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Optimal transport (OT) and unbalanced optimal transport (UOT) are central in many machine learning, statistics and engineering applications. 1D OT is easily solved, with complexity O(n log n), but no efficient algorithm was known for 1D…

Performance · Computer Science 2024-02-15 Gabriel Gouvine

Sliced Optimal Transport (SOT) is a rapidly developing branch of optimal transport (OT) that exploits the tractability of one-dimensional OT problems. By combining tools from OT, integral geometry, and computational statistics, SOT enables…

Machine Learning · Statistics 2025-10-15 Khai Nguyen

In Inverse Optimization (IO), an expert agent solves an optimization problem parametric in an exogenous signal. From a learning perspective, the goal is to learn the expert's cost function given a dataset of signals and corresponding…

Optimization and Control · Mathematics 2024-01-25 Pedro Zattoni Scroccaro , Bilge Atasoy , Peyman Mohajerin Esfahani

For statistical modeling wherein the data regime is unfavorable in terms of dimensionality relative to the sample size, finding hidden sparsity in the ground truth can be critical in formulating an accurate statistical model. The so-called…

Optimization and Control · Mathematics 2025-08-04 Matteo Bergamaschi , Andrea Cristofari , Vyacheslav Kungurtsev , Francesco Rinaldi

We study the unbalanced optimal transport (UOT) problem, where the marginal constraints are enforced using Maximum Mean Discrepancy (MMD) regularization. Our work is motivated by the observation that the literature on UOT is focused on…

Machine Learning · Computer Science 2024-02-01 Piyushi Manupriya , J. Saketha Nath , Pratik Jawanpuria

The optimal transport (OT) map is a geometry-driven transformation between high-dimensional probability distributions which underpins a wide range of tasks in statistics, applied probability, and machine learning. However, existing…

Machine Learning · Statistics 2025-12-11 Sloan Nietert , Ziv Goldfeld

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…

Optimization and Control · Mathematics 2020-07-03 Arthur Mensch , Gabriel Peyré

Multimarginal Optimal Transport (MOT) is the problem of linear programming over joint probability distributions with fixed marginals. A key issue in many applications is the complexity of solving MOT: the linear program has exponential size…

Optimization and Control · Mathematics 2021-11-16 Jason M. Altschuler , Enric Boix-Adsera

Optimal Transport (OT) has proven effective for domain adaptation (DA) by aligning distributions across domains with differing statistical properties. Building on the approach of Courty et al. (2016), who mapped source data to the target…

Machine Learning · Statistics 2025-05-15 Brian Britos , Mathias Bourel

Optimal transport (OT) is a powerful geometric tool for comparing two distributions and has been employed in various machine learning applications. In this work, we propose a novel OT formulation that takes feature correlations into account…

Machine Learning · Computer Science 2021-10-08 Pratik Jawanpuria , N T V Satyadev , Bamdev Mishra

The orthogonal matching pursuit (OMP) is an algorithm to solve sparse approximation problems. Sufficient conditions for exact recovery are known with and without noise. In this paper we investigate the applicability of the OMP for the…

Numerical Analysis · Mathematics 2010-10-26 Loic Denis , Dirk A. Lorenz , Dennis Trede

Optimal Transport (OT) naturally arises in many machine learning applications, yet the heavy computational burden limits its wide-spread uses. To address the scalability issue, we propose an implicit generative learning-based framework…

Machine Learning · Computer Science 2019-06-26 Yujia Xie , Minshuo Chen , Haoming Jiang , Tuo Zhao , Hongyuan Zha

We study the use of amortized optimization to predict optimal transport (OT) maps from the input measures, which we call Meta OT. This helps repeatedly solve similar OT problems between different measures by leveraging the knowledge and…

Machine Learning · Computer Science 2023-06-06 Brandon Amos , Samuel Cohen , Giulia Luise , Ievgen Redko

Optimal transport (OT) has become a widely used tool in the machine learning field to measure the discrepancy between probability distributions. For instance, OT is a popular loss function that quantifies the discrepancy between an…

Machine Learning · Computer Science 2022-12-27 Shintaro Nakamura , Han Bao , Masashi Sugiyama

Recent transportation network studies on uncertainty and reliability call for modeling the probabilistic O-D demand and probabilistic network flow. Making the best use of day-to-day traffic data collected over many years, this paper…

Methodology · Statistics 2024-12-20 Wei Ma , Zhen Qian

Optimal transport (OT) theory underlies many emerging machine learning (ML) methods nowadays solving a wide range of tasks such as generative modeling, transfer learning and information retrieval. These latter works, however, usually build…

Machine Learning · Statistics 2021-12-03 Quang Huy Tran , Hicham Janati , Ievgen Redko , Rémi Flamary , Nicolas Courty

We present a novel framework based on optimal transport for the challenging problem of comparing graphs. Specifically, we exploit the probabilistic distribution of smooth graph signals defined with respect to the graph topology. This allows…

Machine Learning · Computer Science 2019-12-09 Hermina Petric Maretic , Mireille EL Gheche , Giovanni Chierchia , Pascal Frossard

Solving l1 regularized optimization problems is common in the fields of computational biology, signal processing and machine learning. Such l1 regularization is utilized to find sparse minimizers of convex functions. A well-known example is…

Numerical Analysis · Computer Science 2016-07-04 Eran Treister , Javier S. Turek , Irad Yavneh

Many machine learning problems involve data supported on curved spaces such as spheres, rotation groups, hyperbolic spaces, and general Riemannian manifolds, where Euclidean geometry can distort distances, averages, and the resulting…

Machine Learning · Statistics 2026-05-07 Alessandro Micheli , Silvia Sapora , Anthea Monod , Samir Bhatt

Bayesian inference for high-dimensional inverse problems is computationally costly and requires selecting a suitable prior distribution. Amortized variational inference addresses these challenges via a neural network that approximates the…

Machine Learning · Statistics 2023-01-19 Ali Siahkoohi , Gabrio Rizzuti , Rafael Orozco , Felix J. Herrmann