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Optimal Transport (OT) is a resource allocation problem with applications in biology, data science, economics and statistics, among others. In some of the applications, practitioners have access to samples which approximate the continuous…

Computing the quadratic transportation metric (also called the $2$-Wasserstein distance or root mean square distance) between two point clouds, or, more generally, two discrete distributions, is a fundamental problem in machine learning,…

Data Structures and Algorithms · Computer Science 2018-12-18 Jason Altschuler , Francis Bach , Alessandro Rudi , Jonathan Weed

Current orthogonal matching pursuit (OMP) algorithms calculate the correlation between two vectors using the inner product operation and minimize the mean square error, which are both suboptimal when there are non-Gaussian noises or…

Computer Vision and Pattern Recognition · Computer Science 2020-05-12 Miaohua Zhang , Yongsheng Gao , Changming Sun , Michael Blumenstein

We consider the numerical solution of the discrete multi-marginal optimal transport (MOT) by means of the Sinkhorn algorithm. In general, the Sinkhorn algorithm suffers from the curse of dimensionality with respect to the number of…

Optimization and Control · Mathematics 2023-02-22 Fatima Antarou Ba , Michael Quellmalz

Sinkhorn algorithm has been used pervasively to approximate the solution to optimal transport (OT) and unbalanced optimal transport (UOT) problems. However, its practical application is limited due to the high computational complexity. To…

Machine Learning · Statistics 2026-04-07 Mengyu Li , Jun Yu , Tao Li , Cheng Meng

In this paper, we present a new push-relabel algorithm for the maximum flow problem on flow networks with $n$ vertices and $m$ arcs. Our algorithm computes a maximum flow in $O(mn)$ time on sparse networks where $m = O(n)$. To our…

Data Structures and Algorithms · Computer Science 2014-06-12 Rahul Mehta

Motion planning is a key aspect of robotics. A common approach to address motion planning problems is trajectory optimization. Trajectory optimization can represent the high-level behaviors of robots through mathematical formulations.…

Robotics · Computer Science 2024-08-21 Fatemeh Rastgar

The optimal transport (OT) problem has gained significant traction in modern machine learning for its ability to: (1) provide versatile metrics, such as Wasserstein distances and their variants, and (2) determine optimal couplings between…

Machine Learning · Computer Science 2024-10-18 Xinran Liu , Rocío Díaz Martín , Yikun Bai , Ashkan Shahbazi , Matthew Thorpe , Akram Aldroubi , Soheil Kolouri

We consider the problem of finding an optimal transport plan between an absolutely continuous measure $\mu$ on $\mathcal{X} \subset \mathbb{R}^d$ and a finitely supported measure $\nu$ on $\mathbb{R}^d$ when the transport cost is the…

Numerical Analysis · Mathematics 2018-10-08 Valentin Hartmann , Dominic Schuhmacher

An efficient method for computing solutions to the Optimal Transportation (OT) problem with a wide class of cost functions is presented. The standard linear programming (LP) discretization of the continuous problem becomes intractible for…

Numerical Analysis · Mathematics 2015-09-15 Adam M. Oberman , Yuanlong Ruan

We provide faster algorithms for approximately solving $\ell_{\infty}$ regression, a fundamental problem prevalent in both combinatorial and continuous optimization. In particular, we provide accelerated coordinate descent methods capable…

Data Structures and Algorithms · Computer Science 2020-04-03 Aaron Sidford , Kevin Tian

In the regime of bounded transportation costs, additive approximations for the optimal transport problem are reduced (rather simply) to relative approximations for positive linear programs, resulting in faster additive approximation…

Data Structures and Algorithms · Computer Science 2018-10-23 Kent Quanrud

Comparing probability distributions is a fundamental problem in data sciences. Simple norms and divergences such as the total variation and the relative entropy only compare densities in a point-wise manner and fail to capture the geometric…

Optimal transport (OT)-based methods have a wide range of applications and have attracted a tremendous amount of attention in recent years. However, most of the computational approaches of OT do not learn the underlying transport map.…

Machine Learning · Statistics 2019-06-20 Andrés Hoyos-Idrobo

In this paper, we address the numerical solution of the Optimal Transport Problem on undirected weighted graphs, taking the shortest path distance as transport cost. The optimal solution is obtained from the long-time limit of the gradient…

Numerical Analysis · Mathematics 2020-09-29 Enrico Facca , Michele Benzi

Optimal transport is an important tool in machine learning, allowing to capture geometric properties of the data through a linear program on transport polytopes. We present a single-loop optimization algorithm for minimizing general convex…

Machine Learning · Computer Science 2023-06-21 Marin Ballu , Quentin Berthet

The time-fractional optimal transport (OT) and mean-field planning (MFP) models are developed to describe the anomalous transport of the agents in a heterogeneous environment such that their densities are transported from the initial…

Optimization and Control · Mathematics 2023-09-06 Yiqun Li , Hong Wang , Wuchen Li

Regularized discrete optimal transport (OT) is a powerful tool to measure the distance between two discrete distributions that have been constructed from data samples on two different domains. While it has a wide range of applications in…

Machine Learning · Computer Science 2023-03-15 Yasutoshi Ida , Sekitoshi Kanai , Kazuki Adachi , Atsutoshi Kumagai , Yasuhiro Fujiwara

Several recent applications of optimal transport (OT) theory to machine learning have relied on regularization, notably entropy and the Sinkhorn algorithm. Because matrix-vector products are pervasive in the Sinkhorn algorithm, several…

Machine Learning · Statistics 2021-03-09 Meyer Scetbon , Marco Cuturi , Gabriel Peyré

The ability to measure similarity between documents enables intelligent summarization and analysis of large corpora. Past distances between documents suffer from either an inability to incorporate semantic similarities between words or from…

Machine Learning · Computer Science 2019-11-05 Mikhail Yurochkin , Sebastian Claici , Edward Chien , Farzaneh Mirzazadeh , Justin Solomon
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