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We propose a general framework of mass transport between vector-valued measures, which will be called simultaneous optimal transport (SOT). The new framework is motivated by the need to transport resources of different types simultaneously,…

Theoretical Economics · Economics 2024-12-23 Ruodu Wang , Zhenyuan Zhang

Optimal transport tools (OTT-JAX) is a Python toolbox that can solve optimal transport problems between point clouds and histograms. The toolbox builds on various JAX features, such as automatic and custom reverse mode differentiation,…

Machine Learning · Computer Science 2022-01-31 Marco Cuturi , Laetitia Meng-Papaxanthos , Yingtao Tian , Charlotte Bunne , Geoff Davis , Olivier Teboul

Unbalanced optimal transport (UOT) extends optimal transport (OT) to take into account mass variations to compare distributions. This is crucial to make OT successful in ML applications, making it robust to data normalization and outliers.…

Optimization and Control · Mathematics 2022-01-04 Thibault Séjourné , François-Xavier Vialard , Gabriel Peyré

Wasserstein distance (WD) and the associated optimal transport plan have been proven useful in many applications where probability measures are at stake. In this paper, we propose a new proxy of the squared WD, coined min-SWGG, that is…

Machine Learning · Statistics 2023-10-31 Guillaume Mahey , Laetitia Chapel , Gilles Gasso , Clément Bonet , Nicolas Courty

Optimal Transport (OT) distances such as Wasserstein have been used in several areas such as GANs and domain adaptation. OT, however, is very sensitive to outliers (samples with large noise) in the data since in its objective function,…

Machine Learning · Computer Science 2020-10-13 Yogesh Balaji , Rama Chellappa , Soheil Feizi

Entropic optimal transport (OT) and the Sinkhorn algorithm have made it practical for machine learning practitioners to perform the fundamental task of calculating transport distance between statistical distributions. In this work, we focus…

Optimization and Control · Mathematics 2024-03-11 Xun Tang , Holakou Rahmanian , Michael Shavlovsky , Kiran Koshy Thekumparampil , Tesi Xiao , Lexing Ying

Optimal transport (OT) is a framework that can be used to guide the optimal allocation of a limited amount of resources. The classical OT paradigm does not consider malicious attacks in its formulation and thus the designed transport plan…

Systems and Control · Electrical Eng. & Systems 2021-06-15 Jason Hughes , Juntao Chen

Optimal Transport (OT) metrics allow for defining discrepancies between two probability measures. Wasserstein distance is for longer the celebrated OT-distance frequently-used in the literature, which seeks probability distributions to be…

Machine Learning · Computer Science 2021-10-14 Mokhtar Z. Alaya , Gilles Gasso , Maxime Berar , Alain Rakotomamonjy

Optimal transport (OT)-based methods have a wide range of applications and have attracted a tremendous amount of attention in recent years. However, most of the computational approaches of OT do not learn the underlying transport map.…

Machine Learning · Statistics 2019-06-20 Andrés Hoyos-Idrobo

Optimal transport (OT) barycenters are a mathematically grounded way of averaging probability distributions while capturing their geometric properties. In short, the barycenter task is to take the average of a collection of probability…

Learning to align multiple datasets is an important problem with many applications, and it is especially useful when we need to integrate multiple experiments or correct for confounding. Optimal transport (OT) is a principled approach to…

Machine Learning · Computer Science 2021-08-03 Ruishan Liu , Akshay Balsubramani , James Zou

Obtaining solutions to Optimal Transportation (OT) problems is typically intractable when the marginal spaces are continuous. Recent research has focused on approximating continuous solutions with discretization methods based on i.i.d.…

Optimization and Control · Mathematics 2021-02-17 Junqi Wang , Pei Wang , Patrick Shafto

Optimal transport aligns samples across distributions by minimizing the transportation cost between them, e.g., the geometric distances. Yet, it ignores coherence structure in the data such as clusters, does not handle outliers well, and…

Machine Learning · Computer Science 2023-05-31 Ching-Yao Chuang , Stefanie Jegelka , David Alvarez-Melis

In this paper, we propose a new framework named Communication Optimal Transport (CommOT) for computing the rate distortion (RD) function. This work is motivated by observing the fact that the transition law and the relative entropy in…

Information Theory · Computer Science 2022-12-21 Shitong Wu , Wenhao Ye , Hao Wu , Huihui Wu , Wenyi Zhang , Bo Bai

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…

Machine Learning · Statistics 2021-12-03 Quang Huy Tran , Hicham Janati , Ievgen Redko , Rémi Flamary , Nicolas Courty

Computationally solving multi-marginal optimal transport (MOT) with squared Euclidean costs for $N$ discrete probability measures has recently attracted considerable attention, in part because of the correspondence of its solutions with…

Numerical Analysis · Mathematics 2022-02-03 Johannes von Lindheim

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 propose a novel approach for comparing distributions whose supports do not necessarily lie on the same metric space. Unlike Gromov-Wasserstein (GW) distance which compares pairwise distances of elements from each distribution, we…

Machine Learning · Statistics 2021-04-23 Mokhtar Z. Alaya , Maxime Bérar , Gilles Gasso , Alain Rakotomamonjy

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…

Optimization and Control · Mathematics 2023-09-08 Liviu Aolaritei , Nicolas Lanzetti , Hongruyu Chen , Florian Dörfler

Given a $d$-dimensional continuous (resp. discrete) probability distribution $\mu$ and a discrete distribution $\nu$, the semi-discrete (resp. discrete) Optimal Transport (OT) problem asks for computing a minimum-cost plan to transport mass…

Computational Geometry · Computer Science 2023-11-07 Pankaj K. Agarwal , Sharath Raghvendra , Pouyan Shirzadian , Keegan Yao