Related papers: Inference via robust optimal transportation: theor…
Measuring similarities between different tasks is critical in a broad spectrum of machine learning problems, including transfer, multi-task, continual, and meta-learning. Most current approaches to measuring task similarities are…
Wasserstein distributionally robust optimization (WDRO) attempts to learn a model that minimizes the local worst-case risk in the vicinity of the empirical data distribution defined by Wasserstein ball. While WDRO has received attention as…
Collaborative learning has recently achieved very significant results. It still suffers, however, from several issues, including the type of information that needs to be exchanged, the criteria for stopping and how to choose the right…
Optimal transport maps define a one-to-one correspondence between probability distributions, and as such have grown popular for machine learning applications. However, these maps are generally defined on empirical observations and cannot be…
This article presents a general approximation-theoretic framework to analyze measure transport algorithms for probabilistic modeling. A primary motivating application for such algorithms is sampling -- a central task in statistical…
In this paper, we investigate the properties of the Sliced Wasserstein Distance (SW) when employed as an objective functional. The SW metric has gained significant interest in the optimal transport and machine learning literature, due to…
We introduce a non-quadratic generalization of the quantum mechanical optimal transport problem introduced in [De Palma and Trevisan, Ann. Henri Poincar\'e, {\bf 22} (2021), 3199-3234] where quantum channels realize the transport. Relying…
We introduce the problem of transporting vector-valued distributions. In this, a salient feature is that mass may flow between vectorial entries as well as across space (discrete or continuous). The theory relies on a first step taken to…
In inverse reinforcement learning (IRL), the central objective is to infer underlying reward functions from observed expert behaviors in a way that not only explains the given data but also generalizes to unseen scenarios. This ensures…
The optimal transport barycenter (a.k.a. Wasserstein barycenter) is a fundamental notion of averaging that extends from the Euclidean space to the Wasserstein space of probability distributions. Computation of the unregularized barycenter…
We present new algorithms to compute the mean of a set of empirical probability measures under the optimal transport metric. This mean, known as the Wasserstein barycenter, is the measure that minimizes the sum of its Wasserstein distances…
We propose a new method to estimate Wasserstein distances and optimal transport plans between two probability distributions from samples in high dimension. Unlike plug-in rules that simply replace the true distributions by their empirical…
We propose a family of relaxations of the optimal transport problem which regularize the problem by introducing an additional minimization step over a small region around one of the underlying transporting measures. The type of…
We introduce a new technique, which we call the boundary method, for solving semi-discrete optimal transport problems with a wide range of cost functions. The boundary method reduces the effective dimension of the problem, thus improving…
We consider the optimal mass transportation problem in $\RR^d$ with measurably parameterized marginals, for general cost functions and under conditions ensuring the existence of a unique optimal transport map. We prove a joint measurability…
Classical optimal transport problem seeks a transportation map that preserves the total mass betwenn two probability distributions, requiring their mass to be the same. This may be too restrictive in certain applications such as color or…
In this paper we introduce a Wasserstein-type distance on the set of Gaussian mixture models. This distance is defined by restricting the set of possible coupling measures in the optimal transport problem to Gaussian mixture models. We…
Wasserstein distance plays increasingly important roles in machine learning, stochastic programming and image processing. Major efforts have been under way to address its high computational complexity, some leading to approximate or…
We study first-order optimality conditions for constrained optimization in the Wasserstein space, whereby one seeks to minimize a real-valued function over the space of probability measures endowed with the Wasserstein distance. Our…
Robust Reinforcement Learning aims to find the optimal policy with some extent of robustness to environmental dynamics. Existing learning algorithms usually enable the robustness through disturbing the current state or simulating…