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In this paper we study the problem of driving an agent to an unknown source whose location is estimated in real-time by a recursive optimization algorithm. The optimization criterion is subject to a least-square cost function constructed…

Systems and Control · Computer Science 2019-01-08 Thien-Minh Nguyen , Lihua Xie

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

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

An optimal transport problem on finite spaces is a linear program. Recently, a relaxation of the optimal transport problem via strictly convex functions, especially via the Kullback--Leibler divergence, sheds new light on data sciences.…

Optimization and Control · Mathematics 2021-03-03 Asuka Takatsu

Optimal transport distances are powerful tools to compare probability distributions and have found many applications in machine learning. Yet their algorithmic complexity prevents their direct use on large scale datasets. To overcome this…

Machine Learning · Statistics 2021-10-14 Kilian Fatras , Younes Zine , Rémi Flamary , Rémi Gribonval , Nicolas Courty

Learning from point sets is an essential component in many computer vision and machine learning applications. Native, unordered, and permutation invariant set structure space is challenging to model, particularly for point set…

Computer Vision and Pattern Recognition · Computer Science 2024-03-18 Mohammad Shifat E Rabbi , Naqib Sad Pathan , Shiying Li , Yan Zhuang , Abu Hasnat Mohammad Rubaiyat , Gustavo K Rohde

Optimal transport (OT) provides powerful tools for comparing probability measures in various types. The Wasserstein distance which arises naturally from the idea of OT is widely used in many machine learning applications. Unfortunately,…

Optimization and Control · Mathematics 2021-06-03 Shu Liu , Haodong Sun , Hongyuan Zha

Last-mile delivery systems commonly propose the use of autonomous robotic vehicles to increase scalability and efficiency. The economic inefficiency of collecting accurate prior maps for navigation motivates the use of planning algorithms…

Robotics · Computer Science 2020-06-03 Michael Everett , Justin Miller , Jonathan P. How

We explore a robust version of the barycenter problem among $n$ centered Gaussian probability measures, termed Semi-Unbalanced Optimal Transport (SUOT)-based Barycenter, wherein the barycenter remains fixed while the others are relaxed…

Machine Learning · Computer Science 2024-10-11 Ngoc-Hai Nguyen , Dung Le , Hoang-Phi Nguyen , Tung Pham , Nhat Ho

In this paper, we present a new formulation of unbalanced optimal transport called Dual Regularized Optimal Transport (DROT). We argue that regularizing the dual formulation of optimal transport results in a version of unbalanced optimal…

Computational Geometry · Computer Science 2020-12-08 Rishi Sonthalia , Anna C. Gilbert

We consider the localization problem of multiple wideband sources in a multi-path environment by coherently taking into account the attenuation characteristics and the time delays in the reception of the signal. Our proposed method leaves…

Networking and Internet Architecture · Computer Science 2015-05-27 Hamidreza Aghasi , Hamidreza Amindavar , Alireza Aghasi

The acceleration of gradient-based optimization methods is a subject of significant practical and theoretical importance, particularly within machine learning applications. While much attention has been directed towards optimizing within…

Optimization and Control · Mathematics 2024-11-12 Shi Chen , Qin Li , Oliver Tse , Stephen J. Wright

This work proposes new estimators for discrete optimal transport plans that enjoy Gaussian limits centered at the true solution. This behavior stands in stark contrast with the performance of existing estimators, including those based on…

Statistics Theory · Mathematics 2025-05-08 Shuyu Liu , Florentina Bunea , Jonathan Niles-Weed

We propose a numerical method to find the optimal transport map between a measure supported on a lower-dimensional subset of R^d and a finitely supported measure. More precisely, the source measure is assumed to be supported on a simplex…

Computational Geometry · Computer Science 2017-07-06 Quentin Mérigot , Jocelyn Meyron , Boris Thibert

Motion planning can be cast as a trajectory optimisation problem where a cost is minimised as a function of the trajectory being generated. In complex environments with several obstacles and complicated geometry, this optimisation problem…

Robotics · Computer Science 2023-08-09 Lucas Barcelos , Tin Lai , Rafael Oliveira , Paulo Borges , Fabio Ramos

We study the complexity of approximating the multimarginal optimal transport (MOT) distance, a generalization of the classical optimal transport distance, considered here between $m$ discrete probability distributions supported each on $n$…

Machine Learning · Statistics 2022-02-23 Tianyi Lin , Nhat Ho , Marco Cuturi , Michael I. Jordan

Optimal mass transport, also known as the earth mover's problem, is an optimization problem with important applications in various disciplines, including economics, probability theory, fluid dynamics, cosmology and geophysics to cite a few.…

Numerical Analysis · Mathematics 2022-06-28 Said Kerrache , Yasushi Nakauchi

A subspace method is introduced to solve large-scale trace ratio problems. This approach is matrix-free, requiring only the action of the two matrices involved in the trace ratio. At each iteration, a smaller trace ratio problem is…

Numerical Analysis · Mathematics 2024-12-04 G. Ferrandi , M. E. Hochstenbach , M. R. Oliveira

We introduce an optimal transport-based model for learning a metric tensor from cross-sectional samples of evolving probability measures on a common Riemannian manifold. We neurally parametrize the metric as a spatially-varying matrix field…

Machine Learning · Computer Science 2023-03-08 Christopher Scarvelis , Justin Solomon

Forward gradients have been recently introduced to bypass backpropagation in autodifferentiation, while retaining unbiased estimators of true gradients. We derive an optimality condition to obtain best approximating forward gradients, which…

Machine Learning · Computer Science 2022-09-15 Gabriel Belouze