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Optimal transport (OT) has emerged as a fundamental tool in modern machine learning, yet its computational cost remains a significant bottleneck for large-scale applications. While harnessing the massive parallelism of modern GPU hardware…

Mathematical Software · Computer Science 2026-05-12 Yixuan Qiu

Sinkhorn's algorithm is a method of choice to solve large-scale optimal transport (OT) problems. In this context, it involves an inverse temperature parameter $\beta$ that determines the speed-accuracy trade-off. To improve this trade-off,…

Machine Learning · Computer Science 2024-08-22 Lénaïc Chizat

This article introduces a new notion of optimal transport (OT) between tensor fields, which are measures whose values are positive semidefinite (PSD) matrices. This "quantum" formulation of OT (Q-OT) corresponds to a relaxed version of the…

Graphics · Computer Science 2017-07-25 Gabriel Peyré , Lenaïc Chizat , François-Xavier Vialard , Justin Solomon

Optimal transport (OT) is a powerful geometric and probabilistic tool for finding correspondences and measuring similarity between two distributions. Yet, its original formulation relies on the existence of a cost function between the…

Machine Learning · Statistics 2020-11-09 Ievgen Redko , Titouan Vayer , Rémi Flamary , Nicolas Courty

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

Optimal transport (OT) is a widely used technique for distribution alignment, with applications throughout the machine learning, graphics, and vision communities. Without any additional structural assumptions on trans-port, however, OT can…

Machine Learning · Computer Science 2021-07-20 Chi-Heng Lin , Mehdi Azabou , Eva L. Dyer

Optimal Transport (OT) theory investigates the cost-minimizing transport map that moves a source distribution to a target distribution. Recently, several approaches have emerged for learning the optimal transport map for a given cost…

Machine Learning · Computer Science 2025-04-01 Jaemoo Choi , Yongxin Chen , Jaewoong Choi

Solving large scale Optimal Transport (OT) in machine learning typically relies on sampling measures to obtain a tractable discrete problem. While the discrete solver's accuracy is controllable, the rate of convergence of the discretization…

Machine Learning · Statistics 2026-02-05 Ferdinand Genans , Olivier Wintenberger

We characterize the solution to the entropically regularized optimal transport problem by a well-posed ordinary differential equation (ODE). Our approach works for discrete marginals and general cost functions, and in addition to two…

Optimization and Control · Mathematics 2024-04-01 Joshua Zoen-Git Hiew , Luca Nenna , Brendan Pass

The Sinkhorn algorithm is a widely used method for solving the optimal transport problem, and the Greenkhorn algorithm is one of its variants. While there are modified versions of these two algorithms whose computational complexities are…

Optimization and Control · Mathematics 2023-10-20 Jianzhou Luo , Dingchuan Yang , Ke Wei

The Sinkhorn algorithm is a numerical method for the solution of optimal transport problems. Here, I give a brief survey of this algorithm, with a strong emphasis on its geometric origin: it is natural to view it as a discretization, by…

Numerical Analysis · Mathematics 2025-08-12 Klas Modin

Sliced Optimal Transport (SOT) is a rapidly developing branch of optimal transport (OT) that exploits the tractability of one-dimensional OT problems. By combining tools from OT, integral geometry, and computational statistics, SOT enables…

Machine Learning · Statistics 2025-10-15 Khai Nguyen

Optimal Transport (OT) is a mathematical framework that first emerged in the eighteenth century and has led to a plethora of methods for answering many theoretical and applied questions. The last decade has been a witness to the remarkable…

Machine Learning · Computer Science 2024-03-25 Abdelwahed Khamis , Russell Tsuchida , Mohamed Tarek , Vivien Rolland , Lars Petersson

Computational optimal transport (OT) has recently emerged as a powerful framework with applications in various fields. In this paper we focus on a relaxation of the original OT problem, the entropic OT problem, which allows to implement…

Probability · Mathematics 2025-10-06 Giacomo Greco , Maxence Noble , Giovanni Conforti , Alain Durmus

Optimal transport (OT) has become a widely used tool in the machine learning field to measure the discrepancy between probability distributions. For instance, OT is a popular loss function that quantifies the discrepancy between an…

Machine Learning · Computer Science 2022-12-27 Shintaro Nakamura , Han Bao , Masashi Sugiyama

Optimal transportation, or computing the Wasserstein or ``earth mover's'' distance between two distributions, is a fundamental primitive which arises in many learning and statistical settings. We give an algorithm which solves this problem…

Data Structures and Algorithms · Computer Science 2019-06-04 Arun Jambulapati , Aaron Sidford , Kevin Tian

We consider robust variants of the standard optimal transport, named robust optimal transport, where marginal constraints are relaxed via Kullback-Leibler divergence. We show that Sinkhorn-based algorithms can approximate the optimal cost…

Machine Learning · Computer Science 2021-10-29 Khang Le , Huy Nguyen , Quang Nguyen , Tung Pham , Hung Bui , Nhat Ho

Optimal Transport (OT) based distances are powerful tools for machine learning to compare probability measures and manipulate them using OT maps. In this field, a setting of interest is semi-discrete OT, where the source measure $\mu$ is…

We propose a methodology for studying the performance of common splitting methods through semidefinite programming. We prove tightness of the methodology and demonstrate its value by presenting two applications of it. First, we use the…

Optimization and Control · Mathematics 2020-05-01 Ernest K. Ryu , Adrien B. Taylor , Carolina Bergeling , Pontus Giselsson

In this work, we provide faster algorithms for approximating the optimal transport distance, e.g. earth mover's distance, between two discrete probability distributions $\mu, \nu \in \Delta^n$. Given a cost function $C : [n] \times [n] \to…

Data Structures and Algorithms · Computer Science 2020-01-29 Jose Blanchet , Arun Jambulapati , Carson Kent , Aaron Sidford
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