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Optimal transportation distances are a fundamental family of parameterized distances for histograms. Despite their appealing theoretical properties, excellent performance in retrieval tasks and intuitive formulation, their computation…

Machine Learning · Statistics 2014-03-25 Marco Cuturi

The optimal transport (OT) problem has been used widely for machine learning. It is necessary for computation of an OT problem to solve linear programming with tight mass-conservation constraints. These constraints prevent its application…

Machine Learning · Computer Science 2022-05-30 Takumi Fukunaga , Hiroyuki Kasai

We propose accelerated versions of the operator Sinkhorn iteration for operator scaling using successive overrelaxation. We analyze the local convergence rates of these accelerated methods via linearization, which allows us to determine the…

Optimization and Control · Mathematics 2026-04-27 Tasuku Soma , André Uschmajew

Vector-quantized networks (VQNs) have exhibited remarkable performance across various tasks, yet they are prone to training instability, which complicates the training process due to the necessity for techniques such as subtle…

Computer Vision and Pattern Recognition · Computer Science 2024-12-20 Borui Zhang , Wenzhao Zheng , Jie Zhou , Jiwen Lu

We derive an a priori parameter range for overrelaxation of the Sinkhorn algorithm, which guarantees global convergence and a strictly faster asymptotic local convergence. Guided by the spectral analysis of the linearized problem we pursue…

Optimization and Control · Mathematics 2021-12-07 Tobias Lehmann , Max-K. von Renesse , Alexander Sambale , André Uschmajew

We investigate the problem of efficiently computing optimal transport (OT) distances, which is equivalent to the node-capacitated minimum cost maximum flow problem in a bipartite graph. We compare runtimes in computing OT distances on data…

Data Structures and Algorithms · Computer Science 2020-07-07 Yihe Dong , Yu Gao , Richard Peng , Ilya Razenshteyn , Saurabh Sawlani

Entropic optimal transport problems are regularized versions of optimal transport problems. These models play an increasingly important role in machine learning and generative modelling. For finite spaces, these problems are commonly solved…

Machine Learning · Statistics 2025-12-30 O. Deniz Akyildiz , Pierre Del Moral , Joaquín Miguez

Regularized optimal transport (OT) has received much attention in recent years starting from Cuturi's introduction of Kullback-Leibler (KL) divergence regularized OT. In this paper, we propose regularizing the OT problem using the family of…

Optimization and Control · Mathematics 2025-10-28 Jonas Bresch , Viktor Stein

We derive iterative scaling algorithms of the Sinkhorn-Knopp (SK) type for constrained optimal transport. The constraints are in the form of prior-imposed zeroes in the transport plan. Based on classical Bregman arguments, we prove…

Optimization and Control · Mathematics 2024-04-02 Martin Corless , Anthony Quinn , Sarah Boufelja , Robert Shorten

Motion planning is still an open problem for many disciplines, e.g., robotics, autonomous driving, due to their need for high computational resources that hinder real-time, efficient decision-making. A class of methods striving to provide…

Robotics · Computer Science 2023-10-31 An T. Le , Georgia Chalvatzaki , Armin Biess , Jan Peters

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

Optimal transport (OT) aims to find a map $T$ that transports mass from one probability measure to another while minimizing a cost function. Recently, neural OT solvers have gained popularity in high dimensional biological applications such…

Machine Learning · Computer Science 2025-05-20 Peter Chen , Yue Xie , Qingpeng Zhang

Solving large scale Optimal Transport (OT) in machine learning typically relies on sampling measures to obtain a tractable discrete problem. While the discrete solver's accuracy is controllable, the rate of convergence of the discretization…

Machine Learning · Statistics 2026-02-05 Ferdinand Genans , Olivier Wintenberger

We develop a discrete optimal transport framework for analyzing simulated annealing algorithms on finite state spaces. Building on the discrete Wasserstein metric introduced by Maas (J. Funct. Anal., 2011), we define a generalized discrete…

Data Structures and Algorithms · Computer Science 2026-05-08 Yuchen He , Tianhui Jiang , Sihan Wang , Chihao Zhang

We propose a new regularized optimal transport (OT) formulation, termed sliced-regularized optimal transport (SROT). Unlike entropic OT (EOT), which regularizes the transport plan toward an independent coupling, SROT regularizes it toward a…

Machine Learning · Statistics 2026-05-21 Khai Nguyen

Many problems in machine learning can be formulated as solving entropy-regularized optimal transport on the space of probability measures. The canonical approach involves the Sinkhorn iterates, renowned for their rich mathematical…

Machine Learning · Computer Science 2023-11-29 Mohammad Reza Karimi , Ya-Ping Hsieh , Andreas Krause

Kernel-based optimal transport (OT) estimators offer an alternative, functional estimation procedure to address OT problems from samples. Recent works suggest that these estimators are more statistically efficient than plug-in (linear…

Machine Learning · Computer Science 2024-02-01 Tianyi Lin , Marco Cuturi , Michael I. Jordan

We consider the problem of asynchronous stochastic optimization, where an optimization algorithm makes updates based on stale stochastic gradients of the objective that are subject to an arbitrary (possibly adversarial) sequence of delays.…

Optimization and Control · Mathematics 2025-06-23 Amit Attia , Ofir Gaash , Tomer Koren

Although optimal transport (OT) problems admit closed form solutions in a very few notable cases, e.g. in 1D or between Gaussians, these closed forms have proved extremely fecund for practitioners to define tools inspired from the OT…

Statistics Theory · Mathematics 2020-12-15 Hicham Janati , Boris Muzellec , Gabriel Peyré , Marco Cuturi

The notion of entropy-regularized optimal transport, also known as Sinkhorn divergence, has recently gained popularity in machine learning and statistics, as it makes feasible the use of smoothed optimal transportation distances for data…

Statistics Theory · Mathematics 2019-11-05 Jérémie Bigot , Elsa Cazelles , Nicolas Papadakis
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