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Many problems in geometric optics or convex geometry can be recast as optimal transport problems: this includes the far-field reflector problem, Alexandrov's curvature prescription problem, etc. A popular way to solve these problems…

Numerical Analysis · Mathematics 2017-03-08 Jun Kitagawa , Quentin Mérigot , Boris Thibert

Transport-based techniques for signal and data analysis have received increased attention recently. Given their abilities to provide accurate generative models for signal intensities and other data distributions, they have been used in a…

Computer Vision and Pattern Recognition · Computer Science 2016-09-23 Soheil Kolouri , Serim Park , Matthew Thorpe , Dejan Slepčev , Gustavo K. Rohde

We introduce a formulation of optimal transport problem for distributions on function spaces, where the stochastic map between functional domains can be partially represented in terms of an (infinite-dimensional) Hilbert-Schmidt operator…

Machine Learning · Statistics 2023-08-29 Jiacheng Zhu , Aritra Guha , Dat Do , Mengdi Xu , XuanLong Nguyen , Ding Zhao

A key functionality of emerging connected autonomous systems such as smart transportation systems, smart cities, and the industrial Internet-of-Things, is the ability to process and learn from data collected at different physical locations.…

Machine Learning · Computer Science 2021-01-26 Konstantinos Gatsis

We present the fundamentals of a measure transport approach to sampling. The idea is to construct a deterministic coupling---i.e., a transport map---between a complex "target" probability measure of interest and a simpler reference measure.…

Computation · Statistics 2017-12-27 Youssef Marzouk , Tarek Moselhy , Matthew Parno , Alessio Spantini

Recent research has emphasized the benefits of accurately reconstructing the initial Lagrangian positions of biased tracers from their positions at a later time, to gain cosmological information. A weighted semi-discrete optimal transport…

Cosmology and Nongalactic Astrophysics · Physics 2023-07-10 Farnik Nikakhtar , Nikhil Padmanabhan , Bruno Lévy , Ravi K. Sheth , Roya Mohayaee

We present the viewpoint that optimization problems encountered in machine learning can often be interpreted as minimizing a convex functional over a function space, but with a non-convex constraint set introduced by model parameterization.…

Machine Learning · Computer Science 2020-04-21 Yongqiang Cai , Qianxiao Li , Zuowei Shen

Imbalanced data pose challenges for deep learning based classification models. One of the most widely-used approaches for tackling imbalanced data is re-weighting, where training samples are associated with different weights in the loss…

Machine Learning · Computer Science 2022-08-08 Dandan Guo , Zhuo Li , Meixi Zheng , He Zhao , Mingyuan Zhou , Hongyuan Zha

Monge map refers to the optimal transport map between two probability distributions and provides a principled approach to transform one distribution to another. Neural network based optimal transport map solver has gained great attention in…

Machine Learning · Computer Science 2022-11-22 Jiaojiao Fan , Shu Liu , Shaojun Ma , Haomin Zhou , Yongxin Chen

In transfer learning, we wish to make inference about a target population when we have access to data both from the distribution itself, and from a different but related source distribution. We introduce a flexible framework for transfer…

Machine Learning · Statistics 2021-09-03 Henry W. J. Reeve , Timothy I. Cannings , Richard J. Samworth

The theory of optimal transportation has developed into a powerful and elegant framework for comparing probability distributions, with wide-ranging applications in all areas of science. The fundamental idea of analyzing probabilities by…

Methodology · Statistics 2025-03-14 Florian F Gunsilius

We formulate and solve a class of finite-time transport and mixing problems in the set-oriented framework. The aim is to obtain optimal discrete-time perturbations in nonlinear dynamical systems to transport a specified initial measure on…

Dynamical Systems · Mathematics 2017-11-22 Piyush Grover , Karthik Elamvazhuthi

We propose a simple subsampling scheme for fast randomized approximate computation of optimal transport distances. This scheme operates on a random subset of the full data and can use any exact algorithm as a black-box back-end, including…

Computation · Statistics 2020-12-17 Max Sommerfeld , Jörn Schrieber , Yoav Zemel , Axel Munk

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 transportation theory is an area of mathematics with real-world applications in fields ranging from economics to optimal control to machine learning. We propose a new algorithm for solving discrete transport (network flow) problems,…

Optimization and Control · Mathematics 2019-05-03 J. D. Walsh , Luca Dieci

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

This study examines the time complexities of the unbalanced optimal transport problems from an algorithmic perspective for the first time. We reveal which problems in unbalanced optimal transport can/cannot be solved efficiently.…

Machine Learning · Computer Science 2021-01-11 Ryoma Sato , Makoto Yamada , Hisashi Kashima

We propose a scalable, distributed algorithm for the optimal transport of large-scale multi-agent systems. We formulate the problem as one of steering the collective towards a target probability measure while minimizing the total cost of…

Optimization and Control · Mathematics 2024-09-10 Vishaal Krishnan , Sonia Martínez

The classical alternating minimization (or projection) algorithm has been successful in the context of solving optimization problems over two variables. The iterative nature and simplicity of the algorithm has led to its application to many…

Information Theory · Computer Science 2010-08-24 Urs Niesen , Devavrat Shah , Gregory Wornell

Optimal transport induces the Earth Mover's (Wasserstein) distance between probability distributions, a geometric divergence that is relevant to a wide range of problems. Over the last decade, two relaxations of optimal transport have been…

Optimization and Control · Mathematics 2023-01-18 Thibault Séjourné , Jean Feydy , François-Xavier Vialard , Alain Trouvé , Gabriel Peyré
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