Related papers: A numerical algorithm with linear complexity for M…
Sinkhorn's algorithm is a method of choice to solve large-scale optimal transport (OT) problems. In this context, it involves an inverse temperature parameter $\beta$ that determines the speed-accuracy trade-off. To improve this trade-off,…
Multimarginal optimal transport (MOT) has emerged as a useful framework for many applied problems. However, compared to the well-studied classical two-marginal optimal transport theory, analysis of MOT is far more challenging and remains…
The objective of this paper is to develop a duality between a novel Entropy Martingale Optimal Transport problem (A) and an associated optimization problem (B). In (A) we follow the approach taken in the Entropy Optimal Transport (EOT)…
The Strictly Correlated Electrons (SCE) limit of the Levy-Lieb functional in Density Functional Theory (DFT) gives rise to a symmetric multi-marginal optimal transport problem with Coulomb cost, where the number of marginal laws is equal to…
Optimal transport is a machine learning problem with applications including distribution comparison, feature selection, and generative adversarial networks. In this paper, we propose feature-robust optimal transport (FROT) for…
In machine learning, Optimal Transport (OT) theory is extensively utilized to compare probability distributions across various applications, such as graph data represented by node distributions and image data represented by pixel…
Classical entropy regularization is poorly suited to continuous-time martingale transport, since relative entropy between diffusion laws typically forces their volatility characteristics to coincide. We introduce a specific-entropy…
We study stability of optimizers and convergence of Sinkhorn's algorithm for the entropic optimal transport problem. In the special case of the quadratic cost, our stability bounds imply that if one of the two entropic potentials is…
In 2013, Cuturi [Cut13] introduced the Sinkhorn algorithm for matrix scaling as a method to compute solutions to regularized optimal transport problems. In this paper, aiming at a better convergence rate for a high accuracy solution, we…
Computing optimal transport (OT) distances such as the earth mover's distance is a fundamental problem in machine learning, statistics, and computer vision. In this paper, we study the problem of approximating the general OT distance…
We investigate the use of entropy-regularized optimal transport (EOT) cost in developing generative models to learn implicit distributions. Two generative models are proposed. One uses EOT cost directly in an one-shot optimization problem…
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…
There have been several algorithms designed to optimise matrix multiplication. From schoolbook method with complexity $O(n^3)$ to advanced tensor-based tools with time complexity $O(n^{2.3728639})$ (lowest possible bound achieved), a lot of…
We consider the optimal transport problem over convex costs arising from optimal control of linear time-invariant(LTI) systems when the initial and target measures are assumed to be supported on the set of equilibrium points of the LTI…
One might argue that solving a trajectory optimization problem over a million grid points is preposterous. How about solving such a problem at an incredibly fast computational time? On a small form-factor processor? Algorithmic details that…
This paper proposes an efficient HOT algorithm for solving the optimal transport (OT) problems with finite supports. We particularly focus on an efficient implementation of the HOT algorithm for the case where the supports are in…
Optimal transport (OT) has emerged as a fundamental tool in modern machine learning, yet its computational cost remains a significant bottleneck for large-scale applications. While harnessing the massive parallelism of modern GPU hardware…
Unbalanced optimal transport (UOT) extends optimal transport (OT) to take into account mass variations to compare distributions. This is crucial to make OT successful in ML applications, making it robust to data normalization and outliers.…
The recently introduced Genetic Column Generation (GenCol) algorithm has been numerically observed to efficiently and accurately compute high-dimensional optimal transport plans for general multi-marginal problems, but theoretical results…
Computing the empirical Wasserstein distance in the Wasserstein-distance-based independence test is an optimal transport (OT) problem with a special structure. This observation inspires us to study a special type of OT problem and propose a…