Related papers: Efficient Gradient Flows in Sliced-Wasserstein Spa…
The scarcity of labeled data is a long-standing challenge for many machine learning tasks. We propose our gradient flow method to leverage the existing dataset (i.e., source) to generate new samples that are close to the dataset of interest…
We consider a distributionally robust second-order stochastic dominance constrained optimization problem. We require the dominance constraints hold with respect to all probability distributions in a Wasserstein ball centered at the…
We address the problem of efficiently computing Wasserstein distances for multiple pairs of distributions drawn from a meta-distribution. To this end, we propose a fast estimation method based on regressing Wasserstein distance on sliced…
This is the first of a series of papers devoted to a thorough analysis of the class of gradient flows in a metric space $(X,\mathsf{d})$ that can be characterized by Evolution Variational Inequalities. We present new results concerning the…
Distributionally-robust optimization is often studied for a fixed set of distributions rather than time-varying distributions that can drift significantly over time (which is, for instance, the case in finance and sociology due to…
We study the convergence of gradient flow for the training of deep neural networks. If Residual Neural Networks are a popular example of very deep architectures, their training constitutes a challenging optimization problem due notably to…
Many variants of the Wasserstein distance have been introduced to reduce its original computational burden. In particular the Sliced-Wasserstein distance (SW), which leverages one-dimensional projections for which a closed-form solution of…
The efficient computation of shortest paths in complex networks is essential to face new challenges related to critical infrastructures such as a near real-time monitoring and control and the management of big size systems. In particular,…
Wasserstein distributionally robust optimization offers a framework for model fitting in machine learning under potential shifts in the data distribution. We study a regularized variant of this problem in which entropic smoothing produces a…
Optimal transport is a foundational problem in optimization, that allows to compare probability distributions while taking into account geometric aspects. Its optimal objective value, the Wasserstein distance, provides an important loss…
We consider a class of time-fractional porous medium equations with nonlocal pressure. We show the existence of their weak solutions by proposing a JKO scheme for modified Wasserstein distance and a square fractional Sobolev norm. Moreover,…
We revisit the variational characterization of conservative diffusion as entropic gradient flow and provide for it a probabilistic interpretation based on stochastic calculus. It was shown by Jordan, Kinderlehrer, and Otto that, for…
This paper focuses on the contextual optimization problem where a decision is subject to some uncertain parameters and covariates that have some predictive power on those parameters are available before the decision is made. More…
In this paper, we study the stochastic Hamiltonian flow in Wasserstein manifold, the probability density space equipped with $L^2$-Wasserstein metric tensor, via the Wong--Zakai approximation. We begin our investigation by showing that the…
Generalized sliced Wasserstein distance is a variant of sliced Wasserstein distance that exploits the power of non-linear projection through a given defining function to better capture the complex structures of the probability…
This paper develops a generative model by minimizing the second-order Wasserstein loss (the $W_2$ loss) through a distribution-dependent ordinary differential equation (ODE), whose dynamics involves the Kantorovich potential associated with…
We propose randomized subspace gradient methods for high-dimensional constrained optimization. While there have been similarly purposed studies on unconstrained optimization problems, there have been few on constrained optimization problems…
Let $S(A)$ denote the orbit of a complex or real matrix $A$ under a certain equivalence relation such as unitary similarity, unitary equivalence, unitary congruences etc. Efficient gradient-flow algorithms are constructed to determine the…
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,…
Wasserstein gradient flows have become a central tool for optimization problems over probability measures. A natural numerical approach is forward-Euler time discretization. We show, however, that even in the simple case where the energy…