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Although Sinkhorn divergences are now routinely used in data sciences to compare probability distributions, the computational effort required to compute them remains expensive, growing in general quadratically in the size $n$ of the support…

Machine Learning · Statistics 2020-10-27 Meyer Scetbon , Marco Cuturi

We consider a class of popular distributed non-convex optimization problems, in which agents connected by a network $\mathcal{G}$ collectively optimize a sum of smooth (possibly non-convex) local objective functions. We address the…

Optimization and Control · Mathematics 2020-01-08 Haoran Sun , Mingyi Hong

Optimal Transport (OT) has established itself as a robust framework for quantifying differences between distributions, with applications that span fields such as machine learning, data science, and computer vision. This paper offers a…

Data Structures and Algorithms · Computer Science 2025-01-14 Sina Moradi

Distributional data have become increasingly prominent in modern signal processing, highlighting the necessity of computing optimal transport (OT) maps across multiple probability distributions. Nevertheless, recent studies on neural OT…

Machine Learning · Computer Science 2025-04-25 Mingchen Jiang , Peng Xu , Xichen Ye , Xiaohui Chen , Yun Yang , Yifan Chen

Optimal Transport (OT) is a mathematical framework that first emerged in the eighteenth century and has led to a plethora of methods for answering many theoretical and applied questions. The last decade has been a witness to the remarkable…

Machine Learning · Computer Science 2024-03-25 Abdelwahed Khamis , Russell Tsuchida , Mohamed Tarek , Vivien Rolland , Lars Petersson

Optimal transport (OT) compares probability distributions by computing a meaningful alignment between their samples. CO-optimal transport (COOT) takes this comparison further by inferring an alignment between features as well. While this…

Within the field of optimal transport (OT), the choice of ground cost is crucial to ensuring that the optimality of a transport map corresponds to usefulness in real-world applications. It is therefore desirable to use known information to…

Machine Learning · Statistics 2024-06-13 Samuel Howard , George Deligiannidis , Patrick Rebeschini , James Thornton

We present an iterative method to efficiently solve the optimal transportation problem for a class of strictly convex costs which includes quadratic and p-power costs. Given two probability measures supported on a discrete grid with n…

Optimization and Control · Mathematics 2020-05-06 Matt Jacobs , Flavien Léger

We present a general technique, based on parametric search with some twist, for solving a variety of optimization problems on a set of semi-algebraic geometric objects of constant complexity. The common feature of these problems is that…

Computational Geometry · Computer Science 2022-07-15 Matthew J. Katz , Micha Sharir

The theory of weak optimal transport (WOT), introduced by [Gozlan et al., 2017], generalizes the classic Monge-Kantorovich framework by allowing the transport cost between one point and the points it is matched with to be nonlinear. In the…

Machine Learning · Statistics 2022-05-24 François-Pierre Paty , Philippe Choné , Francis Kramarz

We investigate the approximation of Monge--Kantorovich problems on general compact metric spaces, showing that optimal values, plans and maps can be effectively approximated via a fully discrete method. First we approximate optimal values…

Numerical Analysis · Mathematics 2024-01-29 Maximiliano Frungillo

In this note, we derive upper-bounds on the statistical estimation rates of unbalanced optimal transport (UOT) maps for the quadratic cost. Our work relies on the stability of the semi-dual formulation of optimal transport (OT) extended to…

Statistics Theory · Mathematics 2022-03-18 Adrien Vacher , François-Xavier Vialard

Optimal transport (OT) is a versatile framework for comparing probability measures, with many applications to statistics, machine learning, and applied mathematics. However, OT distances suffer from computational and statistical scalability…

Statistics Theory · Mathematics 2022-06-08 Ziv Goldfeld , Kengo Kato , Gabriel Rioux , Ritwik Sadhu

We study the Neural Optimal Transport (NOT) algorithm which uses the general optimal transport formulation and learns stochastic transport plans. We show that NOT with the weak quadratic cost might learn fake plans which are not optimal. To…

Machine Learning · Computer Science 2023-03-02 Alexander Korotin , Daniil Selikhanovych , Evgeny Burnaev

Optimal transport (OT) has recently found widespread interest in machine learning. It allows to define novel distances between probability measures, which have shown promise in several applications. In this work, we discuss how to…

Machine Learning · Computer Science 2021-10-11 Bamdev Mishra , N T V Satyadev , Hiroyuki Kasai , Pratik Jawanpuria

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

Finding optimal trajectories for multiple traffic demands in a congested network is a challenging task. Optimal transport theory is a principled approach that has been used successfully to study various transportation problems. Its usage is…

Physics and Society · Physics 2024-10-10 Abdullahi Adinoyi Ibrahim , Michael Muehlebach , Caterina De Bacco

In this work, we discuss the task of finding a direction of optimal descent for problems in Shape Optimisation and its relation to the dual problem in Optimal Transport. This link was first observed in a previous work which sought…

Optimization and Control · Mathematics 2023-01-20 Philip J. Herbert

We study geodesically convex (g-convex) problems that can be written as a difference of Euclidean convex functions. This structure arises in several optimization problems in statistics and machine learning, e.g., for matrix scaling,…

Optimization and Control · Mathematics 2022-10-24 Melanie Weber , Suvrit Sra

Optimal transport (OT) is a popular and powerful tool for comparing probability measures. However, OT suffers a few drawbacks: (i) input measures required to have the same mass, (ii) a high computational complexity, and (iii) indefiniteness…

Machine Learning · Computer Science 2023-02-27 Tam Le , Truyen Nguyen , Kenji Fukumizu
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