Related papers: Manifold optimization for non-linear optimal trans…
Given samples from two joint distributions, we consider the problem of Optimal Transportation (OT) between them when conditioned on a common variable. We focus on the general setting where the conditioned variable may be continuous, and the…
We study the problem of bounding path-dependent expectations (within any finite time horizon $d$) over the class of discrete-time martingales whose marginal distributions lie within a prescribed tolerance of a given collection of benchmark…
We propose an extremely versatile approach to address a large family of matrix nearness problems, possibly with additional linear constraints. Our method is based on splitting a matrix nearness problem into two nested optimization problems,…
The indicator matrix plays an important role in machine learning, but optimizing it is an NP-hard problem. We propose a new relaxation of the indicator matrix and prove that this relaxation forms a manifold, which we call the Relaxed…
Optimal transport (OT) and unbalanced optimal transport (UOT) are central in many machine learning, statistics and engineering applications. 1D OT is easily solved, with complexity O(n log n), but no efficient algorithm was known for 1D…
We design and implement a Python library to help the non-expert using all these powerful tools in a way that is efficient, extensible, and simple to incorporate into the workflow of the data scientist, practitioner, and applied researcher.…
In this work, we propose a novel machine learning approach to compute the optimal transport map between two continuous distributions from their unpaired samples, based on the DeepParticle methods. The proposed method leads to a min-min…
Orthogonality constraints naturally appear in many machine learning problems, from principal component analysis to robust neural network training. They are usually solved using Riemannian optimization algorithms, which minimize the…
Optimal transport (OT) measures distances between distributions in a way that depends on the geometry of the sample space. In light of recent advances in computational OT, OT distances are widely used as loss functions in machine learning.…
In this paper, we introduce a neural network-based method to address the high-dimensional dynamic unbalanced optimal transport (UOT) problem. Dynamic UOT focuses on the optimal transportation between two densities with unequal total mass,…
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…
Entropic optimal transport (OT) and the Sinkhorn algorithm have made it practical for machine learning practitioners to perform the fundamental task of calculating transport distance between statistical distributions. In this work, we focus…
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…
Optimal transport (OT) based data analysis is often faced with the issue that the underlying cost function is (partially) unknown. This paper is concerned with the derivation of distributional limits for the empirical OT value when the cost…
Optimization over the embedded submanifold defined by constraints $c(x) = 0$ has attracted much interest over the past few decades due to its wide applications in various areas. Plenty of related optimization packages have been developed…
We propose a novel approach based on optimal transport (OT) for tackling the problem of highly mixed data in blind hyperspectral unmixing. Our method constrains the distribution of the estimated abundance matrix to resemble a targeted…
We study the Unbalanced Optimal Transport (UOT) between two measures of possibly different masses with at most $n$ components, where the marginal constraints of standard Optimal Transport (OT) are relaxed via Kullback-Leibler divergence…
Optimal transport (OT) distances between probability distributions are parameterized by the ground metric they use between observations. Their relevance for real-life applications strongly hinges on whether that ground metric parameter is…
Optimal transport (OT) provides powerful tools for comparing probability measures in various types. The Wasserstein distance which arises naturally from the idea of OT is widely used in many machine learning applications. Unfortunately,…
We present a novel reduced-order Model (ROM) that leverages optimal transport (OT) theory and displacement interpolation to enhance the representation of nonlinear dynamics in complex systems. While traditional ROM techniques face…