Related papers: Bridging Maximum Likelihood and Optimal Transport …
The Gromov-Wasserstein (GW) distance quantifies discrepancy between metric measure spaces and provides a natural framework for aligning heterogeneous datasets. Alas, as exact computation of GW alignment is NP hard, entropic regularization…
Several recent applications of optimal transport (OT) theory to machine learning have relied on regularization, notably entropy and the Sinkhorn algorithm. Because matrix-vector products are pervasive in the Sinkhorn algorithm, several…
Spectral learning recently generated lots of excitement in machine learning, largely because it is the first known method to produce consistent estimates (under suitable conditions) for several latent variable models. In contrast, maximum…
Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…
Stochastic epidemic models provide an interpretable probabilistic description of the spread of a disease through a population. Yet, fitting these models to partially observed data is a notoriously difficult task due to intractability of the…
In this work, we develop a collection of novel methods for the entropic-regularised optimal transport problem, which are inspired by existing mirror descent interpretations of the Sinkhorn algorithm used for solving this problem. These are…
In this paper, we study the problem of inferring time-varying Markov random fields (MRF), where the underlying graphical model is both sparse and changes sparsely over time. Most of the existing methods for the inference of time-varying…
This paper presents a novel two-step approach for the fundamental problem of learning an optimal map from one distribution to another. First, we learn an optimal transport (OT) plan, which can be thought as a one-to-many map between the two…
The assignment problem, a cornerstone of operations research, seeks an optimal one-to-one mapping between agents and tasks to minimize total cost. This work traces its evolution from classical formulations and algorithms to modern optimal…
The stochastic variational inequality problem (SVIP) is an equilibrium model that includes random variables and has been widely applied in various fields such as economics and engineering. Expected residual minimization (ERM) is an…
Maximum marginal likelihood estimation (MMLE) can be formulated as the optimization of a free energy functional. From this viewpoint, the Expectation-Maximisation (EM) algorithm admits a natural interpretation as a coordinate descent method…
The stochastic block model (SBM) provides a popular framework for modeling community structures in networks. However, more attention has been devoted to problems concerning estimating the latent node labels and the model parameters than the…
Learning a Gaussian Mixture Model (GMM) is hard when the number of parameters is too large given the amount of available data. As a remedy, we propose restricting the GMM to a Gaussian Markov Random Field Mixture Model (GMRF-MM), as well as…
Variable selection in cluster analysis is important yet challenging. It can be achieved by regularization methods, which realize a trade-off between the clustering accuracy and the number of selected variables by using a lasso-type penalty.…
Interest in Restricted Boltzmann Machine (RBM) is growing as a generative stochastic artificial neural network to implement a novel energy-efficient machine-learning (ML) technique. For a hardware implementation of the RBM, an essential…
Solving optimal transport (OT) on random minibatches is a common surrogate for exact OT in large-scale learning. In flow matching (FM), this surrogate is used to obtain OT-like couplings that can straighten probability paths and reduce…
In this work we consider data-driven optimization problems where one must maximize a function given only queries at a fixed set of points. This problem setting emerges in many domains where function evaluation is a complex and expensive…
We consider robust variants of the standard optimal transport, named robust optimal transport, where marginal constraints are relaxed via Kullback-Leibler divergence. We show that Sinkhorn-based algorithms can approximate the optimal cost…
Statistical inverse learning aims at recovering an unknown function $f$ from randomly scattered and possibly noisy point evaluations of another function $g$, connected to $f$ via an ill-posed mathematical model. In this paper we blend…
The sampling of probability distributions specified up to a normalization constant is an important problem in both machine learning and statistical mechanics. While classical stochastic sampling methods such as Markov Chain Monte Carlo…