Related papers: Exponential Convergence of Sinkhorn Under Regulari…
Optimal Transport (OT) distances are now routinely used as loss functions in ML tasks. Yet, computing OT distances between arbitrary (i.e. not necessarily discrete) probability distributions remains an open problem. This paper introduces a…
We introduce CO2, an efficient algorithm to produce convexly-weighted coresets with respect to generic smooth divergences. By employing a functional Taylor expansion, we show a local equivalence between sufficiently regular losses and their…
The process of alternately row scaling and column scaling a positive $n \times n$ matrix $A$ converges to a doubly stochastic positive $n \times n$ matrix $S(A)$, often called the \emph{Sinkhorn limit} of $A$. The main result in this paper…
The Sinkhorn "distance", a variant of the Wasserstein distance with entropic regularization, is an increasingly popular tool in machine learning and statistical inference. However, the time and memory requirements of standard algorithms for…
We study the extended version of the non-uniform, capacitated facility location problem with multiple fulfilment channels between the facilities and clients, each with their own channel capacities and service cost. Though the problem has…
Developing a contemporary optimal transport (OT) solver requires navigating trade-offs among several critical requirements: GPU parallelization, scalability to high-dimensional problems, theoretical convergence guarantees, empirical…
We propose the Entropic-regularized Robust Optimal Transport (E-ROBOT) framework, a novel method that combines the robustness of ROBOT with the computational and statistical benefits of entropic regularization. We show that, rooted in the…
We study an entropic optimal transport problem in which the transport plan is penalized by a nonlinear convex functional acting on the coupling. We establish existence, uniqueness, and uniform a priori bounds for minimizers, and we show…
Selecting input features of top relevance has become a popular method for building self-explaining models. In this work, we extend this selective rationalization approach to text matching, where the goal is to jointly select and align text…
The alternate row and column scaling algorithm applied to a positive $n\times n$ matrix $A$ converges to a doubly stochastic matrix $S(A)$, sometimes called the \emph{Sinkhorn limit} of $A$. For every positive integer $n$, a two parameter…
Entropic optimal transport (EOT) via Sinkhorn iterations is widely used in modern machine learning, yet GPU solvers remain inefficient at scale. Tensorized implementations suffer quadratic HBM traffic from dense $n\times m$ interactions,…
The question of fast convergence in the classical problem of high dimensional linear regression has been extensively studied. Arguably, one of the fastest procedures in practice is Iterative Hard Thresholding (IHT). Still, IHT relies…
In this paper, we propose a new framework named Communication Optimal Transport (CommOT) for computing the rate distortion (RD) function. This work is motivated by observing the fact that the transition law and the relative entropy in…
In this paper, we address the problem of estimating transport surplus (a.k.a. matching affinity) in high dimensional optimal transport problems. Classical optimal transport theory specifies the matching affinity and determines the optimal…
Recently, Sinkhorn's algorithm was applied for approximately solving linear programs emerging from optimal transport very efficiently. This was accomplished by formulating a regularized version of the linear program as Bregman projection…
We show that a solution of the optimal assignment problem can be obtained as the limit of the solution of an entropy maximization problem, as a deformation parameter tends to infinity. This allows us to apply entropy maximization algorithms…
In this note, we generalize the classical optimal partial transport (OPT) problem by modifying the mass destruction/creation term to function-based terms, introducing what we term ``generalized optimal partial transport'' problems. We then…
We analyze two algorithms for approximating the general optimal transport (OT) distance between two discrete distributions of size $n$, up to accuracy $\varepsilon$. For the first algorithm, which is based on the celebrated Sinkhorn's…
Multimarginal optimal transport (MOT) is a powerful framework for modeling interactions between multiple distributions, yet its applicability is bottlenecked by a high computational overhead. Entropic regularization provides computational…
This work is on constrained large-scale non-convex optimization where the constraint set implies a manifold structure. Solving such problems is important in a multitude of fundamental machine learning tasks. Recent advances on Riemannian…