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Optimal transport (OT) has gained popularity due to its various applications in fields such as machine learning, statistics, and signal processing. However, the balanced mass requirement limits its performance in practical problems. To…

机器学习 · 计算机科学 2024-04-24 Yikun Bai , Ivan Medri , Rocio Diaz Martin , Rana Muhammad Shahroz Khan , Soheil Kolouri

Many problems in machine learning can be formulated as optimizing a convex functional over a vector space of measures. This paper studies the convergence of the mirror descent algorithm in this infinite-dimensional setting. Defining Bregman…

最优化与控制 · 数学 2022-10-12 Pierre-Cyril Aubin-Frankowski , Anna Korba , Flavien Léger

Computational optimal transport (OT) has recently emerged as a powerful framework with applications in various fields. In this paper we focus on a relaxation of the original OT problem, the entropic OT problem, which allows to implement…

概率论 · 数学 2025-10-06 Giacomo Greco , Maxence Noble , Giovanni Conforti , Alain Durmus

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…

机器学习 · 统计学 2019-02-28 David Alvarez-Melis , Stefanie Jegelka , Tommi S. Jaakkola

Optimal Transport is a foundational mathematical theory that connects optimization, partial differential equations, and probability. It offers a powerful framework for comparing probability distributions and has recently become an important…

机器学习 · 统计学 2025-05-13 Gabriel Peyré

We introduce a novel geometric framework for optimal experimental design (OED). Traditional OED approaches, such as those based on mutual information, rely explicitly on probability densities, leading to restrictive invariance properties.…

机器学习 · 统计学 2025-10-17 Gavin Kerrigan , Christian A. Naesseth , Tom Rainforth

Optimal transport (OT) formalizes the problem of finding an optimal coupling between probability measures given a cost matrix. The inverse problem of inferring the cost given a coupling is Inverse Optimal Transport (IOT). IOT is less well…

机器学习 · 统计学 2022-06-22 Wei-Ting Chiu , Pei Wang , Patrick Shafto

The Sinkhorn algorithm is a numerical method for the solution of optimal transport problems. Here, I give a brief survey of this algorithm, with a strong emphasis on its geometric origin: it is natural to view it as a discretization, by…

数值分析 · 数学 2025-08-12 Klas Modin

Optimal transport provides a powerful framework for comparing measures while respecting the geometry of their support, but comes with an expensive computational cost, hindering its potential application to real world use cases. On…

机器学习 · 计算机科学 2026-05-20 Pierre Houédry , Iskander Legheraba , Léo Buecher , Nicolas Courty

Machine learning (ML) techniques have recently enabled enormous gains in sensitivity to new phenomena across the sciences. In particle physics, much of this progress has relied on excellent simulations of a wide range of physical processes.…

数据分析、统计与概率 · 物理学 2025-10-20 Malte Algren , Tobias Golling , Francesco Armando Di Bello , Christopher Pollard

This paper improves the state-of-the-art rate of a first-order algorithm for solving entropy regularized optimal transport. The resulting rate for approximating the optimal transport (OT) has been improved from…

最优化与控制 · 数学 2023-01-25 Yiling Luo , Yiling Xie , Xiaoming Huo

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…

机器学习 · 统计学 2020-06-17 Yasunori Akagi , Yusuke Tanaka , Tomoharu Iwata , Takeshi Kurashima , Hiroyuki Toda

Optimal Transport is a popular distance metric for measuring similarity between distributions. Exact algorithms for computing Optimal Transport can be slow, which has motivated the development of approximate numerical solvers (e.g. Sinkhorn…

机器学习 · 计算机科学 2022-03-09 Nathaniel Lahn , Sharath Raghvendra , Kaiyi Zhang

The optimal transport (OT) map offers the most economical way to transfer one probability measure distribution to another. Classical OT theory does not involve a discussion of preserving topological connections and orientations in…

一般拓扑 · 数学 2025-07-03 Yuping Lv , Qi Zhao , Xuebin Chang , Wei Zeng

Diffusion Models (DMs) have achieved remarkable progress in generative modeling. However, the mismatch between the forward terminal distribution and reverse initial distribution introduces prior error, leading to deviations of sampling…

机器学习 · 计算机科学 2026-02-06 Zhanpeng Wang , Shenghao Li , Jiameng Che , Chen Wang , Shangling Jui , Na Lei , Zhongxuan Luo

Maximum Mean Discrepancy (MMD) is a widely used concept in machine learning research which has gained popularity in recent years as a highly effective tool for comparing (finite-dimensional) distributions. Since it is designed as a…

机器学习 · 统计学 2025-06-03 Andrew Alden , Blanka Horvath , Zacharia Issa

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…

机器学习 · 统计学 2018-02-21 Mathieu Blondel , Vivien Seguy , Antoine Rolet

In the realm of computer vision and graphics, accurately establishing correspondences between geometric 3D shapes is pivotal for applications like object tracking, registration, texture transfer, and statistical shape analysis. Moving…

计算机视觉与模式识别 · 计算机科学 2024-03-05 Tung Le , Khai Nguyen , Shanlin Sun , Nhat Ho , Xiaohui Xie

Quantifying the degree of dissimilarity between two probability distributions on a finite metric space is a fundamental task in Computer Science and Computer Vision. A natural dissimilarity measure based on optimal transport is the Earth…

泛函分析 · 数学 2026-02-17 Chris Gartland , Mikhail Ostrovskii

Optimal transport (OT) has become a widely used tool in the machine learning field to measure the discrepancy between probability distributions. For instance, OT is a popular loss function that quantifies the discrepancy between an…

机器学习 · 计算机科学 2022-12-27 Shintaro Nakamura , Han Bao , Masashi Sugiyama