Related papers: Mutual Wasserstein Discrepancy Minimization for Se…
Dataset Distillation (DD) aims to generate a compact synthetic dataset that enables models to achieve performance comparable to training on the full large dataset, significantly reducing computational costs. Drawing from optimal transport…
The Wasserstein distance between two probability measures on a metric space is a measure of closeness with applications in statistics, probability, and machine learning. In this work, we consider the fundamental question of how quickly the…
Many information retrieval algorithms rely on the notion of a good distance that allows to efficiently compare objects of different nature. Recently, a new promising metric called Word Mover's Distance was proposed to measure the divergence…
We propose a methodology for intercomparing climate models and evaluating their performance against benchmarks based on the use of the Wasserstein distance (WD). This distance provides a rigorous way to measure quantitatively the difference…
We introduce the observable Wasserstein distance, a framework for deriving lower bounds on the Wasserstein distance between probability measures on Polish metric spaces, designed to bypass the computational intractability of exact optimal…
We develop a kernel projected Wasserstein distance for the two-sample test, an essential building block in statistics and machine learning: given two sets of samples, to determine whether they are from the same distribution. This method…
We revisit Markowitz's mean-variance portfolio selection model by considering a distributionally robust version, where the region of distributional uncertainty is around the empirical measure and the discrepancy between probability measures…
Clustering is an important exploratory data analysis technique to group objects based on their similarity. The widely used $K$-means clustering method relies on some notion of distance to partition data into a fewer number of groups. In the…
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…
Markov decision processes (MDPs) are known to be sensitive to parameter specification. Distributionally robust MDPs alleviate this issue by allowing for \emph{ambiguity sets} which give a set of possible distributions over parameter sets.…
Distances between probability distributions that take into account the geometry of their sample space,like the Wasserstein or the Maximum Mean Discrepancy (MMD) distances have received a lot of attention in machine learning as they can, for…
We propose a framework, named Aggregated Wasserstein, for computing a dissimilarity measure or distance between two Hidden Markov Models with state conditional distributions being Gaussian. For such HMMs, the marginal distribution at any…
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…
Most sequential recommendation models capture the features of consecutive items in a user-item interaction history. Though effective, their representation expressiveness is still hindered by the sparse learning signals. As a result, the…
We describe an application of Wasserstein distance to Reinforcement Learning. The Wasserstein distance in question is between the distribution of mappings of trajectories of a policy into some metric space, and some other fixed distribution…
Sequential recommendations have drawn significant attention in modeling the user's historical behaviors to predict the next item. With the booming development of multimodal data (e.g., image, text) on internet platforms, sequential…
We obtain explicit $p$-Wasserstein distance error bounds between the distribution of the multi-parameter MLE and the multivariate normal distribution. Our general bounds are given for possibly high-dimensional, independent and identically…
This monograph develops a comprehensive statistical learning framework that is robust to (distributional) perturbations in the data using Distributionally Robust Optimization (DRO) under the Wasserstein metric. Beginning with fundamental…
The $2$-Wasserstein distance is sensitive to minor geometric differences between distributions, making it a very powerful dissimilarity metric. However, due to this sensitivity, a small outlier mass can also cause a significant increase in…
While theoretically appealing, the application of the Wasserstein distance to large-scale machine learning problems has been hampered by its prohibitive computational cost. The sliced Wasserstein distance and its variants improve the…