imaging science. However, many applications impose elementwise constraints on the transport plan…

Optimization and Control · Mathematics 2022-06-28 Zixuan Cang , Qing Nie , Yanxiang Zhao

Distributionally robust optimization (DRO) can improve the robustness and fairness of learning methods. In this paper, we devise stochastic algorithms for a class of DRO problems including group DRO, subpopulation fairness, and empirical…

Machine Learning · Computer Science 2025-02-03 Tasuku Soma , Khashayar Gatmiry , Sharut Gupta , Stefanie Jegelka

Recent years have seen the rapid development of fairness-aware machine learning in mitigating unfairness or discrimination in decision-making in a wide range of applications. However, much less attention has been paid to the fairness-aware…

Optimization and Control · Mathematics 2022-07-26 Guo Yu , Lianbo Ma , Wei Du , Wenli Du , Yaochu Jin

Recent advances in large-scale optimal transport have greatly extended its application scenarios in machine learning. However, existing methods either not explicitly learn the transport map or do not support general cost function. In this…

Computer Vision and Pattern Recognition · Computer Science 2020-03-17 Guansong Lu , Zhiming Zhou , Jian Shen , Cheng Chen , Weinan Zhang , Yong Yu

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

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

Task allocation problems have traditionally focused on cost optimization. However, more and more attention is being given to cases in which cost should not always be the sole or major consideration. In this paper we study a fair task…

Artificial Intelligence · Computer Science 2016-12-08 Qing Chuan Ye , Yingqian Zhang , Rommert Dekker