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Related papers: GradNetOT: Learning Optimal Transport Maps with Gr…

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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…

Machine Learning · Computer Science 2022-11-21 Wenxuan Guo , YoonHaeng Hur , Tengyuan Liang , Christopher Ryan

We present an adaptation of the MA-LBR scheme to the Monge-Amp{\`e}re equation with second boundary value condition, provided the target is a convex set. This yields a fast adaptive method to numerically solve the Optimal Transport problem…

Numerical Analysis · Mathematics 2018-07-19 Jean-David Benamou , Vincent Duval

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…

Machine Learning · Computer Science 2022-07-06 Florentin Coeurdoux , Nicolas Dobigeon , Pierre Chainais

Estimating Wasserstein distances between two high-dimensional densities suffers from the curse of dimensionality: one needs an exponential (wrt dimension) number of samples to ensure that the distance between two empirical measures is…

Machine Learning · Statistics 2020-07-13 François-Pierre Paty , Alexandre d'Aspremont , Marco Cuturi

In this paper, we address the numerical solution to the multimarginal optimal transport (MMOT) with pairwise costs. MMOT, as a natural extension from the classical two-marginal optimal transport, has many important applications including…

Optimization and Control · Mathematics 2023-07-21 Bohan Zhou , Matthew Parno

Consider the problem of optimally matching two measures on the circle, or equivalently two periodic measures on the real line, and suppose the cost of matching two points satisfies the Monge condition. We introduce a notion of locally…

Optimization and Control · Mathematics 2010-05-04 Julie Delon , Julien Salomon , Andrei Sobolevskii

We propose a \textbf{uni}fied \textbf{f}ramework for \textbf{i}mplicit \textbf{ge}nerative \textbf{m}odeling (UnifiGem) with theoretical guarantees by integrating approaches from optimal transport, numerical ODE, density-ratio…

Machine Learning · Computer Science 2020-02-18 Yuan Gao , Jian Huang , Yuling Jiao , Jin Liu

We study Monge's optimal transportation problem, where the cost is given by optimal control cost. We prove the existence and uniqueness of an optimal map under certain regularity conditions on the Lagrangian, absolute continuity of the…

Optimization and Control · Mathematics 2007-11-24 Andrei Agrachev , Paul Lee

Optimal transport (OT) theory describes general principles to define and select, among many possible choices, the most efficient way to map a probability measure onto another. That theory has been mostly used to estimate, given a pair of…

Machine Learning · Computer Science 2023-04-03 Charlotte Bunne , Andreas Krause , Marco Cuturi

Optimal transport (OT) distances between probability distributions are parameterized by the ground metric they use between observations. Their relevance for real-life applications strongly hinges on whether that ground metric parameter is…

Machine Learning · Statistics 2020-11-06 Matthieu Heitz , Nicolas Bonneel , David Coeurjolly , Marco Cuturi , Gabriel Peyré

Brenier's theorem is a cornerstone of optimal transport that guarantees the existence of an optimal transport map $T$ between two probability distributions $P$ and $Q$ over $\mathbb{R}^d$ under certain regularity conditions. The main goal…

Statistics Theory · Mathematics 2020-07-01 Jan-Christian Hütter , Philippe Rigollet

Estimating optimal transport maps between two distributions from respective samples is an important element for many machine learning methods. To do so, rather than extending discrete transport maps, it has been shown that estimating the…

Statistics Theory · Mathematics 2025-02-04 Clément Lalanne , Franck Iutzeler , Jean-Michel Loubes , Julien Chhor

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…

Statistics Theory · Mathematics 2023-02-01 Adrien Vacher , François-Xavier Vialard

We provide a framework to approximate the 2-Wasserstein distance and the optimal transport map, amenable to efficient training as well as statistical and geometric analysis. With the quadratic cost and considering the Kantorovich dual form…

Optimization and Control · Mathematics 2019-02-20 Amirhossein Taghvaei , Amin Jalali

This paper studies the convergence rates of optimal transport (OT) map estimators, a topic of growing interest in statistics, machine learning, and various scientific fields. Despite recent advancements, existing results rely on regularity…

Statistics Theory · Mathematics 2024-12-12 Yizhe Ding , Runze Li , Lingzhou Xue

We provide a new proof of the known partial regularity result for the optimal transportation map (Brenier map) between two sets. Contrary to the existing regularity theory for the Monge-Amp{\`e}re equation, which is based on the maximum…

Analysis of PDEs · Mathematics 2017-10-25 Michael Goldman , F Otto

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…

Machine Learning · Computer Science 2021-06-04 Luis Caicedo Torres , Luiz Manella Pereira , M. Hadi Amini

A numerical method for the solution of the elliptic Monge-Ampere Partial Differential Equation, with boundary conditions corresponding to the Optimal Transportation (OT) problem is presented. A local representation of the OT boundary…

Numerical Analysis · Mathematics 2012-08-27 Jean-David Benamou , Brittany D. Froese , Adam M. Oberman

Motion planning is still an open problem for many disciplines, e.g., robotics, autonomous driving, due to their need for high computational resources that hinder real-time, efficient decision-making. A class of methods striving to provide…

Robotics · Computer Science 2023-10-31 An T. Le , Georgia Chalvatzaki , Armin Biess , Jan Peters

Multi-marginal optimal transport (MOT) is a generalization of optimal transport to multiple marginals. Optimal transport has evolved into an important tool in many machine learning applications, and its multi-marginal extension opens up for…

Machine Learning · Computer Science 2021-12-07 Jiaojiao Fan , Isabel Haasler , Johan Karlsson , Yongxin Chen