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In this paper, we explore the fundamental role of the Monge-Amp\`ere equation in deep learning, particularly in the context of Boltzmann machines and energy-based models. We first review the structure of Boltzmann learning and its relation…

Machine Learning · Computer Science 2025-03-05 Noémie C. Combe

We propose a novel neural algorithm for the fundamental problem of computing the entropic optimal transport (EOT) plan between continuous probability distributions which are accessible by samples. Our algorithm is based on the saddle point…

Machine Learning · Computer Science 2023-11-02 Nikita Gushchin , Alexander Kolesov , Alexander Korotin , Dmitry Vetrov , Evgeny Burnaev

The development of artificial intelligence (AI) for science has led to the emergence of learning-based research paradigms, necessitating a compelling reevaluation of the design of multi-objective optimization (MOO) methods. The new…

Machine Learning · Computer Science 2023-11-02 Linxi Yang , Xinmin Yang , Liping Tang

Constrained submodular set function maximization problems often appear in multi-agent decision-making problems with a discrete feasible set. A prominent example is the problem of multi-agent mobile sensor placement over a discrete domain.…

Optimization and Control · Mathematics 2020-12-01 Navid Rezazadeh , Solmaz S. Kia

Neural network-based optimal transport (OT) is a recent and fruitful direction in the generative modeling community. It finds its applications in various fields such as domain translation, image super-resolution, computational biology and…

Machine Learning · Computer Science 2026-02-25 Roman Tarasov , Petr Mokrov , Milena Gazdieva , Evgeny Burnaev , Alexander Korotin

We introduce a convergent finite difference method for solving the optimal transportation problem on the sphere. The method applies to both the traditional squared geodesic cost (arising in mesh generation) and a logarithmic cost (arising…

Numerical Analysis · Mathematics 2021-05-11 Brittany Froese Hamfeldt , Axel G. R. Turnquist

This work establishes a framework for solving inverse boundary problems with the geodesic based quadratic Wasserstein distance ($W_{2}$). A general form of the Fr\'echet gradient is systematically derived by optimal transportation (OT)…

Numerical Analysis · Mathematics 2022-10-31 Gang Bao , Yixuan Zhang

Distributional data have become increasingly prominent in modern signal processing, highlighting the necessity of computing optimal transport (OT) maps across multiple probability distributions. Nevertheless, recent studies on neural OT…

Machine Learning · Computer Science 2025-04-25 Mingchen Jiang , Peng Xu , Xichen Ye , Xiaohui Chen , Yun Yang , Yifan Chen

In this series of lectures we introduce the Monge-Kantorovich problem of optimally transporting one distribution of mass onto another, where optimality is measured against a cost function c(x,y). Connections to geometry, inequalities, and…

Analysis of PDEs · Mathematics 2010-11-15 Nestor Guillen , Robert McCann

The basic problem of optimal transportation consists in minimizing the expected costs $\mathbb {E}[c(X_1,X_2)]$ by varying the joint distribution $(X_1,X_2)$ where the marginal distributions of the random variables $X_1$ and $X_2$ are…

Probability · Mathematics 2016-08-14 Mathias Beiglböck , Nicolas Juillet

Deep multitask networks, in which one neural network produces multiple predictive outputs, can offer better speed and performance than their single-task counterparts but are challenging to train properly. We present a gradient normalization…

Computer Vision and Pattern Recognition · Computer Science 2018-07-16 Zhao Chen , Vijay Badrinarayanan , Chen-Yu Lee , Andrew Rabinovich

We study an optimization problem related to the approximation of given data by a linear combination of transformed modes. In the simplest case, the optimization problem reduces to a minimization problem well-studied in the context of proper…

Optimization and Control · Mathematics 2021-07-12 Felix Black , Philipp Schulze , Benjamin Unger

The Brenier optimal map and the Knothe-Rosenblatt rearrangement are two instances of a transport map, that is to say a map sending one measure onto another. The main interest of the former is that it solves the Monge-Kantorovich optimal…

Optimization and Control · Mathematics 2012-09-26 Nicolas Bonnotte

Previously, transport networks are usually treated as homogeneous networks, that is, every node has the same function, simultaneously providing and requiring resources. However, some real networks, such as power grid and supply chain…

Data Analysis, Statistics and Probability · Physics 2010-06-08 Yu-Han Chen , Bing-Hong Wang , Li-Chao Zhao , Changsong Zhou , Tao Zhou

In this work, we solve a discrete optimal transport problem in a nonuniform environment. To solve the optimal transport problem, we build the cost matrix and then use classical solvers for discrete optimal transport. The challenge is to…

Optimization and Control · Mathematics 2026-03-17 Luca Dieci , Daniyar Omarov

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…

Machine Learning · Computer Science 2024-05-31 Arip Asadulaev , Alexander Korotin , Vage Egiazarian , Petr Mokrov , Evgeny Burnaev

Optimal Transport (OT) problems arise in a wide range of applications, from physics to economics. Getting numerical approximate solution of these problems is a challenging issue of practical importance. In this work, we investigate the…

Probability · Mathematics 2019-05-15 Aurélien Alfonsi , Rafaël Coyaud , Virginie Ehrlacher , Damiano Lombardi

We prove existence of an optimal transport map in the Monge-Kantorovich problem associated to a cost $c(x,y)$ which is not finite everywhere, but coincides with $|x-y|^2$ if the displacement $y-x$ belongs to a given convex set $C$ and it is…

Optimization and Control · Mathematics 2011-10-17 Chloé Jimenez , Filippo Santambrogio

We study the convergence of gradient flow for the training of deep neural networks. If Residual Neural Networks are a popular example of very deep architectures, their training constitutes a challenging optimization problem due notably to…

Machine Learning · Computer Science 2025-07-22 Raphaël Barboni , Gabriel Peyré , François-Xavier Vialard

This article gives an introduction to optimal transport, a mathematical theory that makes it possible to measure distances between functions (or distances between more general objects), to interpolate between objects or to enforce…

Analysis of PDEs · Mathematics 2017-10-10 Bruno Levy , Erica Schwindt