Related papers: Neural Estimation for Scaling Entropic Multimargin…

Recently, linear regression models incorporating an optimal transport (OT) loss have been explored for applications such as supervised unmixing of spectra, music transcription, and mass spectrometry. However, these task-specific approaches…

We introduce a simple, accurate, and extremely efficient method for numerically solving the multi-marginal optimal transport (MMOT) problems arising in density functional theory. The method relies on (i) the sparsity of optimal plans [for…

We propose the Entropic-regularized Robust Optimal Transport (E-ROBOT) framework, a novel method that combines the robustness of ROBOT with the computational and statistical benefits of entropic regularization. We show that, rooted in the…

This paper studies constrained Markov decision processes (CMDPs) with constraints against stochastic thresholds, aiming at safety of reinforcement learning in unknown and uncertain environments. We leverage a Growing-Window estimator…

Modern deep neural networks achieved remarkable progress in medical image segmentation tasks. However, it has recently been observed that they tend to produce overconfident estimates, even in situations of high uncertainty, leading to…

Optimal Transport (OT) distances are now routinely used as loss functions in ML tasks. Yet, computing OT distances between arbitrary (i.e. not necessarily discrete) probability distributions remains an open problem. This paper introduces a…

Transport systems on networks are crucial in various applications, but face a significant risk of being adversely affected by unforeseen circumstances such as disasters. The application of entropy-regularized optimal transport (OT) on graph…

Optimal Transport (OT) theory has seen an increasing amount of attention from the computer science community due to its potency and relevance in modeling and machine learning. It introduces means that serve as powerful ways to compare…

We present several new complexity results for the entropic regularized algorithms that approximately solve the optimal transport (OT) problem between two discrete probability measures with at most $n$ atoms. First, we improve the complexity…

Solving large scale Optimal Transport (OT) in machine learning typically relies on sampling measures to obtain a tractable discrete problem. While the discrete solver's accuracy is controllable, the rate of convergence of the discretization…

In this work, we propose a novel machine learning approach to compute the optimal transport map between two continuous distributions from their unpaired samples, based on the DeepParticle methods. The proposed method leads to a min-min…

We study the problem of bounding path-dependent expectations (within any finite time horizon $d$) over the class of discrete-time martingales whose marginal distributions lie within a prescribed tolerance of a given collection of benchmark…

Finding node correspondence across networks, namely multi-network alignment, is an essential prerequisite for joint learning on multiple networks. Despite great success in aligning networks in pairs, the literature on multi-network…

Embedding matrices are key components in neural natural language processing (NLP) models that are responsible to provide numerical representations of input tokens.\footnote{In this paper words and subwords are referred to as \textit{tokens}…

Optimal transport (OT) theory underlies many emerging machine learning (ML) methods nowadays solving a wide range of tasks such as generative modeling, transfer learning and information retrieval. These latter works, however, usually build…

We propose an Entropy-Optimal Manifold Clustering (EOMC) - and show that it mitigates the cost scaling and robustness issues of the existing dimensionality reduction and manifold learning tools in nonstationary and nonlinear situations,…

Majority of Artificial Neural Network (ANN) implementations in autonomous systems use a fixed/user-prescribed network topology, leading to sub-optimal performance and low portability. The existing neuro-evolution of augmenting topology or…

We propose a discrete time formulation of the semi martingale optimal transport problembased on multi-marginal entropic transport. This approach offers a new way to formulate and solve numerically the calibration problem proposed by Guo et…

We introduce the Smoothed Online Optimization for Target Tracking (SOOTT) problem, a new framework that integrates three key objectives in online decision-making under uncertainty: (1) tracking cost for following a dynamically moving…

Optimal transport (OT) distances are finding evermore applications in machine learning and computer vision, but their wide spread use in larger-scale problems is impeded by their high computational cost. In this work we develop a family of…