Related papers: Low-Rank Optimal Transport through Factor Relaxati…
Optimal transport (OT) finds a least cost transport plan between two probability distributions using a cost matrix defined on pairs of points. Unlike standard OT, which infers unstructured pointwise mappings, low-rank optimal transport…
Several recent applications of optimal transport (OT) theory to machine learning have relied on regularization, notably entropy and the Sinkhorn algorithm. Because matrix-vector products are pervasive in the Sinkhorn algorithm, several…
The matching principles behind optimal transport (OT) play an increasingly important role in machine learning, a trend which can be observed when OT is used to disambiguate datasets in applications (e.g. single-cell genomics) or used to…
Optimal transport (OT) naturally arises in a wide range of machine learning applications but may often become the computational bottleneck. Recently, one line of works propose to solve OT approximately by searching the \emph{transport plan}…
The clustering problem, and more generally, latent factor discovery --or latent space inference-- is formulated in terms of the Wasserstein barycenter problem from optimal transport. The objective proposed is the maximization of the…
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…
The relevance of optimal transport methods to machine learning has long been hindered by two salient limitations. First, the $O(n^3)$ computational cost of standard sample-based solvers (when used on batches of $n$ samples) is prohibitive.…
An efficient method for computing solutions to the Optimal Transportation (OT) problem with a wide class of cost functions is presented. The standard linear programming (LP) discretization of the continuous problem becomes intractible for…
Bi-causal optimal transport (OT) is a natural framework for comparing and coupling stochastic processes under nonanticipative information constraints, with important applications in robust finance, sequential uncertainty quantification, and…
The optimal transport (OT) problem is a classical optimization problem having the form of linear programming. Machine learning applications put forward new computational challenges in its solution. In particular, the OT problem defines a…
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…
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…
Optimal transport (OT) is a powerful geometric tool for comparing two distributions and has been employed in various machine learning applications. In this work, we propose a novel OT formulation that takes feature correlations into account…
Federated learning (FL) is a subfield of machine learning that avoids sharing local data with a central server, which can enhance privacy and scalability. The inability to consolidate data leads to a unique problem called dataset imbalance,…
Optimal transport (OT) is a powerful tool in mathematics and data science but faces severe computational and statistical challenges in high dimensions. We propose convex relaxation approaches based on marginal and cluster moment relaxations…
Optimal Transport, a theory for optimal allocation of resources, is widely used in various fields such as astrophysics, machine learning, and imaging science. However, many applications impose elementwise constraints on the transport plan…
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…
Low-rank factorization is a popular model compression technique that minimizes the error $\delta$ between approximated and original weight matrices. Despite achieving performances close to the original models when $\delta$ is optimized, a…
Optimal transport (OT) provides effective tools for comparing and mapping probability measures. We propose to leverage the flexibility of neural networks to learn an approximate optimal transport map. More precisely, we present a new and…
Ensuring fairness in matching algorithms is a key challenge in allocating scarce resources and positions. Focusing on Optimal Transport (OT), we introduce a novel notion of group fairness requiring that the probability of matching two…