Related papers: Compressed online Sinkhorn
This article introduces a new notion of optimal transport (OT) between tensor fields, which are measures whose values are positive semidefinite (PSD) matrices. This "quantum" formulation of OT (Q-OT) corresponds to a relaxed version of the…
We provide theoretical analyses for two algorithms that solve the regularized optimal transport (OT) problem between two discrete probability measures with at most $n$ atoms. We show that a greedy variant of the classical Sinkhorn…
Ensuring fairness in matching algorithms is a key challenge in allocating scarce resources and positions. Focusing on Optimal Transport (OT), we introduce a novel notion of group fairness requiring that the probability of matching two…
The mismatch capacity characterizes the highest information rate of the channel under a prescribed decoding metric and serves as a critical performance indicator in numerous practical communication scenarios. Compared to the commonly used…
We study distributionally robust optimization with Sinkhorn distance -- a variant of Wasserstein distance based on entropic regularization. We derive a convex programming dual reformulation for general nominal distributions, transport…
We study Sinkhorn's algorithm for solving the entropically regularized optimal transport problem. Its iterate $\pi_{t}$ is shown to satisfy $H(\pi_{t}|\pi_{*})+H(\pi_{*}|\pi_{t})=O(t^{-1})$ where $H$ denotes relative entropy and $\pi_{*}$…
We introduce a new class of convex-regularized Optimal Transport losses, which generalizes the classical Entropy-regularization of Optimal Transport and Sinkhorn divergences, and propose a generalized Sinkhorn algorithm. Our framework…
In this work, we develop a collection of novel methods for the entropic-regularised optimal transport problem, which are inspired by existing mirror descent interpretations of the Sinkhorn algorithm used for solving this problem. These are…
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…
\emph{Optimal Transport} (OT) has emerged as an important computational tool in machine learning and computer vision, providing a geometrical framework for studying probability measures. OT unfortunately suffers from the curse of…
Optimal Transport (OT) has established itself as a robust framework for quantifying differences between distributions, with applications that span fields such as machine learning, data science, and computer vision. This paper offers a…
We propose Acc-Sinkhorn, a simple accelerated variant of Sinkhorn for entropy-regularized optimal transport (EOT). The method is derived from a bilevel optimization view: Sinkhorn row scaling solves the inner variable $u$ exactly and…
Optimal transportation distances are a fundamental family of parameterized distances for histograms. Despite their appealing theoretical properties, excellent performance in retrieval tasks and intuitive formulation, their computation…
The ability to compare two degenerate probability distributions (i.e. two probability distributions supported on two distinct low-dimensional manifolds living in a much higher-dimensional space) is a crucial problem arising in the…
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…
Correctly estimating the discrepancy between two data distributions has always been an important task in Machine Learning. Recently, Cuturi proposed the Sinkhorn distance which makes use of an approximate Optimal Transport cost between two…
Many problems in machine learning can be formulated as solving entropy-regularized optimal transport on the space of probability measures. The canonical approach involves the Sinkhorn iterates, renowned for their rich mathematical…
We study the complexity of approximating the multimarginal optimal transport (MOT) distance, a generalization of the classical optimal transport distance, considered here between $m$ discrete probability distributions supported each on $n$…
Optimal Transport is a popular distance metric for measuring similarity between distributions. Exact algorithms for computing Optimal Transport can be slow, which has motivated the development of approximate numerical solvers (e.g. Sinkhorn…
Computing optimal transport distances such as the earth mover's distance is a fundamental problem in machine learning, statistics, and computer vision. Despite the recent introduction of several algorithms with good empirical performance,…