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Optimal transport (OT) is a popular tool in machine learning to compare probability measures geometrically, but it comes with substantial computational burden. Linear programming algorithms for computing OT distances scale cubically in the…

Machine Learning · Computer Science 2022-03-24 Gaspard Beugnot , Aude Genevay , Kristjan Greenewald , Justin Solomon

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 problem of estimating, in the sense of optimal transport metrics, a measure which is assumed supported on a manifold embedded in a Hilbert space. By establishing a precise connection between optimal transport metrics, optimal…

Machine Learning · Computer Science 2012-09-06 Guillermo D. Canas , Lorenzo Rosasco

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

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…

Machine Learning · Computer Science 2022-07-06 Florentin Coeurdoux , Nicolas Dobigeon , Pierre Chainais

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) has become exceedingly popular in machine learning, data science, and computer vision. The core assumption in the OT problem is the equal total amount of mass in source and target measures, which limits its…

Machine Learning · Computer Science 2023-08-08 Yikun Bai , Berhnard Schmitzer , Mathew Thorpe , Soheil Kolouri

The objective in statistical Optimal Transport (OT) is to consistently estimate the optimal transport plan/map solely using samples from the given source and target marginal distributions. This work takes the novel approach of posing…

Machine Learning · Computer Science 2020-11-11 J. Saketha Nath , Pratik Jawanpuria

Optimal transport (OT) is a powerful geometric and probabilistic tool for finding correspondences and measuring similarity between two distributions. Yet, its original formulation relies on the existence of a cost function between the…

Machine Learning · Statistics 2020-11-09 Ievgen Redko , Titouan Vayer , Rémi Flamary , Nicolas Courty

Optimal transport (OT) defines a powerful framework to compare probability distributions in a geometrically faithful way. However, the practical impact of OT is still limited because of its computational burden. We propose a new class of…

Optimization and Control · Mathematics 2016-05-30 Genevay Aude , Marco Cuturi , Gabriel Peyré , Francis Bach

Optimal transport (OT) is a powerful framework to compare probability measures, a fundamental task in many statistical and machine learning problems. Substantial advances have been made in designing OT variants which are either…

Machine Learning · Computer Science 2025-02-04 Clément Bonet , Kimia Nadjahi , Thibault Séjourné , Kilian Fatras , Nicolas Courty

Optimal Transport (OT) theory has seen an increasing amount of attention from the computer science community due to its potency and relevance in modeling and machine learning. It introduces means that serve as powerful ways to compare…

Machine Learning · Computer Science 2021-06-04 Luis Caicedo Torres , Luiz Manella Pereira , M. Hadi Amini

Optimal transport (OT) serves as a natural framework for comparing probability measures, with applications in statistics, machine learning, and applied mathematics. Alas, statistical estimation and exact computation of the OT distances…

Statistics Theory · Mathematics 2024-05-14 Tao Wang , Ziv Goldfeld

Optimal transport (OT) theory provides powerful tools to compare probability measures. However, OT is limited to nonnegative measures having the same mass, and suffers serious drawbacks about its computation and statistics. This leads to…

Machine Learning · Statistics 2021-01-26 Tam Le , Truyen Nguyen

Optimal Transport (OT) has recently emerged as a central tool in data sciences to compare in a geometrically faithful way point clouds and more generally probability distributions. The wide adoption of OT into existing data analysis and…

Machine Learning · Statistics 2023-01-18 Thibault Séjourné , Gabriel Peyré , François-Xavier Vialard

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

Optimal Transport (OT) naturally arises in many machine learning applications, yet the heavy computational burden limits its wide-spread uses. To address the scalability issue, we propose an implicit generative learning-based framework…

Machine Learning · Computer Science 2019-06-26 Yujia Xie , Minshuo Chen , Haoming Jiang , Tuo Zhao , Hongyuan Zha

Optimal Transport is a foundational mathematical theory that connects optimization, partial differential equations, and probability. It offers a powerful framework for comparing probability distributions and has recently become an important…

Machine Learning · Statistics 2025-05-13 Gabriel Peyré

We study the use of amortized optimization to predict optimal transport (OT) maps from the input measures, which we call Meta OT. This helps repeatedly solve similar OT problems between different measures by leveraging the knowledge and…

Machine Learning · Computer Science 2023-06-06 Brandon Amos , Samuel Cohen , Giulia Luise , Ievgen Redko

Optimal Transport (OT) has fueled machine learning (ML) across many domains. When paired data measurements $(\boldsymbol{\mu}, \boldsymbol{\nu})$ are coupled to covariates, a challenging conditional distribution learning setting arises.…

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