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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

We propose a new general framework for recovering low-rank structure in optimal transport using Schatten-$p$ norm regularization. Our approach extends existing methods that promote sparse and interpretable transport maps or plans, while…

机器学习 · 统计学 2025-10-15 Tyler Maunu

This paper presents a unified framework for smooth convex regularization of discrete optimal transport problems. In this context, the regularized optimal transport turns out to be equivalent to a matrix nearness problem with respect to…

机器学习 · 统计学 2018-07-17 Arnaud Dessein , Nicolas Papadakis , Jean-Luc Rouas

Regularising the primal formulation of optimal transport (OT) with a strictly convex term leads to enhanced numerical complexity and a denser transport plan. Many formulations impose a global constraint on the transport plan, for instance…

机器学习 · 计算机科学 2023-10-05 Hugues Van Assel , Titouan Vayer , Remi Flamary , Nicolas Courty

The objective in statistical Optimal Transport (OT) is to consistently estimate the optimal transport plan/map solely using samples from the given source and target marginal distributions. This work takes the novel approach of posing…

机器学习 · 计算机科学 2020-11-11 J. Saketha Nath , Pratik Jawanpuria

Transformers have achieved state-of-the-art performance in numerous tasks. In this paper, we propose a continuous-time formulation of transformers. Specifically, we consider a dynamical system whose governing equation is parametrized by…

机器学习 · 计算机科学 2025-02-03 Kelvin Kan , Xingjian Li , Stanley Osher

Estimating Wasserstein distances between two high-dimensional densities suffers from the curse of dimensionality: one needs an exponential (wrt dimension) number of samples to ensure that the distance between two empirical measures is…

机器学习 · 统计学 2020-07-13 François-Pierre Paty , Alexandre d'Aspremont , Marco Cuturi

Inverse optimal transport (OT) refers to the problem of learning the cost function for OT from observed transport plan or its samples. In this paper, we derive an unconstrained convex optimization formulation of the inverse OT problem,…

机器学习 · 计算机科学 2021-07-06 Shaojun Ma , Haodong Sun , Xiaojing Ye , Hongyuan Zha , Haomin Zhou

We introduce a new class of convex-regularized Optimal Transport losses, which generalizes the classical Entropy-regularization of Optimal Transport and Sinkhorn divergences, and propose a generalized Sinkhorn algorithm. Our framework…

最优化与控制 · 数学 2020-07-03 Simone Di Marino , Augusto Gerolin

Regularized optimal transport (OT) is now increasingly used as a loss or as a matching layer in neural networks. Entropy-regularized OT can be computed using the Sinkhorn algorithm but it leads to fully-dense transportation plans, meaning…

机器学习 · 统计学 2023-04-17 Tianlin Liu , Joan Puigcerver , Mathieu Blondel

Optimal transport (OT) aims to find a map $T$ that transports mass from one probability measure to another while minimizing a cost function. Recently, neural OT solvers have gained popularity in high dimensional biological applications such…

机器学习 · 计算机科学 2025-05-20 Peter Chen , Yue Xie , Qingpeng Zhang

Regularizing the optimal transport (OT) problem has proven crucial for OT theory to impact the field of machine learning. For instance, it is known that regularizing OT problems with entropy leads to faster computations and better…

机器学习 · 统计学 2020-08-04 François-Pierre Paty , Marco Cuturi

Error bounds, which refer to inequalities that bound the distance of vectors in a test set to a given set by a residual function, have proven to be extremely useful in analyzing the convergence rates of a host of iterative methods for…

最优化与控制 · 数学 2015-12-14 Zirui Zhou , Anthony Man-Cho So

The optimal transport (OT) problem is a classical optimization problem having the form of linear programming. Machine learning applications put forward new computational challenges in its solution. In particular, the OT problem defines a…

最优化与控制 · 数学 2022-10-25 Nazarii Tupitsa , Pavel Dvurechensky , Darina Dvinskikh , Alexander Gasnikov

Inspired by regularization techniques in statistics and machine learning, we study complementary composite minimization in the stochastic setting. This problem corresponds to the minimization of the sum of a (weakly) smooth function endowed…

机器学习 · 计算机科学 2024-01-24 Alexandre d'Aspremont , Cristóbal Guzmán , Clément Lezane

Mapping origin-destination (OD) network traffic is pivotal for network management and proactive security tasks. However, lack of sufficient flow-level measurements as well as potential anomalies pose major challenges towards this goal.…

网络与互联网体系结构 · 计算机科学 2014-07-08 Morteza Mardani , Georgios B. Giannakis

Regularized discrete optimal transport (OT) is a powerful tool to measure the distance between two discrete distributions that have been constructed from data samples on two different domains. While it has a wide range of applications in…

机器学习 · 计算机科学 2023-03-15 Yasutoshi Ida , Sekitoshi Kanai , Kazuki Adachi , Atsutoshi Kumagai , Yasuhiro Fujiwara

Optimal Transport (OT) based distances are powerful tools for machine learning to compare probability measures and manipulate them using OT maps. In this field, a setting of interest is semi-discrete OT, where the source measure $\mu$ is…

In this work, the authors address the Optimal Transport (OT) problem on graphs using a proximal stabilized Interior Point Method (IPM). In particular, strongly leveraging on the induced primal-dual regularization, the authors propose to…

最优化与控制 · 数学 2023-07-12 Stefano Cipolla , Jacek Gondzio , Filippo Zanetti

We present a new approach for Neural Optimal Transport (NOT) training procedure, capable of accurately and efficiently estimating optimal transportation plan via specific regularization on dual Kantorovich potentials. The main bottleneck of…

机器学习 · 计算机科学 2024-10-21 Nazar Buzun , Maksim Bobrin , Dmitry V. Dylov
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