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A primal-dual accelerated stochastic gradient descent with variance reduction algorithm (PDASGD) is proposed to solve linear-constrained optimization problems. PDASGD could be applied to solve the discrete optimal transport (OT) problem and…

Machine Learning · Statistics 2023-05-31 Yiling Xie , Yiling Luo , Xiaoming Huo

Selecting input features of top relevance has become a popular method for building self-explaining models. In this work, we extend this selective rationalization approach to text matching, where the goal is to jointly select and align text…

Machine Learning · Computer Science 2020-05-28 Kyle Swanson , Lili Yu , Tao Lei

Optimal transport is a machine learning problem with applications including distribution comparison, feature selection, and generative adversarial networks. In this paper, we propose feature-robust optimal transport (FROT) for…

This article introduces a new class of fast algorithms to approximate variational problems involving unbalanced optimal transport. While classical optimal transport considers only normalized probability distributions, it is important for…

Optimization and Control · Mathematics 2017-05-23 Lenaic Chizat , Gabriel Peyré , Bernhard Schmitzer , François-Xavier Vialard

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

We characterize the solution to the entropically regularized optimal transport problem by a well-posed ordinary differential equation (ODE). Our approach works for discrete marginals and general cost functions, and in addition to two…

Optimization and Control · Mathematics 2024-04-01 Joshua Zoen-Git Hiew , Luca Nenna , Brendan Pass

Optimal transport (OT) and Gromov-Wasserstein (GW) alignment are powerful frameworks for geometrically driven matching of probability distributions, yet their large-scale usage is hampered by high statistical and computational costs.…

Statistics Theory · Mathematics 2026-02-04 Tao Wang , Ziv Goldfeld

Efficient computation of the optimal transport distance between two distributions serves as an algorithm subroutine that empowers various applications. This paper develops a scalable first-order optimization-based method that computes…

Machine Learning · Computer Science 2024-06-21 Gen Li , Yanxi Chen , Yu Huang , Yuejie Chi , H. Vincent Poor , Yuxin Chen

Optimal transport has been an essential tool for reconstructing dynamics from complex data. With the increasingly available multifaceted data, a system can often be characterized across multiple spaces. Therefore, it is crucial to maintain…

Optimization and Control · Mathematics 2024-06-06 Zixuan Cang , Yanxiang Zhao

While the continuous Entropic Optimal Transport (EOT) field has been actively developing in recent years, it became evident that the classic EOT problem is prone to different issues like the sensitivity to outliers and imbalance of classes…

Machine Learning · Computer Science 2025-02-04 Milena Gazdieva , Arip Asadulaev , Alexander Korotin , Evgeny Burnaev

This paper studies the Partial Optimal Transport (POT) problem between two unbalanced measures with at most $n$ supports and its applications in various AI tasks such as color transfer or domain adaptation. There is hence the need for fast…

Machine Learning · Computer Science 2023-12-25 Anh Duc Nguyen , Tuan Dung Nguyen , Quang Minh Nguyen , Hoang H. Nguyen , Lam M. Nguyen , Kim-Chuan Toh

In this work, we propose a novel layerwise adaptive construction method for neural network architectures. Our approach is based on a goal--oriented dual-weighted residual technique for the optimal control of neural differential equations.…

Optimization and Control · Mathematics 2026-01-13 Michael Hintermüller , Michael Hinze , Denis Korolev

This paper presents a novel, mathematically rigorous framework for autoencoder-type deep neural networks that combines optimal control theory and low-rank tensor methods to yield memory-efficient training and automated architecture…

Optimization and Control · Mathematics 2025-09-11 Ratna Khatri , Anthony Kolshorn , Colin Olson , Harbir Antil

Optimal Transport (OT) is a fundamental tool for comparing probability distributions, but its exact computation remains prohibitive for large datasets. In this work, we introduce novel families of upper and lower bounds for the OT problem…

Machine Learning · Computer Science 2022-10-26 David Alvarez-Melis , Nicolò Fusi , Lester Mackey , Tal Wagner

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

Persistence diagrams (PDs) are now routinely used to summarize the underlying topology of complex data. Despite several appealing properties, incorporating PDs in learning pipelines can be challenging because their natural geometry is not…

Machine Learning · Statistics 2018-11-14 Théo Lacombe , Marco Cuturi , Steve Oudot

We rephrase Monge's optimal transportation (OT) problem with quadratic cost--via a Monge-Amp\`ere equation--as an infinite-dimensional optimization problem, which is in fact a convex problem when the target is a log-concave measure with…

Numerical Analysis · Mathematics 2017-08-29 Michael Lindsey , Yanir A. Rubinstein

Many numerical and learning algorithms rely on the solution of the Monge-Kantorovich problem and Wasserstein distances, which provide appropriate distributional metrics. While the natural approach is to treat the problem as an…

Optimization and Control · Mathematics 2025-12-11 Mohsen Sadr , Peyman Mohajerin Esfahani , Hossein Gorji

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) distances such as Wasserstein have been used in several areas such as GANs and domain adaptation. OT, however, is very sensitive to outliers (samples with large noise) in the data since in its objective function,…

Machine Learning · Computer Science 2020-10-13 Yogesh Balaji , Rama Chellappa , Soheil Feizi