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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…

Optimization and Control · Mathematics 2020-07-03 Simone Di Marino , Augusto Gerolin

Optimal Transport is a foundational mathematical theory that connects optimization, partial differential equations, and probability. It offers a powerful framework for comparing probability distributions and has recently become an important…

Machine Learning · Statistics 2025-05-13 Gabriel Peyré

Obtaining solutions to Optimal Transportation (OT) problems is typically intractable when the marginal spaces are continuous. Recent research has focused on approximating continuous solutions with discretization methods based on i.i.d.…

Optimization and Control · Mathematics 2021-02-17 Junqi Wang , Pei Wang , Patrick Shafto

In the following article, we present a novel way to etimate the amounts of traffic on the Origin-Destination couples (OD couples). This new approach combines together a routing algorithm based on the principle of the shortest path and a…

Optimization and Control · Mathematics 2016-08-16 Hélène Le Cadre

In this paper, we present a new formulation of unbalanced optimal transport called Dual Regularized Optimal Transport (DROT). We argue that regularizing the dual formulation of optimal transport results in a version of unbalanced optimal…

Computational Geometry · Computer Science 2020-12-08 Rishi Sonthalia , Anna C. Gilbert

In this paper, we consider Strassen's version of optimal transport (OT) problem, which concerns minimizing the excess-cost probability (i.e., the probability that the cost is larger than a given value) over all couplings of two given…

Probability · Mathematics 2022-02-22 Lei Yu

Energy-based models (EBMs) are known in the Machine Learning community for decades. Since the seminal works devoted to EBMs dating back to the noughties, there have been a lot of efficient methods which solve the generative modelling…

Machine Learning · Computer Science 2024-03-19 Petr Mokrov , Alexander Korotin , Alexander Kolesov , Nikita Gushchin , Evgeny Burnaev

Optimal transport (OT) has enjoyed great success in machine learning as a principled way to align datasets via a least-cost correspondence, driven in large part by the runtime efficiency of the Sinkhorn algorithm (Cuturi, 2013). However,…

Machine Learning · Computer Science 2025-08-19 Peter Halmos , Julian Gold , Xinhao Liu , Benjamin J. Raphael

Learning conditional distributions $\pi^*(\cdot|x)$ is a central problem in machine learning, which is typically approached via supervised methods with paired data $(x,y) \sim \pi^*$. However, acquiring paired data samples is often…

A primal-dual accelerated stochastic gradient descent with variance reduction algorithm (PDASGD) is proposed to solve linear-constrained optimization problems. PDASGD could be applied to solve the discrete optimal transport (OT) problem and…

Machine Learning · Statistics 2023-05-31 Yiling Xie , Yiling Luo , Xiaoming Huo

Computational optimal transport (OT) has recently emerged as a powerful framework with applications in various fields. In this paper we focus on a relaxation of the original OT problem, the entropic OT problem, which allows to implement…

Probability · Mathematics 2025-10-06 Giacomo Greco , Maxence Noble , Giovanni Conforti , Alain Durmus

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…

Data Structures and Algorithms · Computer Science 2018-06-08 Pavel Dvurechensky , Alexander Gasnikov , Alexey Kroshnin

Optimal transport (OT) provides powerful tools for comparing probability measures in various types. The Wasserstein distance which arises naturally from the idea of OT is widely used in many machine learning applications. Unfortunately,…

Optimization and Control · Mathematics 2021-06-03 Shu Liu , Haodong Sun , Hongyuan Zha

Optimal Transport (OT) problems arise in a wide range of applications, from physics to economics. Getting numerical approximate solution of these problems is a challenging issue of practical importance. In this work, we investigate the…

Probability · Mathematics 2019-05-15 Aurélien Alfonsi , Rafaël Coyaud , Virginie Ehrlacher , Damiano Lombardi

Transformers have achieved state-of-the-art performance in numerous tasks. In this paper, we propose a continuous-time formulation of transformers. Specifically, we consider a dynamical system whose governing equation is parametrized by…

Machine Learning · Computer Science 2025-02-03 Kelvin Kan , Xingjian Li , Stanley Osher

Optimal transport (OT) barycenters are a mathematically grounded way of averaging probability distributions while capturing their geometric properties. In short, the barycenter task is to take the average of a collection of probability…

Optimal transport (OT) has recently been shown as a promising criterion for unsupervised restoration when no explicit prior model is available. Despite its theoretical appeal, OT still significantly falls short of supervised methods on…

Computer Vision and Pattern Recognition · Computer Science 2025-09-17 Fei Wen , Wei Wang , Zeyu Yan , Wenbin Jiang

We consider the numerical solution of the discrete multi-marginal optimal transport (MOT) by means of the Sinkhorn algorithm. In general, the Sinkhorn algorithm suffers from the curse of dimensionality with respect to the number of…

Optimization and Control · Mathematics 2023-02-22 Fatima Antarou Ba , Michael Quellmalz

The discrete optimal transport (OT) problem, which offers an effective computational tool for comparing two discrete probability distributions, has recently attracted much attention and played essential roles in many modern applications.…

Optimization and Control · Mathematics 2024-05-20 Di Hou , Ling Liang , Kim-Chuan Toh

In this work, we propose a novel machine learning approach to compute the optimal transport map between two continuous distributions from their unpaired samples, based on the DeepParticle methods. The proposed method leads to a min-min…

Machine Learning · Statistics 2025-07-01 Yingyuan Li , Aokun Wang , Zhongjian Wang
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