Related papers: Accelerating Sinkhorn Algorithm with Sparse Newton…
Optimal transport (OT) plays an essential role in various areas like machine learning and deep learning. However, computing discrete optimal transport plan for large scale problems with adequate accuracy and efficiency is still highly…
We consider the fundamental problem of sampling the optimal transport coupling between given source and target distributions. In certain cases, the optimal transport plan takes the form of a one-to-one mapping from the source support to the…
In this paper, we propose new methods to efficiently solve convex optimization problems encountered in sparse estimation, which include a new quasi-Newton method that avoids computing the Hessian matrix and improves efficiency, and we prove…
The R package sns implements Stochastic Newton Sampler (SNS), a Metropolis-Hastings Monte Carlo Markov Chain algorithm where the proposal density function is a multivariate Gaussian based on a local, second-order Taylor series expansion of…
We study the convergence rate of Sinkhorn's algorithm for solving entropy-regularized optimal transport problems when at least one of the probability measures, $\mu$, admits a density over $\mathbb{R}^d$. For a semi-concave cost function…
This paper improves the state-of-the-art rate of a first-order algorithm for solving entropy regularized optimal transport. The resulting rate for approximating the optimal transport (OT) has been improved from…
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…
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.…
We study the problem of minimizing a sum of convex objective functions where the components of the objective are available at different nodes of a network and nodes are allowed to only communicate with their neighbors. The use of…
We develop a novel stability theory for Sinkhorn semigroups based on Lyapunov techniques and quantitative contraction coefficients, and establish exponential convergence of Sinkhorn iterations on weighted Banach spaces. This…
We consider minimizing a smooth and strongly convex objective function using a stochastic Newton method. At each iteration, the algorithm is given an oracle access to a stochastic estimate of the Hessian matrix. The oracle model includes…
Regularized optimal transport (OT) is now increasingly used as a loss or as a matching layer in neural networks. Entropy-regularized OT can be computed using the Sinkhorn algorithm but it leads to fully-dense transportation plans, meaning…
Distributionally robust optimization (DRO) is a powerful technique to train robust models against data distribution shift. This paper aims to solve regularized nonconvex DRO problems, where the uncertainty set is modeled by a so-called…
Sparse logistic regression, as an effective tool of classification, has been developed tremendously in recent two decades, from its origination the $\ell_1$-regularized version to the sparsity constrained models. This paper is carried out…
We study the optimal transport problem for $d>2$ discrete measures. This is a linear programming problem on $d$-tensors. It gives a way to compute a "distance" between two sets of discrete measures. We introduce an entropic regularization…
Optimization plays a key role in machine learning. Recently, stochastic second-order methods have attracted much attention due to their low computational cost in each iteration. However, these algorithms might perform poorly especially if…
In state estimation tasks, the usual assumption of exactly known disturbance distribution is often unrealistic and renders the estimator fragile in practice. The recently emerging Wasserstein distributionally robust state estimation (DRSE)…
Given a non-negative $n \times m$ real matrix $A$, the {\em matrix scaling} problem is to determine if it is possible to scale the rows and columns so that each row and each column sums to a specified target value for it. This problem…
There is an increasing interest in emulating Spiking Neural Networks (SNNs) on neuromorphic computing devices due to their low energy consumption. Recent advances have allowed training SNNs to a point where they start to compete with…
Transportation cost is an attractive similarity measure between probability distributions due to its many useful theoretical properties. However, solving optimal transport exactly can be prohibitively expensive. Therefore, there has been…