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We propose a new statistical model, the spiked transport model, which formalizes the assumption that two probability distributions differ only on a low-dimensional subspace. We study the minimax rate of estimation for the Wasserstein…

Statistics Theory · Mathematics 2019-09-18 Jonathan Niles-Weed , Philippe Rigollet

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,…

Optimization and Control · Mathematics 2021-06-03 Shu Liu , Haodong Sun , Hongyuan Zha

We develop a projected Wasserstein distance for the two-sample test, a fundamental problem in statistics and machine learning: given two sets of samples, to determine whether they are from the same distribution. In particular, we aim to…

Machine Learning · Statistics 2024-04-01 Jie Wang , Rui Gao , Yao Xie

Probabilistic programming languages (PPLs) are a powerful modeling tool, able to represent any computable probability distribution. Unfortunately, probabilistic program inference is often intractable, and existing PPLs mostly rely on…

Artificial Intelligence · Computer Science 2016-10-19 Daniel Ritchie , Paul Horsfall , Noah D. Goodman

Obtaining solutions to Optimal Transportation (OT) problems is typically intractable when the marginal spaces are continuous. Recent research has focused on approximating continuous solutions with discretization methods based on i.i.d.…

Optimization and Control · Mathematics 2021-02-17 Junqi Wang , Pei Wang , Patrick Shafto

Efficient comparison of spherical probability distributions becomes important in fields such as computer vision, geosciences, and medicine. Sliced optimal transport distances, such as spherical and stereographic spherical sliced Wasserstein…

This paper presents an efficient gradient projection-based method for structural topological optimization problems characterized by a nonlinear objective function which is minimized over a feasible region defined by bilateral bounds and a…

Computational Engineering, Finance, and Science · Computer Science 2020-06-16 Zhi Zeng , Fulei Ma

We consider learning in an adversarial environment, where an $\varepsilon$-fraction of samples from a distribution $P$ are arbitrarily modified (global corruptions) and the remaining perturbations have average magnitude bounded by $\rho$…

Machine Learning · Computer Science 2024-06-26 Sloan Nietert , Ziv Goldfeld , Soroosh Shafiee

Comparing spherical probability distributions is of great interest in various fields, including geology, medical domains, computer vision, and deep representation learning. The utility of optimal transport-based distances, such as the…

Machine Learning · Computer Science 2024-06-11 Huy Tran , Yikun Bai , Abihith Kothapalli , Ashkan Shahbazi , Xinran Liu , Rocio Diaz Martin , Soheil Kolouri

Active learning is the process of training a model with limited labeled data by selecting a core subset of an unlabeled data pool to label. The large scale of data sets used in deep learning forces most sample selection strategies to employ…

Machine Learning · Computer Science 2023-03-08 Rafid Mahmood , Sanja Fidler , Marc T. Law

A fundamental challenge in deep learning is that the optimal step sizes for update steps of stochastic gradient descent are unknown. In traditional optimization, line searches are used to determine good step sizes, however, in deep…

Machine Learning · Computer Science 2020-10-05 Maximus Mutschler , Andreas Zell

We propose a multi-class point optimization formulation based on continuous Wasserstein barycenters. Our formulation is designed to handle hundreds to thousands of optimization objectives and comes with a practical optimization scheme. We…

Graphics · Computer Science 2022-11-09 Corentin Salaün , Iliyan Georgiev , Hans-Peter Seidel , Gurprit Singh

Score-based generative models are shown to achieve remarkable empirical performances in various applications such as image generation and audio synthesis. However, a theoretical understanding of score-based diffusion models is still…

Machine Learning · Computer Science 2022-12-14 Dohyun Kwon , Ying Fan , Kangwook Lee

By building upon the recent theory that established the connection between implicit generative modeling (IGM) and optimal transport, in this study, we propose a novel parameter-free algorithm for learning the underlying distributions of…

Machine Learning · Statistics 2019-06-12 Antoine Liutkus , Umut Şimşekli , Szymon Majewski , Alain Durmus , Fabian-Robert Stöter

Recently developed reduced-order modeling techniques aim to approximate nonlinear dynamical systems on low-dimensional manifolds learned from data. This is an effective approach for modeling dynamics in a post-transient regime where the…

Dynamical Systems · Mathematics 2023-09-27 Samuel E. Otto , Gregory R. Macchio , Clarence W. Rowley

An increasing number of machine learning tasks deal with learning representations from set-structured data. Solutions to these problems involve the composition of permutation-equivariant modules (e.g., self-attention, or individual…

Machine Learning · Computer Science 2021-03-09 Navid Naderializadeh , Soheil Kolouri , Joseph F. Comer , Reed W. Andrews , Heiko Hoffmann

In this paper, we propose Wasserstein Isometric Mapping (Wassmap), a nonlinear dimensionality reduction technique that provides solutions to some drawbacks in existing global nonlinear dimensionality reduction algorithms in imaging…

Machine Learning · Computer Science 2023-02-22 Keaton Hamm , Nick Henscheid , Shujie Kang

This paper investigates the problem of tracking solutions of stochastic optimization problems with time-varying costs that depend on random variables with decision-dependent distributions. In this context, we propose the use of an online…

Optimization and Control · Mathematics 2021-10-29 Killian Wood , Gianluca Bianchin , Emiliano Dall'Anese

The unsupervised task of aligning two or more distributions in a shared latent space has many applications including fair representations, batch effect mitigation, and unsupervised domain adaptation. Existing flow-based approaches estimate…

Machine Learning · Computer Science 2022-03-17 Zeyu Zhou , Ziyu Gong , Pradeep Ravikumar , David I. Inouye

Sliced optimal transport (SOT), or sliced Wasserstein (SW) distance, is widely recognized for its statistical and computational scalability. In this work, we further enhance computational scalability by proposing the first method for…

Machine Learning · Computer Science 2026-05-12 Khai Nguyen