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Optimal transport is widely used in pure and applied mathematics to find probabilistic solutions to hard combinatorial matching problems. We extend the Wasserstein metric and other elements of optimal transport from the matching of sets to…

Optimization and Control · Mathematics 2019-07-16 Evan Patterson

We propose a Gaussian variational inference framework for the motion planning problem. In this framework, motion planning is formulated as an optimization over the distribution of the trajectories to approximate the desired trajectory…

Robotics · Computer Science 2023-03-27 Hongzhe Yu , Yongxin Chen

We investigate the problem of risk averse robot path planning using the deep reinforcement learning and distributionally robust optimization perspectives. Our problem formulation involves modelling the robot as a stochastic linear dynamical…

Robotics · Computer Science 2022-11-07 Cem Alpturk , Venkatraman Renganathan

Distance measures between graphs are important primitives for a variety of learning tasks. In this work, we describe an unsupervised, optimal transport based approach to define a distance between graphs. Our idea is to derive…

Computational Engineering, Finance, and Science · Computer Science 2024-04-11 Michael Scholkemper , Damin Kühn , Gerion Nabbefeld , Simon Musall , Björn Kampa , Michael T. Schaub

1. Complex systems of moving and interacting objects are ubiquitous in the natural and social sciences. Predicting their behavior often requires models that mimic these systems with sufficient accuracy, while accounting for their inherent…

Quantitative Methods · Quantitative Biology 2014-12-02 Jonathan R. Potts , Marie Auger-Méthé , Karl Mokross , Mark A. Lewis

The primary goal of reinforcement learning is to develop decision-making policies that prioritize optimal performance without considering risk or safety. In contrast, safe reinforcement learning aims to mitigate or avoid unsafe states. This…

Machine Learning · Computer Science 2024-09-13 Zahra Shahrooei , Ali Baheri

Both experimental and computational methods for the exploration of structure, functionality, and properties of materials often necessitate the search across broad parameter spaces to discover optimal experimental conditions and regions of…

Computational Physics · Physics 2021-08-31 Maxim Ziatdinov , Ayana Ghosh , Sergei V. Kalinin

We introduce the Gaussian transform (GT), an optimal transport inspired iterative method for denoising and enhancing latent structures in datasets. Under the hood, GT generates a new distance function (GT distance) on a given dataset by…

Machine Learning · Computer Science 2020-06-23 Kun Jin , Facundo Mémoli , Zhengchao Wan

Many numerical and learning algorithms rely on the solution of the Monge-Kantorovich problem and Wasserstein distances, which provide appropriate distributional metrics. While the natural approach is to treat the problem as an…

Optimization and Control · Mathematics 2025-12-11 Mohsen Sadr , Peyman Mohajerin Esfahani , Hossein Gorji

We present a novel method for efficiently computing optimal transport maps and Wasserstein barycenters in high-dimensional spaces. Our approach uses conditional normalizing flows to approximate the input distributions as invertible…

Machine Learning · Statistics 2025-05-29 Gabriele Visentin , Patrick Cheridito

Approximating a probability distribution using a set of particles is a fundamental problem in machine learning and statistics, with applications including clustering and quantization. Formally, we seek a weighted mixture of Dirac measures…

Machine Learning · Statistics 2026-04-24 Ayoub Belhadji , Daniel Sharp , Youssef Marzouk

Generalized Advantage Estimation (GAE) has been used to mitigate the computational complexity of reinforcement learning (RL) by employing an exponentially weighted estimation of the advantage function to reduce the variance in policy…

Machine Learning · Computer Science 2025-07-24 Shahil Shaik , Jonathon M. Smereka , Yue Wang

In this paper, a risk-aware motion control scheme is considered for mobile robots to avoid randomly moving obstacles when the true probability distribution of uncertainty is unknown. We propose a novel model predictive control (MPC) method…

Robotics · Computer Science 2020-01-15 Astghik Hakobyan , Insoon Yang

Generalist robot manipulation policies (GMPs) have the potential to generalize across a wide range of tasks, devices, and environments. However, existing policies continue to struggle with out-of-distribution scenarios due to the inherent…

Robotics · Computer Science 2024-10-03 Wenbo Zhang , Yang Li , Yanyuan Qiao , Siyuan Huang , Jiajun Liu , Feras Dayoub , Xiao Ma , Lingqiao Liu

Many applications in machine learning involve data represented as probability distributions. The emergence of such data requires radically novel techniques to design tractable gradient flows on probability distributions over this type of…

Machine Learning · Computer Science 2025-06-10 Clément Bonet , Christophe Vauthier , Anna Korba

The Wasserstein distance received a lot of attention recently in the community of machine learning, especially for its principled way of comparing distributions. It has found numerous applications in several hard problems, such as domain…

Machine Learning · Statistics 2017-10-23 Nicolas Courty , Rémi Flamary , Mélanie Ducoffe

Gaussian Mixture Models are a powerful tool in Data Science and Statistics that are mainly used for clustering and density approximation. The task of estimating the model parameters is in practice often solved by the Expectation…

Machine Learning · Statistics 2022-08-25 Lena Sembach , Jan Pablo Burgard , Volker H. Schulz

We consider stochastic programs where the distribution of the uncertain parameters is only observable through a finite training dataset. Using the Wasserstein metric, we construct a ball in the space of (multivariate and non-discrete)…

Optimization and Control · Mathematics 2017-06-14 Peyman Mohajerin Esfahani , Daniel Kuhn

Many decision problems in science, engineering and economics are affected by uncertain parameters whose distribution is only indirectly observable through samples. The goal of data-driven decision-making is to learn a decision from finitely…

Machine Learning · Statistics 2024-11-05 Daniel Kuhn , Peyman Mohajerin Esfahani , Viet Anh Nguyen , Soroosh Shafieezadeh-Abadeh

We present a novel approach to approximate Gaussian and mixture-of-Gaussians filtering. Our method relies on a variational approximation via a gradient-flow representation. The gradient flow is derived from a Kullback--Leibler discrepancy…

Computation · Statistics 2023-06-21 Adrien Corenflos , Hany Abdulsamad