Related papers: Scalable Approximate Algorithms for Optimal Transp…
Optimal Transport (OT) problem aims to find a transport plan that bridges two distributions while minimizing a given cost function. OT theory has been widely utilized in generative modeling. In the beginning, OT distance has been used as a…
We consider regression problems with binary weights. Such optimization problems are ubiquitous in quantized learning models and digital communication systems. A natural approach is to optimize the corresponding Lagrangian using variants of…
We investigate the problem of efficiently computing optimal transport (OT) distances, which is equivalent to the node-capacitated minimum cost maximum flow problem in a bipartite graph. We compare runtimes in computing OT distances on data…
Optimal transport (OT) is a powerful geometric tool for comparing two distributions and has been employed in various machine learning applications. In this work, we propose a novel OT formulation that takes feature correlations into account…
We develop a new methodology for model-based clustering. Optimizing the log-likelihood provides a principled statistical framework for clustering, with solutions found via the EM algorithm. However, because the log-likelihood is nonconvex,…
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…
We introduce a novel neural network-based algorithm to compute optimal transport (OT) plans for general cost functionals. In contrast to common Euclidean costs, i.e., $\ell^1$ or $\ell^2$, such functionals provide more flexibility and allow…
We consider the problem of non-parametric regression with a potentially large number of covariates. We propose a convex, penalized estimation framework that is particularly well-suited for high-dimensional sparse additive models. The…
Optimal Transport (OT) problems are a cornerstone of many applications, but solving them is computationally expensive. To address this problem, we propose UNOT (Universal Neural Optimal Transport), a novel framework capable of accurately…
With the advent of large datasets, offline reinforcement learning (RL) is a promising framework for learning good decision-making policies without the need to interact with the real environment. However, offline RL requires the dataset to…
To improve the performance of classical generative adversarial network (GAN), Wasserstein generative adversarial networks (W-GAN) was developed as a Kantorovich dual formulation of the optimal transport (OT) problem using Wasserstein-1…
Sequential data collection has emerged as a widely adopted technique for enhancing the efficiency of data gathering processes. Despite its advantages, such data collection mechanism often introduces complexities to the statistical inference…
Comparing time series in a principled manner requires capturing both temporal alignment and distributional similarity of features. Optimal transport (OT) has recently emerged as a powerful tool for this task, but existing OT-based…
Regression analysis for responses taking values in general metric spaces has received increasing attention, particularly for settings with Euclidean predictors $X \in \mathbb{R}^p$ and non-Euclidean responses $Y$ in metric spaces. While…
Optimal transport (OT) provides effective tools for comparing and mapping probability measures. We propose to leverage the flexibility of neural networks to learn an approximate optimal transport map. More precisely, we present a new and…
This paper is concerned with the theoretical and computational development of a new class of nonlinear filtering algorithms called the optimal transport particle filters (OTPF). The algorithm is based on a recently introduced variational…
Scaled sparse linear regression jointly estimates the regression coefficients and noise level in a linear model. It chooses an equilibrium with a sparse regression method by iteratively estimating the noise level via the mean residual…
Unbalanced Optimal Transport (UOT) has emerged as a robust relaxation of standard Optimal Transport, particularly effective for handling outliers and mass variations. However, scalable algorithms for UOT, specifically those based on…
In this paper, we study large-scale convex optimization algorithms based on the Newton method applied to regularized generalized self-concordant losses, which include logistic regression and softmax regression. We first prove that our new…
Regularising the primal formulation of optimal transport (OT) with a strictly convex term leads to enhanced numerical complexity and a denser transport plan. Many formulations impose a global constraint on the transport plan, for instance…