Related papers: Efficient Optimal Transport Algorithm by Accelerat…
This work establishes a framework for solving inverse boundary problems with the geodesic based quadratic Wasserstein distance ($W_{2}$). A general form of the Fr\'echet gradient is systematically derived by optimal transportation (OT)…
Wasserstein 1 optimal transport maps provide a natural correspondence between points from two probability distributions, $\mu$ and $\nu$, which is useful in many applications. Available algorithms for computing these maps do not appear to…
Kernel-based optimal transport (OT) estimators offer an alternative, functional estimation procedure to address OT problems from samples. Recent works suggest that these estimators are more statistically efficient than plug-in (linear…
The problem of minimizing a separable convex function under linearly coupled constraints arises from various application domains such as economic systems, distributed control, and network flow. The main challenge for solving this problem is…
We present a practical implementation of an optimal first-order method, due to Nesterov, for large-scale total variation regularization in tomographic reconstruction, image deblurring, etc. The algorithm applies to $\mu$-strongly convex…
Whilst optimal transport (OT) is increasingly being recognized as a powerful and flexible approach for dealing with fairness issues, current OT fairness methods are confined to the use of discrete OT. In this paper, we leverage recent…
In [Q. Liao et al., Commun. Math. Sci., 20(2022)], a linear-time Sinkhorn algorithm is developed based on dynamic programming, which significantly reduces the computational complexity involved in solving optimal transport problems. However,…
We introduce a generic scheme to solve nonconvex optimization problems using gradient-based algorithms originally designed for minimizing convex functions. Even though these methods may originally require convexity to operate, the proposed…
We investigate the strong convergence properties of a Nesterov type algorithm with two Tikhonov regularization terms in connection to the minimization problem of a smooth convex function $f.$ We show that the generated sequences converge…
In order to solve the minimization of a nonsmooth convex function, we design an inertial second-order dynamic algorithm, which is obtained by approximating the nonsmooth function by a class of smooth functions. By studying the asymptotic…
Unbalanced Optimal Transport (UOT) has emerged as a robust relaxation of standard Optimal Transport, particularly effective for handling outliers and mass variations. However, scalable algorithms for UOT, specifically those based on…
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…
Many important machine learning applications involve regularized nonconvex bi-level optimization. However, the existing gradient-based bi-level optimization algorithms cannot handle nonconvex or nonsmooth regularizers, and they suffer from…
Alternating minimization (AM) procedures are practically efficient in many applications for solving convex and non-convex optimization problems. On the other hand, Nesterov's accelerated gradient is theoretically optimal first-order method…
Computing exact Optimal Transport (OT) distances for large-scale datasets is computationally prohibitive. While entropy-regularized alternatives offer speed, they sacrifice precision and frequently suffer from numerical instability in…
In this paper, we study the optimal convergence rate for distributed convex optimization problems in networks. We model the communication restrictions imposed by the network as a set of affine constraints and provide optimal complexity…
Optimal transport (OT) has become exceedingly popular in machine learning, data science, and computer vision. The core assumption in the OT problem is the equal total amount of mass in source and target measures, which limits its…
By adding entropic regularization, multi-marginal optimal transport problems can be transformed into tensor scaling problems, which can be solved numerically using the multi-marginal Sinkhorn algorithm. The main computational bottleneck of…
Traditional algorithms for stochastic optimization require projecting the solution at each iteration into a given domain to ensure its feasibility. When facing complex domains, such as positive semi-definite cones, the projection operation…
Randomized-subspace methods reduce the cost of first-order optimization by using only low-dimensional projected-gradient information, a feature that is attractive in forward-mode automatic differentiation and communication-limited settings.…