Related papers: Wasserstein crossover for evolutionary algorithm-b…
We address the estimation problem for general finite mixture models, with a particular focus on the elliptical mixture models (EMMs). Compared to the widely adopted Kullback-Leibler divergence, we show that the Wasserstein distance provides…
In this article we study a variational problem providing a way to extend for all times minimizing geodesics connecting two given probability measures, in the Wasserstein space. This is simply obtained by allowing for negative coefficients…
Schemata theory, Markov chains, and statistical mechanics have been used to explain how evolutionary algorithms (EAs) work. Incremental success has been achieved with all of these methods, but each has been stymied by limitations related to…
In recent years, the machine learning community has increasingly embraced the optimal transport (OT) framework for modeling distributional relationships. In this work, we introduce a sample-based neural solver for computing the Wasserstein…
Optimizing of a portfolio of financial assets is a critical industrial problem which can be approximately solved using algorithms suitable for quantum processing units (QPUs). We benchmark the success of this approach using the Quantum…
Optimal Transport has received much attention in Machine Learning as it allows to compare probability distributions by exploiting the geometry of the underlying space. However, in its original formulation, solving this problem suffers from…
This article is a companion paper to our earlier work Miroshnikov et al. (2021) on fairness interpretability, which introduces bias explanations. In the current work, we propose a bias mitigation methodology based upon the construction of…
Uncertainties arising from localization error, trajectory prediction errors of the moving obstacles and environmental disturbances pose significant challenges to robot's safe navigation. Existing uncertainty-aware planners often approximate…
Estimation of distribution algorithms (EDA) as one of the EAs is a stochastic optimization problem which establishes a probability model to describe the distribution of solutions and randomly samples the probability model to create…
The major difficulty in Multi-objective Optimization Evolutionary Algorithms (MOEAs) is how to find an appropriate solution that is able to converge towards the true Pareto Front with high diversity. Most existing methodologies, which have…
Chance constrained optimization problems allow to model problems where constraints involving stochastic components should only be violated with a small probability. Evolutionary algorithms have been applied to this scenario and shown to…
We introduce LOT Wassmap, a computationally feasible algorithm to uncover low-dimensional structures in the Wasserstein space. The algorithm is motivated by the observation that many datasets are naturally interpreted as probability…
We consider statistical methods which invoke a min-max distributionally robust formulation to extract good out-of-sample performance in data-driven optimization and learning problems. Acknowledging the distributional uncertainty in learning…
The performance of deep neural networks, such as Deep Belief Networks formed by Restricted Boltzmann Machines (RBMs), strongly depends on their training, which is the process of adjusting their parameters. This process can be posed as an…
Generating samples given a specific label requires estimating conditional distributions. We derive a tractable upper bound of the Wasserstein distance between conditional distributions to lay the theoretical groundwork to learn conditional…
We consider a distributionally robust second-order stochastic dominance constrained optimization problem. We require the dominance constraints hold with respect to all probability distributions in a Wasserstein ball centered at the…
This paper provides an in-depth empirical analysis of several evolutionary algorithms on the one-dimensional spin glass model with power-law interactions. The considered spin glass model provides a mechanism for tuning the effective range…
Flow matching has recently emerged as a flexible and efficient framework for generative modelling by learning deterministic transport dynamics between probability measures. In this work, we extend flow matching to the space of probability…
Robust optimization is a tractable and expressive technique for decision-making under uncertainty, but it can lead to overly conservative decisions when pessimistic assumptions are made on the uncertain parameters. Wasserstein…
Evolutionary algorithms for adversarial attacks leverage population-based search to discover perturbations without gradient information, but suffer from inefficient crossover operations that destroy adversarial properties through discrete…