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We introduce the supervised Gromov-Wasserstein (sGW) optimal transport, an extension of Gromov-Wasserstein by incorporating potential infinity patterns in the cost tensor. sGW enables the enforcement of application-induced constraints such…

Optimization and Control · Mathematics 2024-01-15 Zixuan Cang , Yaqi Wu , Yanxiang Zhao

Schr\"odinger Bridge (SB) is an entropy-regularized optimal transport problem that has received increasing attention in deep generative modeling for its mathematical flexibility compared to the Scored-based Generative Model (SGM). However,…

Machine Learning · Statistics 2023-04-04 Tianrong Chen , Guan-Horng Liu , Evangelos A. Theodorou

This paper investigates the supervised learning problem with observations drawn from certain general stationary stochastic processes. Here by \emph{general}, we mean that many stationary stochastic processes can be included. We show that…

Machine Learning · Statistics 2016-05-11 Hanyuan Hang , Yunlong Feng , Ingo Steinwart , Johan A. K. Suykens

Stochastic Gradient Boosting (SGB) is a widely used approach to regularization of boosting models based on decision trees. It was shown that, in many cases, random sampling at each iteration can lead to better generalization performance of…

Machine Learning · Statistics 2019-10-30 Bulat Ibragimov , Gleb Gusev

Sequence prediction models can be learned from example sequences with a variety of training algorithms. Maximum likelihood learning is simple and efficient, yet can suffer from compounding error at test time. Reinforcement learning such as…

Machine Learning · Computer Science 2019-07-02 Bowen Tan , Zhiting Hu , Zichao Yang , Ruslan Salakhutdinov , Eric Xing

Entropic regularization is quickly emerging as a new standard in optimal transport (OT). It enables to cast the OT computation as a differentiable and unconstrained convex optimization problem, which can be efficiently solved using the…

Machine Learning · Statistics 2018-02-21 Mathieu Blondel , Vivien Seguy , Antoine Rolet

Learning conditional distributions $\pi^*(\cdot|x)$ is a central problem in machine learning, which is typically approached via supervised methods with paired data $(x,y) \sim \pi^*$. However, acquiring paired data samples is often…

We study a class of nonconvex nonsmooth optimization problems in which the objective is a sum of two functions: One function is the average of a large number of differentiable functions, while the other function is proper, lower…

Optimization and Control · Mathematics 2023-05-12 Duy-Nhat Phan , Sedi Bartz , Nilabja Guha , Hung M. Phan

The goal of regression and classification methods in supervised learning is to minimize the empirical risk, that is, the expectation of some loss function quantifying the prediction error under the empirical distribution. When facing scarce…

Optimization and Control · Mathematics 2019-07-15 Soroosh Shafieezadeh-Abadeh , Daniel Kuhn , Peyman Mohajerin Esfahani

Learning representations that capture both intrinsic data geometry and target-relevant structure remains a fundamental challenge, particularly in settings where data reduction must balance compression with predictive fidelity. While…

Machine Learning · Computer Science 2026-05-28 Sai-Aakash Ramesh , Archit Sood , Andrew Corbett , Tim Dodwell

Optimal transport (OT) serves as a natural framework for comparing probability measures, with applications in statistics, machine learning, and applied mathematics. Alas, statistical estimation and exact computation of the OT distances…

Statistics Theory · Mathematics 2024-05-14 Tao Wang , Ziv Goldfeld

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

Optimal Transport (OT) has recently emerged as a powerful framework for learning minimal-displacement maps between distributions. The predominant approach involves a neural parametrization of the Monge formulation of OT, typically assuming…

Machine Learning · Computer Science 2024-07-23 Athina Sotiropoulou , David Alvarez-Melis

Networks, which represent agents and interactions between them, arise in myriad applications throughout the sciences, engineering, and even the humanities. To understand large-scale structure in a network, a common task is to cluster a…

Social and Information Networks · Computer Science 2019-05-22 Zachary M. Boyd , Mason A. Porter , Andrea L. Bertozzi

Selecting input features of top relevance has become a popular method for building self-explaining models. In this work, we extend this selective rationalization approach to text matching, where the goal is to jointly select and align text…

Machine Learning · Computer Science 2020-05-28 Kyle Swanson , Lili Yu , Tao Lei

Optimal transport (OT) defines a powerful framework to compare probability distributions in a geometrically faithful way. However, the practical impact of OT is still limited because of its computational burden. We propose a new class of…

Optimization and Control · Mathematics 2016-05-30 Genevay Aude , Marco Cuturi , Gabriel Peyré , Francis Bach

We consider inference (filtering) problems over probabilistic graphical models with aggregate data generated by a large population of individuals. We propose a new efficient belief propagation type algorithm over tree-structured graphs with…

Machine Learning · Computer Science 2020-10-06 Rahul Singh , Isabel Haasler , Qinsheng Zhang , Johan Karlsson , Yongxin Chen

The recursive logit (RL) model provides a flexible framework for modeling sequential decision-making in transportation and choice networks, with important applications in route choice analysis, multiple discrete choice problems, and…

Econometrics · Economics 2025-10-21 Hung Tran , Tien Mai , Minh Hoang Ha

We define a novel class of distances between statistical multivariate distributions by modeling an optimal transport problem on their marginals with respect to a ground distance defined on their conditionals. These new distances are metrics…

Machine Learning · Computer Science 2020-11-03 Frank Nielsen , Ke Sun

Optimal Transport (OT) is being widely used in various fields such as machine learning and computer vision, as it is a powerful tool for measuring the similarity between probability distributions and histograms. In previous studies, OT has…

Machine Learning · Statistics 2020-06-17 Yasunori Akagi , Yusuke Tanaka , Tomoharu Iwata , Takeshi Kurashima , Hiroyuki Toda