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Applications such as unbalanced and fully shuffled regression can be approached by optimizing regularized optimal transport (OT) distances, such as the entropic OT and Sinkhorn distances. A common approach for this optimization is to use a…

Numerical Analysis · Mathematics 2024-10-22 Xingjie Li , Fei Lu , Molei Tao , Felix X. -F. Ye

In this paper, we introduce a variant of optimal transport adapted to the causal structure given by an underlying directed graph $G$. Different graph structures lead to different specifications of the optimal transport problem. For…

Statistics Theory · Mathematics 2024-07-08 Patrick Cheridito , Stephan Eckstein

Optimal transport (OT) is a powerful geometric tool used to compare and align probability measures following the least effort principle. Despite its widespread use in machine learning (ML), OT problem still bears its computational burden,…

Machine Learning · Computer Science 2023-08-14 Oliver Struckmeier , Ievgen Redko , Anton Mallasto , Karol Arndt , Markus Heinonen , Ville Kyrki

Regularising the primal formulation of optimal transport (OT) with a strictly convex term leads to enhanced numerical complexity and a denser transport plan. Many formulations impose a global constraint on the transport plan, for instance…

Machine Learning · Computer Science 2023-10-05 Hugues Van Assel , Titouan Vayer , Remi Flamary , Nicolas Courty

We present a framework for embedding graph structured data into a vector space, taking into account node features and topology of a graph into the optimal transport (OT) problem. Then we propose a novel distance between two graphs, named…

Machine Learning · Computer Science 2023-07-04 Dai Hai Nguyen , Koji Tsuda

Computing optimal transport (OT) between measures in high dimensions is doomed by the curse of dimensionality. A popular approach to avoid this curse is to project input measures on lower-dimensional subspaces (1D lines in the case of…

Machine Learning · Computer Science 2019-10-30 Boris Muzellec , Marco Cuturi

Multi-marginal optimal transport (MOT) is a generalization of optimal transport to multiple marginals. Optimal transport has evolved into an important tool in many machine learning applications, and its multi-marginal extension opens up for…

Machine Learning · Computer Science 2021-12-07 Jiaojiao Fan , Isabel Haasler , Johan Karlsson , Yongxin Chen

Comparing time series in a principled manner requires capturing both temporal alignment and distributional similarity of features. Optimal transport (OT) has recently emerged as a powerful tool for this task, but existing OT-based…

Optimization and Control · Mathematics 2025-12-29 Thai P. D. Nguyen , Hong T. M. Chu , Kim-Chuan Toh

\textbf{Motivation:} Predicting single-cell perturbation responses requires mapping between two unpaired single-cell data distributions. Optimal transport (OT) theory provides a principled framework for constructing such mappings by…

Machine Learning · Computer Science 2025-04-22 Yanshuo Chen , Zhengmian Hu , Wei Chen , Heng Huang

Optimal transport (OT) theory focuses, among all maps $T:\mathbb{R}^d\rightarrow \mathbb{R}^d$ that can morph a probability measure onto another, on those that are the ``thriftiest'', i.e. such that the averaged cost $c(x, T(x))$ between…

Machine Learning · Statistics 2023-02-09 Marco Cuturi , Michal Klein , Pierre Ablin

Inverse optimal transport (OT) refers to the problem of learning the cost function for OT from observed transport plan or its samples. In this paper, we derive an unconstrained convex optimization formulation of the inverse OT problem,…

Machine Learning · Computer Science 2021-07-06 Shaojun Ma , Haodong Sun , Xiaojing Ye , Hongyuan Zha , Haomin Zhou

This paper addresses the problem of estimating entropy-regularized optimal transport (EOT) maps with squared-Euclidean cost between source and target measures that are subGaussian. In the case that the target measure is compactly supported…

Machine Learning · Statistics 2023-11-21 Matthew Werenski , James M. Murphy , Shuchin Aeron

In graph analysis, a classic task consists in computing similarity measures between (groups of) nodes. In latent space random graphs, nodes are associated to unknown latent variables. One may then seek to compute distances directly in the…

Machine Learning · Statistics 2022-01-12 Nicolas Keriven

Sliced Optimal Transport (OT) simplifies the OT problem in high-dimensional spaces by projecting supports of input measures onto one-dimensional lines and then exploiting the closed-form expression of the univariate OT to reduce the…

Machine Learning · Computer Science 2025-03-21 Viet-Hoang Tran , Thanh T. Chu , Khoi N. M. Nguyen , Trang Pham , Tam Le , Tan M. Nguyen

Optimal transport (OT) serves as a natural framework for comparing probability measures, with applications in statistics, machine learning, and applied mathematics. Alas, statistical estimation and exact computation of the OT distances…

Statistics Theory · Mathematics 2024-05-14 Tao Wang , Ziv Goldfeld

Most common Optimal Transport (OT) solvers are currently based on an approximation of underlying measures by discrete measures. However, it is sometimes relevant to work only with moments of measures instead of the measure itself, and many…

Numerical Analysis · Mathematics 2022-12-05 Olga Mula , Anthony Nouy

Selecting input features of top relevance has become a popular method for building self-explaining models. In this work, we extend this selective rationalization approach to text matching, where the goal is to jointly select and align text…

Machine Learning · Computer Science 2020-05-28 Kyle Swanson , Lili Yu , Tao Lei

Recently, the Gromov-Wasserstein Optimal Transport (GWOT) problem has attracted the special attention of the ML community. In this problem, given two distributions supported on two (possibly different) spaces, one has to find the most…

Machine Learning · Computer Science 2025-10-02 Xavier Aramayo Carrasco , Maksim Nekrashevich , Petr Mokrov , Evgeny Burnaev , Alexander Korotin

Optimal transport (OT) is a popular tool in machine learning to compare probability measures geometrically, but it comes with substantial computational burden. Linear programming algorithms for computing OT distances scale cubically in the…

Machine Learning · Computer Science 2022-03-24 Gaspard Beugnot , Aude Genevay , Kristjan Greenewald , Justin Solomon

We study the vanishing-regularization limit of entropically regularized optimal transport (EOT) for the Euclidean distance cost $c(x,y)=\|x-y\|$ in dimension $d>1$. We develop a comprehensive variational convergence framework that entails…

Optimization and Control · Mathematics 2026-04-29 Marcel Nutz , Chenyang Zhong
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