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Comparing time series in a principled manner requires capturing both temporal alignment and distributional similarity of features. Optimal transport (OT) has recently emerged as a powerful tool for this task, but existing OT-based…

Optimization and Control · Mathematics 2025-12-29 Thai P. D. Nguyen , Hong T. M. Chu , Kim-Chuan Toh

Developing a contemporary optimal transport (OT) solver requires navigating trade-offs among several critical requirements: GPU parallelization, scalability to high-dimensional problems, theoretical convergence guarantees, empirical…

Machine Learning · Computer Science 2025-04-04 Mete Kemertas , Amir-massoud Farahmand , Allan D. Jepson

We consider a general optimization problem of minimizing a composite objective functional defined over a class of probability distributions. The objective is composed of two functionals: one is assumed to possess the variational…

Machine Learning · Computer Science 2024-08-20 Dai Hai Nguyen , Tetsuya Sakurai

We study the optimal transport (OT) problem for measures supported on a graph metric space. Recently, Le et al. (2022) leverage the graph structure and propose a variant of OT, namely Sobolev transport (ST), which yields a closed-form…

Machine Learning · Statistics 2024-05-30 Tam Le , Truyen Nguyen , Kenji Fukumizu

We study unsupervised generative modeling in terms of the optimal transport (OT) problem between true (but unknown) data distribution $P_X$ and the latent variable model distribution $P_G$. We show that the OT problem can be equivalently…

Gradient compression is of growing interests for solving constrained optimization problems including compressed sensing, noisy recovery and matrix completion under limited communication resources and storage costs. Convergence analysis of…

Optimization and Control · Mathematics 2024-10-30 Zhaoyue Xia , Jun Du , Chunxiao Jiang , H. Vincent Poor , Yong Ren

Making sense of Wasserstein distances between discrete measures in high-dimensional settings remains a challenge. Recent work has advocated a two-step approach to improve robustness and facilitate the computation of optimal transport, using…

Machine Learning · Computer Science 2019-09-04 François-Pierre Paty , Marco Cuturi

This paper studies the Partial Optimal Transport (POT) problem between two unbalanced measures with at most $n$ supports and its applications in various AI tasks such as color transfer or domain adaptation. There is hence the need for fast…

Machine Learning · Computer Science 2023-12-25 Anh Duc Nguyen , Tuan Dung Nguyen , Quang Minh Nguyen , Hoang H. Nguyen , Lam M. Nguyen , Kim-Chuan Toh

Many problems in machine learning involve calculating correspondences between sets of objects, such as point clouds or images. Discrete optimal transport provides a natural and successful approach to such tasks whenever the two sets of…

Machine Learning · Statistics 2019-02-28 David Alvarez-Melis , Stefanie Jegelka , Tommi S. Jaakkola

The Gromov-Wasserstein (GW) distance enables comparing metric measure spaces based solely on their internal structure, making it invariant to isomorphic transformations. This property is particularly useful for comparing datasets that…

Statistics Theory · Mathematics 2024-10-24 Gabriel Rioux , Ziv Goldfeld , Kengo Kato

Optimal transport theory has recently found many applications in machine learning thanks to its capacity for comparing various machine learning objects considered as distributions. The Kantorovitch formulation, leading to the Wasserstein…

Machine Learning · Statistics 2018-11-08 Titouan Vayer , Laetita Chapel , Rémi Flamary , Romain Tavenard , Nicolas Courty

Variational inference with natural-gradient descent often shows fast convergence in practice, but its theoretical convergence guarantees have been challenging to establish. This is true even for the simplest cases that involve concave…

Machine Learning · Computer Science 2025-07-11 Navish Kumar , Thomas Möllenhoff , Mohammad Emtiyaz Khan , Aurelien Lucchi

We propose an intersection-theoretic method to reduce questions in genus zero logarithmic Gromov-Witten theory to questions in the Gromov-Witten theory of smooth pairs, in the presence of positivity. The method is applied to the enumerative…

Algebraic Geometry · Mathematics 2022-01-25 Navid Nabijou , Dhruv Ranganathan

We introduce a new second order stochastic algorithm to estimate the entropically regularized optimal transport cost between two probability measures. The source measure can be arbitrary chosen, either absolutely continuous or discrete,…

Statistics Theory · Mathematics 2022-03-03 Bernard Bercu , Jérémie Bigot , Sébastien Gadat , Emilia Siviero

Projected gradient methods are widely used for constrained optimization. A key application is for partial differential equations (PDEs), where the objective functional represents physical energy and the linear constraints enforce…

Optimization and Control · Mathematics 2025-06-05 Ruchi Guo , Jun Zou

This article (II) continues the research described in [Morzhin O.V. Gradient projection method and stochastic search for some optimal control models with spin chains. I (submitted)] (Article I), derives the needed finite-dimensional…

Quantum Physics · Physics 2025-12-12 Oleg V. Morzhin

Entropic optimal transport (EOT) presents an effective and computationally viable alternative to unregularized optimal transport (OT), offering diverse applications for large-scale data analysis. In this work, we derive novel statistical…

Statistics Theory · Mathematics 2025-05-26 Michel Groppe , Shayan Hundrieser

Many existing transductive bounds rely on classical complexity measures that are computationally intractable and often misaligned with empirical behavior. In this work, we establish new representation-based generalization bounds in a…

Machine Learning · Computer Science 2026-03-11 MoonJeong Park , Seungbeom Lee , Kyungmin Kim , Jaeseung Heo , Seunghyuk Cho , Shouheng Li , Sangdon Park , Dongwoo Kim

Gromov-Wasserstein (GW) distances are combinations of Gromov-Hausdorff and Wasserstein distances that allow the comparison of two different metric measure spaces (mm-spaces). Due to their invariance under measure- and distance-preserving…

Optimization and Control · Mathematics 2023-07-14 Florian Beier , Robert Beinert , Gabriele Steidl

It was recently shown that under smoothness conditions, the squared Wasserstein distance between two distributions could be efficiently computed with appealing statistical error upper bounds. However, rather than the distance itself, the…

Machine Learning · Statistics 2021-12-30 Boris Muzellec , Adrien Vacher , Francis Bach , François-Xavier Vialard , Alessandro Rudi