Related papers: Scalable Approximate Algorithms for Optimal Transp…
Data classification without access to labeled samples remains a challenging problem. It usually depends on an appropriately chosen distance between features, a topic addressed in metric learning. Recently, Huizing, Cantini and Peyr\'e…
Online Test-Time Adaptation (OTTA) has emerged as an effective strategy to handle distributional shifts, allowing on-the-fly adaptation of pre-trained models to new target domains during inference, without the need for source data. We…
We propose an online learning algorithm for a class of machine learning models under a separable stochastic approximation framework. The essence of our idea lies in the observation that certain parameters in the models are easier to…
Developing a contemporary optimal transport (OT) solver requires navigating trade-offs among several critical requirements: GPU parallelization, scalability to high-dimensional problems, theoretical convergence guarantees, empirical…
We propose a unified data-driven framework based on inverse optimal transport that can learn adaptive, nonlinear interaction cost function from noisy and incomplete empirical matching matrix and predict new matching in various matching…
This paper improves the state-of-the-art rate of a first-order algorithm for solving entropy regularized optimal transport. The resulting rate for approximating the optimal transport (OT) has been improved from…
In this paper, we study adaptive online convex optimization, and aim to design a universal algorithm that achieves optimal regret bounds for multiple common types of loss functions. Existing universal methods are limited in the sense that…
Metropolitan scale vehicular traffic modeling is used by a variety of private and public sector urban mobility stakeholders to inform the design and operations of road networks. High-resolution stochastic traffic simulators are increasingly…
This article describes a set of methods for quickly computing the solution to the regularized optimal transport problem. It generalizes and improves upon the widely-used iterative Bregman projections algorithm (or Sinkhorn--Knopp…
Optimal Transport (OT) is being widely used in various fields such as machine learning and computer vision, as it is a powerful tool for measuring the similarity between probability distributions and histograms. In previous studies, OT has…
Over the past few years, numerous computational models have been developed to solve Optimal Transport (OT) in a stochastic setting, where distributions are represented by samples and where the goal is to find the closest map to the ground…
This paper addresses the limitations of standard uncertainty models, e.g., robust (norm-bounded) and stochastic (one fixed distribution, e.g., Gaussian), and proposes to model uncertainty via Optimal Transport (OT) ambiguity sets. These…
Optimal transport (OT) naturally arises in a wide range of machine learning applications but may often become the computational bottleneck. Recently, one line of works propose to solve OT approximately by searching the \emph{transport plan}…
Regularizing the optimal transport (OT) problem has proven crucial for OT theory to impact the field of machine learning. For instance, it is known that regularizing OT problems with entropy leads to faster computations and better…
Recently, a tensor-on-tensor (ToT) regression model has been proposed to generalize tensor recovery, encompassing scenarios like scalar-on-tensor regression and tensor-on-vector regression. However, the exponential growth in tensor…
Deep learning classifiers are now known to have flaws in the representations of their class. Adversarial attacks can find a human-imperceptible perturbation for a given image that will mislead a trained model. The most effective methods to…
We focus in this paper on high-dimensional regression problems where each regressor can be associated to a location in a physical space, or more generally a generic geometric space. Such problems often employ sparse priors, which promote…
Entropic regularization provides a generalization of the original optimal transport problem. It introduces a penalty term defined by the Kullback-Leibler divergence, making the problem more tractable via the celebrated Sinkhorn algorithm.…
The unsupervised task of aligning two or more distributions in a shared latent space has many applications including fair representations, batch effect mitigation, and unsupervised domain adaptation. Existing flow-based approaches estimate…
Motivated by robust dynamic resource allocation in operations research, we study the \textit{Online Learning to Transport} (OLT) problem where the decision variable is a probability measure, an infinite-dimensional object. We draw…