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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

Multi-marginal Optimal Transport (mOT), a generalization of OT, aims at minimizing the integral of a cost function with respect to a distribution with some prescribed marginals. In this paper, we consider an entropic version of mOT with a…

Machine Learning · Statistics 2023-10-31 Maxence Noble , Valentin De Bortoli , Arnaud Doucet , Alain Durmus

In many machine learning applications, it is necessary to meaningfully aggregate, through alignment, different but related datasets. Optimal transport (OT)-based approaches pose alignment as a divergence minimization problem: the aim is to…

Machine Learning · Statistics 2019-11-05 John Lee , Max Dabagia , Eva L. Dyer , Christopher J. Rozell

We present a novel framework based on optimal transport for the challenging problem of comparing graphs. Specifically, we exploit the probabilistic distribution of smooth graph signals defined with respect to the graph topology. This allows…

Machine Learning · Computer Science 2019-12-09 Hermina Petric Maretic , Mireille EL Gheche , Giovanni Chierchia , Pascal Frossard

Optimal transport (OT), and in particular the Wasserstein distance, has seen a surge of interest and applications in machine learning. However, empirical approximation under Wasserstein distances suffers from a severe curse of…

Statistics Theory · Mathematics 2020-01-28 Ziv Goldfeld , Kristjan Greenewald

Achieving a socially desirable operating point for a multimodal transportation system is challenging when Autonomous Mobility-on-Demand (AMoD) and Public Transit (PT) operators pursue selfish objectives alongside endogenous passenger…

Optimization and Control · Mathematics 2026-05-19 Xinling Li , Runyu Zhang , Gioele Zardini

We study the use of amortized optimization to predict optimal transport (OT) maps from the input measures, which we call Meta OT. This helps repeatedly solve similar OT problems between different measures by leveraging the knowledge and…

Machine Learning · Computer Science 2023-06-06 Brandon Amos , Samuel Cohen , Giulia Luise , Ievgen Redko

We propose TAROT, a targeted data selection framework grounded in optimal transport theory. Previous targeted data selection methods primarily rely on influence-based greedy heuristics to enhance domain-specific performance. While effective…

Machine Learning · Computer Science 2025-07-04 Lan Feng , Fan Nie , Yuejiang Liu , Alexandre Alahi

Optimal transport (OT) distances are finding evermore applications in machine learning and computer vision, but their wide spread use in larger-scale problems is impeded by their high computational cost. In this work we develop a family of…

Machine Learning · Statistics 2018-03-06 Brahim Khalil Abid , Robert M. Gower

Most common Optimal Transport (OT) solvers are currently based on an approximation of underlying measures by discrete measures. However, it is sometimes relevant to work only with moments of measures instead of the measure itself, and many…

Numerical Analysis · Mathematics 2022-12-05 Olga Mula , Anthony Nouy

In this work, we construct a novel numerical method for solving the multi-marginal optimal transport problems with Coulomb cost. This type of optimal transport problems arises in quantum physics and plays an important role in understanding…

Optimization and Control · Mathematics 2023-06-16 Yukuan Hu , Huajie Chen , Xin Liu

In the classical Monge-Kantorovich problem, the transportation cost only depends on the amount of mass sent from sources to destinations and not on the paths followed by this mass. Thus, it does not allow for congestion effects. Using the…

Optimization and Control · Mathematics 2007-05-23 G. Carlier , C. Jimenez , F. Santambrogio

Consider the problem of optimally matching two measures on the circle, or equivalently two periodic measures on the real line, and suppose the cost of matching two points satisfies the Monge condition. We introduce a notion of locally…

Optimization and Control · Mathematics 2010-05-04 Julie Delon , Julien Salomon , Andrei Sobolevskii

We propose a novel neural algorithm for the fundamental problem of computing the entropic optimal transport (EOT) plan between continuous probability distributions which are accessible by samples. Our algorithm is based on the saddle point…

Machine Learning · Computer Science 2023-11-02 Nikita Gushchin , Alexander Kolesov , Alexander Korotin , Dmitry Vetrov , Evgeny Burnaev

This paper presents consideration of the Semi-Relaxed Sinkhorn (SR-Sinkhorn) algorithm for the semi-relaxed optimal transport (SROT) problem, which relaxes one marginal constraint of the standard OT problem. For evaluation of how the…

Machine Learning · Computer Science 2022-05-30 Takumi Fukunaga , Hiroyuki Kasai

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

The optimal transport (OT) map is a geometry-driven transformation between high-dimensional probability distributions which underpins a wide range of tasks in statistics, applied probability, and machine learning. However, existing…

Machine Learning · Statistics 2025-12-11 Sloan Nietert , Ziv Goldfeld

The objective of this paper is to develop a duality between a novel Entropy Martingale Optimal Transport problem (A) and an associated optimization problem (B). In (A) we follow the approach taken in the Entropy Optimal Transport (EOT)…

Mathematical Finance · Quantitative Finance 2021-09-30 Alessandro Doldi , Marco Frittelli

We introduce a new stochastic algorithm for solving entropic optimal transport (EOT) between two absolutely continuous probability measures $\mu$ and $\nu$. Our work is motivated by the specific setting of Monge-Kantorovich quantiles where…

Probability · Mathematics 2025-07-29 Bernard Bercu , Jérémie Bigot , Gauthier Thurin

The classical problem of optimal transportation can be formulated as a linear optimization problem on a convex domain: among all joint measures with fixed marginals find the optimal one, where optimality is measured against a cost function.…

Optimization and Control · Mathematics 2012-11-29 Jonathan Korman , Robert J. McCann
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