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Optimal Transport (OT) theory has seen an increasing amount of attention from the computer science community due to its potency and relevance in modeling and machine learning. It introduces means that serve as powerful ways to compare…

Machine Learning · Computer Science 2021-06-04 Luis Caicedo Torres , Luiz Manella Pereira , M. Hadi Amini

Optimal Transport (OT) has established itself as a robust framework for quantifying differences between distributions, with applications that span fields such as machine learning, data science, and computer vision. This paper offers a…

Data Structures and Algorithms · Computer Science 2025-01-14 Sina Moradi

We derive distributional limits for empirical transport distances between probability measures supported on countable sets. Our approach is based on sensitivity analysis of optimal values of infinite dimensional mathematical programs and a…

Probability · Mathematics 2018-09-18 Carla Tameling , Max Sommerfeld , Axel Munk

We study limit theorems for entropic optimal transport (EOT) maps, dual potentials, and the Sinkhorn divergence. The key technical tool we use is a first and second-order Hadamard differentiability analysis of EOT potentials with respect to…

Statistics Theory · Mathematics 2023-06-16 Ziv Goldfeld , Kengo Kato , Gabriel Rioux , Ritwik Sadhu

Optimal transport distances (OT) have been widely used in recent work in Machine Learning as ways to compare probability distributions. These are costly to compute when the data lives in high dimension. Recent work by Paty et al., 2019,…

Machine Learning · Computer Science 2021-11-10 Patric M. Fulop , Vincent Danos

Entropic optimal transport (EOT) presents an effective and computationally viable alternative to unregularized optimal transport (OT), offering diverse applications for large-scale data analysis. In this work, we derive novel statistical…

Statistics Theory · Mathematics 2025-05-26 Michel Groppe , Shayan Hundrieser

Optimal Transport (OT) distances are now routinely used as loss functions in ML tasks. Yet, computing OT distances between arbitrary (i.e. not necessarily discrete) probability distributions remains an open problem. This paper introduces a…

Optimization and Control · Mathematics 2020-07-03 Arthur Mensch , Gabriel Peyré

Optimal transport (OT) is a powerful framework to compare probability measures, a fundamental task in many statistical and machine learning problems. Substantial advances have been made in designing OT variants which are either…

Machine Learning · Computer Science 2025-02-04 Clément Bonet , Kimia Nadjahi , Thibault Séjourné , Kilian Fatras , Nicolas Courty

Optimal transport (OT) is a popular tool in machine learning to compare probability measures geometrically, but it comes with substantial computational burden. Linear programming algorithms for computing OT distances scale cubically in the…

Machine Learning · Computer Science 2022-03-24 Gaspard Beugnot , Aude Genevay , Kristjan Greenewald , Justin Solomon

For probability measures on countable spaces we derive distributional limits for empirical entropic optimal transport quantities. More precisely, we show that the empirical optimal transport plan weakly converges to a centered Gaussian…

Probability · Mathematics 2022-12-27 Shayan Hundrieser , Marcel Klatt , Axel Munk

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

Optimal transport is a powerful framework for computing distances between probability distributions. We unify the two main approaches to optimal transport, namely Monge-Kantorovitch and Sinkhorn-Cuturi, into what we define as Tsallis…

Machine Learning · Computer Science 2016-09-16 Boris Muzellec , Richard Nock , Giorgio Patrini , Frank Nielsen

In this paper, we consider Strassen's version of optimal transport (OT) problem, which concerns minimizing the excess-cost probability (i.e., the probability that the cost is larger than a given value) over all couplings of two given…

Probability · Mathematics 2022-02-22 Lei Yu

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…

Machine Learning · Computer Science 2024-09-17 Pratik Jawanpuria , Dai Shi , Bamdev Mishra , Junbin Gao

When deploying a trained machine learning model in the real world, it is inevitable to receive inputs from out-of-distribution (OOD) sources. For instance, in continual learning settings, it is common to encounter OOD samples due to the…

Machine Learning · Computer Science 2024-01-23 Chuanwen Feng , Wenlong Chen , Ao Ke , Yilong Ren , Xike Xie , S. Kevin Zhou

Optimal transport (\OT) theory defines a powerful set of tools to compare probability distributions. \OT~suffers however from a few drawbacks, computational and statistical, which have encouraged the proposal of several regularized variants…

Machine Learning · Statistics 2019-10-29 Tam Le , Makoto Yamada , Kenji Fukumizu , Marco Cuturi

We propose novel fast algorithms for optimal transport (OT) utilizing a cyclic symmetry structure of input data. Such OT with cyclic symmetry appears universally in various real-world examples: image processing, urban planning, and graph…

Machine Learning · Computer Science 2023-11-23 Shoichiro Takeda , Yasunori Akagi , Naoki Marumo , Kenta Niwa

This paper studies the convergence rates of optimal transport (OT) map estimators, a topic of growing interest in statistics, machine learning, and various scientific fields. Despite recent advancements, existing results rely on regularity…

Statistics Theory · Mathematics 2024-12-12 Yizhe Ding , Runze Li , Lingzhou Xue

Optimal transport maps define a one-to-one correspondence between probability distributions, and as such have grown popular for machine learning applications. However, these maps are generally defined on empirical observations and cannot be…

Statistics Theory · Mathematics 2021-02-18 Lucas de Lara , Alberto González-Sanz , Jean-Michel Loubes

Optimal transport (OT) is a powerful tool for measuring the distance between two defined probability distributions. In this paper, we develop a new manifold named the coupling matrix manifold (CMM), where each point on CMM can be regarded…

Machine Learning · Computer Science 2019-11-26 Dai Shi , Junbin Gao , Xia Hong , S. T. Boris Choy , Zhiyong Wang