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Most existing distance metric learning methods assume perfect side information that is usually given in pairwise or triplet constraints. Instead, in many real-world applications, the constraints are derived from side information, such as…

Machine Learning · Computer Science 2012-03-19 Kaizhu Huang , Rong Jin , Zenglin Xu , Cheng-Lin Liu

Optimal quantization for mixed distributions has emerged as a compelling area of study. In this work, we have focused on a mixed distribution formed from two uniform distributions with partially overlapping supports. For this class of…

We propose dynamical optimal transport (OT) problems constrained in a parameterized probability subset. In application problems such as deep learning, the probability distribution is often generated by a parameterized mapping function. In…

Optimization and Control · Mathematics 2018-09-12 Wuchen Li , Stanley Osher

Optimal transport (OT) and maximum mean discrepancies (MMD) are now routinely used in machine learning to compare probability measures. We focus in this paper on \emph{Sinkhorn divergences} (SDs), a regularized variant of OT distances which…

Statistics Theory · Mathematics 2019-10-16 Aude Genevay , Lénaic Chizat , Francis Bach , Marco Cuturi , Gabriel Peyré

Accounting for model uncertainty in risk management and option pricing leads to infinite dimensional optimization problems which are both analytically and numerically intractable. In this article we study when this hurdle can be overcome…

Risk Management · Quantitative Finance 2020-01-16 Daniel Bartl , Samuel Drapeau , Ludovic Tangpi

Imitation learning algorithms have been interpreted as variants of divergence minimization problems. The ability to compare occupancy measures between experts and learners is crucial in their effectiveness in learning from demonstrations.…

Machine Learning · Computer Science 2022-07-05 Georgios Papagiannis , Yunpeng Li

This paper studies the estimation of large-scale optimal transport maps (OTM), which is a well-known challenging problem owing to the curse of dimensionality. Existing literature approximates the large-scale OTM by a series of…

Machine Learning · Statistics 2021-06-11 Cheng Meng , Yuan Ke , Jingyi Zhang , Mengrui Zhang , Wenxuan Zhong , Ping Ma

This paper addresses the problem of Unbalanced Optimal Transport (UOT) in which the marginal conditions are relaxed (using weighted penalties in lieu of equality) and no additional regularization is enforced on the OT plan. In this context,…

Optimization and Control · Mathematics 2021-06-09 Laetitia Chapel , Rémi Flamary , Haoran Wu , Cédric Févotte , Gilles Gasso

We present a novel procedure for optimization based on the combination of efficient quantized tensor train representation and a generalized maximum matrix volume principle. We demonstrate the applicability of the new Tensor Train Optimizer…

Machine Learning · Computer Science 2022-09-29 Konstantin Sozykin , Andrei Chertkov , Roman Schutski , Anh-Huy Phan , Andrzej Cichocki , Ivan Oseledets

Machine learning (ML) is ubiquitous in modern life. Since it is being deployed in technologies that affect our privacy and safety, it is often crucial to understand the reasoning behind its decisions, warranting the need for explainable AI.…

Artificial Intelligence · Computer Science 2021-02-04 Alexey Ignatiev , Edward Lam , Peter J. Stuckey , Joao Marques-Silva

Training data are usually limited or heterogeneous in many chemical and biological applications. Existing machine learning models for chemistry and materials science fail to consider generalizing beyond training domains. In this article, we…

Machine Learning · Computer Science 2023-10-31 Fang Wu , Nicolas Courty , Shuting Jin , Stan Z. Li

We consider the optimal mass transportation problem in $\RR^d$ with measurably parameterized marginals, for general cost functions and under conditions ensuring the existence of a unique optimal transport map. We prove a joint measurability…

Probability · Mathematics 2008-09-09 Joaquin Fontbona , Helene Guerin , Sylvie Meleard

We introduce a general framework for testing statistical hypotheses for probability measures supported on finite spaces, which is based on optimal transport (OT). These tests are inspired by the analysis of variance (ANOVA) and its…

Statistics Theory · Mathematics 2025-09-18 Michel Groppe , Linus Niemöller , Shayan Hundrieser , David Ventzke , Anna Blob , Sarah Köster , Axel Munk

Quantum learning encounters fundamental challenges when estimating non-linear properties, owing to the inherent linearity of quantum mechanics. Although recent advances in single-copy randomized measurement protocols have achieved optimal…

Quantum Physics · Physics 2026-03-30 Zhenyu Du , Yifan Tang , Andreas Elben , Ingo Roth , Jens Eisert , Zhenhuan Liu

We consider the Monge problem of optimal transport between a compactly supported source measure and a target probability measure with unbounded support. We consider the convergence of optimal maps and potential functions when the target…

Numerical Analysis · Mathematics 2026-03-03 Axel G. R. Turnquist

Estimating optimal transport (OT) maps (a.k.a. Monge maps) between two measures $P$ and $Q$ is a problem fraught with computational and statistical challenges. A promising approach lies in using the dual potential functions obtained when…

Optimization and Control · Mathematics 2022-06-20 Aram-Alexandre Pooladian , Marco Cuturi , Jonathan Niles-Weed

We propose a new approach, Knowledge Distillation using Optimal Transport (KNOT), to distill the natural language semantic knowledge from multiple teacher networks to a student network. KNOT aims to train a (global) student model by…

Computation and Language · Computer Science 2022-09-20 Rishabh Bhardwaj , Tushar Vaidya , Soujanya Poria

Comparing unpaired samples of a distribution or population taken at different points in time is a fundamental task in many application domains where measuring populations is destructive and cannot be done repeatedly on the same sample, such…

We present a flow-based approach to the optimal transport (OT) problem between two continuous distributions $\pi_0,\pi_1$ on $\mathbb{R}^d$, of minimizing a transport cost $\mathbb{E}[c(X_1-X_0)]$ in the set of couplings $(X_0,X_1)$ whose…

Machine Learning · Statistics 2022-09-30 Qiang Liu

There is a mismatch between the standard theoretical analyses of statistical machine learning and how learning is used in practice. The foundational assumption supporting the theory is that we can represent features and models using…

Machine Learning · Computer Science 2019-05-29 Annie Cherkaev , Waiming Tai , Jeff Phillips , Vivek Srikumar
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