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The current best practice for computing optimal transport (OT) is via entropy regularization and Sinkhorn iterations. This algorithm runs in quadratic time as it requires the full pairwise cost matrix, which is prohibitively expensive for…

机器学习 · 计算机科学 2022-04-06 Johannes Gasteiger , Marten Lienen , Stephan Günnemann

Applications such as unbalanced and fully shuffled regression can be approached by optimizing regularized optimal transport (OT) distances, such as the entropic OT and Sinkhorn distances. A common approach for this optimization is to use a…

数值分析 · 数学 2024-10-22 Xingjie Li , Fei Lu , Molei Tao , Felix X. -F. Ye

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

Optimal Transport (OT) theory investigates the cost-minimizing transport map that moves a source distribution to a target distribution. Recently, several approaches have emerged for learning the optimal transport map for a given cost…

机器学习 · 计算机科学 2025-04-01 Jaemoo Choi , Yongxin Chen , Jaewoong Choi

Optimal transport is a machine learning problem with applications including distribution comparison, feature selection, and generative adversarial networks. In this paper, we propose feature-robust optimal transport (FROT) for…

Optimal transport distances have become a classic tool to compare probability distributions and have found many applications in machine learning. Yet, despite recent algorithmic developments, their complexity prevents their direct use on…

机器学习 · 统计学 2021-01-07 Kilian Fatras , Younes Zine , Szymon Majewski , Rémi Flamary , Rémi Gribonval , Nicolas Courty

We propose a new formulation and learning strategy for computing the Wasserstein geodesic between two probability distributions in high dimensions. By applying the method of Lagrange multipliers to the dynamic formulation of the optimal…

机器学习 · 计算机科学 2021-06-08 Shu Liu , Shaojun Ma , Yongxin Chen , Hongyuan Zha , Haomin Zhou

Optimal Transport is a theory that allows to define geometrical notions of distance between probability distributions and to find correspondences, relationships, between sets of points. Many machine learning applications are derived from…

机器学习 · 统计学 2020-11-10 Titouan Vayer

Optimal transport distances (OT) have been widely used in recent work in Machine Learning as ways to compare probability distributions. These are costly to compute when the data lives in high dimension. Recent work by Paty et al., 2019,…

机器学习 · 计算机科学 2021-11-10 Patric M. Fulop , Vincent Danos

Optimal transport (OT) is a framework that can guide the design of efficient resource allocation strategies in a network of multiple sources and targets. To ease the computational complexity of large-scale transport design, we first develop…

社会与信息网络 · 计算机科学 2022-12-01 Jason Hughes , Juntao Chen

Optimal transport (OT) is a versatile framework for comparing probability measures, with many applications to statistics, machine learning, and applied mathematics. However, OT distances suffer from computational and statistical scalability…

统计理论 · 数学 2022-06-08 Ziv Goldfeld , Kengo Kato , Gabriel Rioux , Ritwik Sadhu

Obtaining solutions to Optimal Transportation (OT) problems is typically intractable when the marginal spaces are continuous. Recent research has focused on approximating continuous solutions with discretization methods based on i.i.d.…

最优化与控制 · 数学 2021-02-17 Junqi Wang , Pei Wang , Patrick Shafto

Optimal transport aligns samples across distributions by minimizing the transportation cost between them, e.g., the geometric distances. Yet, it ignores coherence structure in the data such as clusters, does not handle outliers well, and…

机器学习 · 计算机科学 2023-05-31 Ching-Yao Chuang , Stefanie Jegelka , David Alvarez-Melis

We investigate the problem of efficiently computing optimal transport (OT) distances, which is equivalent to the node-capacitated minimum cost maximum flow problem in a bipartite graph. We compare runtimes in computing OT distances on data…

数据结构与算法 · 计算机科学 2020-07-07 Yihe Dong , Yu Gao , Richard Peng , Ilya Razenshteyn , Saurabh Sawlani

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

Transferring linguistic knowledge from a pretrained language model (PLM) to acoustic feature learning has proven effective in enhancing end-to-end automatic speech recognition (E2E-ASR). However, aligning representations between linguistic…

音频与语音处理 · 电气工程与系统科学 2025-05-20 Xugang Lu , Peng Shen , Yu Tsao , Hisashi Kawai

We provide theoretical complexity analysis for new algorithms to compute the optimal transport (OT) distance between two discrete probability distributions, and demonstrate their favorable practical performance over state-of-art primal-dual…

数据结构与算法 · 计算机科学 2020-06-16 Wenshuo Guo , Nhat Ho , Michael I. Jordan

We present a novel hierarchical framework for optimal transport (OT) using string diagrams, namely string diagrams of optimal transports. This framework reduces complex hierarchical OT problems to standard OT problems, allowing efficient…

人工智能 · 计算机科学 2025-01-28 Kazuki Watanabe , Noboru Isobe

Computing the empirical Wasserstein distance in the Wasserstein-distance-based independence test is an optimal transport (OT) problem with a special structure. This observation inspires us to study a special type of OT problem and propose a…

最优化与控制 · 数学 2023-03-02 Yiling Xie , Yiling Luo , Xiaoming Huo

Ensuring fairness in matching algorithms is a key challenge in allocating scarce resources and positions. Focusing on Optimal Transport (OT), we introduce a novel notion of group fairness requiring that the probability of matching two…