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The Wasserstein distance is a discrepancy measure between probability distributions, defined by an optimal transport problem. It has been used for various tasks such as retrieving similar items in high-dimensional images or text data. In…

数据结构与算法 · 计算机科学 2026-01-21 Kanata Teshigawara , Keisho Oh , Ken Kobayashi , Kazuhide Nakata

We propose a fast algorithm for the calculation of the Wasserstein-1 distance, which is a particular type of optimal transport distance with homogeneous of degree one transport cost. Our algorithm is built on multilevel primal-dual…

统计计算 · 统计学 2019-08-06 Jialin Liu , Wotao Yin , Wuchen Li , Yat Tin Chow

Optimal transportation, or computing the Wasserstein or ``earth mover's'' distance between two distributions, is a fundamental primitive which arises in many learning and statistical settings. We give an algorithm which solves this problem…

数据结构与算法 · 计算机科学 2019-06-04 Arun Jambulapati , Aaron Sidford , Kevin Tian

Optimal transport (OT) provides powerful tools for comparing probability measures in various types. The Wasserstein distance which arises naturally from the idea of OT is widely used in many machine learning applications. Unfortunately,…

最优化与控制 · 数学 2021-06-03 Shu Liu , Haodong Sun , Hongyuan Zha

This paper focuses on a similarity measure, known as the Wasserstein distance, with which to compare images. The Wasserstein distance results from a partial differential equation (PDE) formulation of Monge's optimal transport problem. We…

计算机视觉与模式识别 · 计算机科学 2018-04-10 Michael Snow , Jan Van lent

Recent years have witnessed a tremendous growth using topological summaries, especially the persistence diagrams (encoding the so-called persistent homology) for analyzing complex shapes. Intuitively, persistent homology maps a potentially…

计算几何 · 计算机科学 2021-04-19 Samantha Chen , Yusu Wang

This contribution features an accelerated computation of the Sinkhorn's algorithm, which approximates the Wasserstein transportation distance, by employing nonequispaced fast Fourier transforms (NFFT). The algorithm proposed allows…

最优化与控制 · 数学 2023-03-07 Rajmadan Lakshmanan , Alois Pichler , Daniel Potts

This paper focuses on the Monge-Kantorovich formulation of the optimal transport problem and the associated $L^2$ Wasserstein distance. We use the $L^2$ Wasserstein distance in the Nearest Neighbour (NN) machine learning architecture to…

计算机视觉与模式识别 · 计算机科学 2019-03-20 Michael Snow , Jan Van lent

The Wasserstein distance received a lot of attention recently in the community of machine learning, especially for its principled way of comparing distributions. It has found numerous applications in several hard problems, such as domain…

机器学习 · 统计学 2017-10-23 Nicolas Courty , Rémi Flamary , Mélanie Ducoffe

Optimal transport provides a metric which quantifies the dissimilarity between probability measures. For measures supported in discrete metric spaces, finding the optimal transport distance has cubic time complexity in the size of the…

机器学习 · 计算机科学 2024-01-30 Samantha Chen , Puoya Tabaghi , Yusu Wang

To measure the similarity of documents, the Wasserstein distance is a powerful tool, but it requires a high computational cost. Recently, for fast computation of the Wasserstein distance, methods for approximating the Wasserstein distance…

机器学习 · 计算机科学 2021-07-26 Yuki Takezawa , Ryoma Sato , Makoto Yamada

We compare the performance of three nearest neighbor search algorithms: the Orchard, ball tree, and VP-tree algorithms. These algorithms are commonly used for nearest-neighbor searches and are known for their efficiency in large datasets.…

数据结构与算法 · 计算机科学 2023-07-12 Hanitriniala Malalatiana Rakotondrasoa , Martin Bucher , Ilya Sinayskiy

We present a computationally efficient framework, called $\texttt{FlowDRO}$, for solving flow-based distributionally robust optimization (DRO) problems with Wasserstein uncertainty sets while aiming to find continuous worst-case…

机器学习 · 计算机科学 2024-02-27 Chen Xu , Jonghyeok Lee , Xiuyuan Cheng , Yao Xie

Wasserstein distance (WD) and the associated optimal transport plan have been proven useful in many applications where probability measures are at stake. In this paper, we propose a new proxy of the squared WD, coined min-SWGG, that is…

机器学习 · 统计学 2023-10-31 Guillaume Mahey , Laetitia Chapel , Gilles Gasso , Clément Bonet , Nicolas Courty

Wasserstein distance, which measures the discrepancy between distributions, shows efficacy in various types of natural language processing (NLP) and computer vision (CV) applications. One of the challenges in estimating Wasserstein distance…

机器学习 · 统计学 2022-06-27 Makoto Yamada , Yuki Takezawa , Ryoma Sato , Han Bao , Zornitsa Kozareva , Sujith Ravi

Gromov-Wasserstein (GW) is a powerful tool to compare probability measures whose supports are in different metric spaces. GW suffers however from a computational drawback since it requires to solve a complex non-convex quadratic program. We…

机器学习 · 统计学 2020-06-18 Tam Le , Nhat Ho , Makoto Yamada

Optimal transport has gained significant attention in recent years due to its effectiveness in deep learning and computer vision. Its descendant metric, the Wasserstein distance, has been particularly successful in measuring distribution…

最优化与控制 · 数学 2025-02-18 Kaiwen Shi

Computing optimal transport distances such as the earth mover's distance is a fundamental problem in machine learning, statistics, and computer vision. Despite the recent introduction of several algorithms with good empirical performance,…

数据结构与算法 · 计算机科学 2018-02-08 Jason Altschuler , Jonathan Weed , Philippe Rigollet

Wasserstein distances provide a powerful framework for comparing data distributions. They can be used to analyze processes over time or to detect inhomogeneities within data. However, simply calculating the Wasserstein distance or analyzing…

机器学习 · 计算机科学 2026-03-03 Philip Naumann , Jacob Kauffmann , Grégoire Montavon

Optimal transport distances, otherwise known as Wasserstein distances, have recently drawn ample attention in computer vision and machine learning as a powerful discrepancy measure for probability distributions. The recent developments on…

机器学习 · 计算机科学 2015-11-11 Soheil Kolouri , Yang Zou , Gustavo K. Rohde
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