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Computing optimal transport (OT) between measures in high dimensions is doomed by the curse of dimensionality. A popular approach to avoid this curse is to project input measures on lower-dimensional subspaces (1D lines in the case of…

Machine Learning · Computer Science 2019-10-30 Boris Muzellec , Marco Cuturi

Monge-Kantorovich optimal mass transport (OMT) provides a blueprint for geometries in the space of positive densities -- it quantifies the cost of transporting a mass distribution into another. In particular, it provides natural options for…

Optimization and Control · Mathematics 2015-06-16 Yongxin Chen , Tryphon T. Georgiou , Michele Pavon

We develop a fast and reliable method for solving large-scale optimal transport (OT) problems at an unprecedented combination of speed and accuracy. Built on the celebrated Douglas-Rachford splitting technique, our method tackles the…

Optimization and Control · Mathematics 2021-10-25 Vien V. Mai , Jacob Lindbäck , Mikael Johansson

Embedding high-dimensional data into a low-dimensional space is an indispensable component of data analysis. In numerous applications, it is necessary to align and jointly embed multiple datasets from different studies or experimental…

Machine Learning · Statistics 2024-07-03 Boris Landa , Yuval Kluger , Rong Ma

We present a functional calculus treatment of Entropic Optimal Transport (EOT) between Gaussian measures on separable Hilbert spaces, providing a unified framework that handles infinite-dimensional degeneracy. By leveraging the notion of…

Optimization and Control · Mathematics 2026-05-27 Ho Yun

The space of probability densities is an infinite-dimensional Riemannian manifold, with Riemannian metrics in two flavors: Wasserstein and Fisher--Rao. The former is pivotal in optimal mass transport (OMT), whereas the latter occurs in…

Differential Geometry · Mathematics 2017-11-21 Klas Modin

In many applications such as color image processing, data has more than one piece of information associated with each spatial coordinate, and in such cases the classical optimal mass transport (OMT) must be generalized to handle…

Optimization and Control · Mathematics 2018-06-19 Ernest K. Ryu , Yongxin Chen , Wuchen Li , Stanley Osher

This paper studies the equitable and optimal transport (EOT) problem, which has many applications such as fair division problems and optimal transport with multiple agents etc. In the discrete distributions case, the EOT problem can be…

Optimization and Control · Mathematics 2021-10-04 Minhui Huang , Shiqian Ma , Lifeng Lai

Mini-batch optimal transport (m-OT) has been widely used recently to deal with the memory issue of OT in large-scale applications. Despite their practicality, m-OT suffers from misspecified mappings, namely, mappings that are optimal on the…

Machine Learning · Statistics 2022-06-08 Khai Nguyen , Dang Nguyen , The-Anh Vu-Le , Tung Pham , Nhat Ho

Optimal transport (OT) theory has been been used in machine learning to study and characterize maps that can push-forward efficiently a probability measure onto another. Recent works have drawn inspiration from Brenier's theorem, which…

Machine Learning · Computer Science 2023-02-13 Théo Uscidda , Marco Cuturi

Optimal transport (OT) is a powerful geometric tool used to compare and align probability measures following the least effort principle. Despite its widespread use in machine learning (ML), OT problem still bears its computational burden,…

Machine Learning · Computer Science 2023-08-14 Oliver Struckmeier , Ievgen Redko , Anton Mallasto , Karol Arndt , Markus Heinonen , Ville Kyrki

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

Inverse optimal transport (OT) refers to the problem of learning the cost function for OT from observed transport plan or its samples. In this paper, we derive an unconstrained convex optimization formulation of the inverse OT problem,…

Machine Learning · Computer Science 2021-07-06 Shaojun Ma , Haodong Sun , Xiaojing Ye , Hongyuan Zha , Haomin Zhou

We consider stochastic algorithms derived from methods for solving deterministic optimization problems, especially comparison-based algorithms derived from stochastic approximation algorithms with a constant step-size. We develop a…

Optimization and Control · Mathematics 2022-01-03 Youhei Akimoto , Anne Auger , Nikolaus Hansen

In mathematical modelling, the data and solutions are represented as measurable functions and their quality is oftentimes captured by the membership to a certain function space. One of the core questions for an analysis of a model is the…

Functional Analysis · Mathematics 2022-11-22 Vít Musil , Luboš Pick , Jakub Takáč

Optimal transport (OT) distances are increasingly used as loss functions for statistical inference, notably in the learning of generative models or supervised learning. Yet, the behavior of minimum Wasserstein estimators is poorly…

Statistics Theory · Mathematics 2021-07-20 Tianyi Lin , Zeyu Zheng , Elynn Y. Chen , Marco Cuturi , Michael I. Jordan

Optimal transport (OT) distances are finding evermore applications in machine learning and computer vision, but their wide spread use in larger-scale problems is impeded by their high computational cost. In this work we develop a family of…

Machine Learning · Statistics 2018-03-06 Brahim Khalil Abid , Robert M. Gower

A common way of partitioning graphs is through minimum cuts. One drawback of classical minimum cut methods is that they tend to produce small groups, which is why more balanced variants such as normalized and ratio cuts have seen more…

Machine Learning · Computer Science 2024-10-07 Chakib Fettal , Lazhar Labiod , Mohamed Nadif

Recently, structure-text contrastive learning has shown promising performance on text-attributed graphs by leveraging the complementary strengths of graph neural networks and language models. However, existing methods typically rely on…

Machine Learning · Computer Science 2026-01-29 Yating Ren , Yikun Ban , Huobin Tan

This work considers the problem of computing distances between structured objects such as undirected graphs, seen as probability distributions in a specific metric space. We consider a new transportation distance (i.e. that minimizes a…

Machine Learning · Statistics 2019-05-14 Titouan Vayer , Laetitia Chapel , Rémi Flamary , Romain Tavenard , Nicolas Courty