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The goal of this paper is to settle the study of non-commutative optimal transport problems with convex regularization, in their static and finite-dimensional formulations. We consider both the balanced and unbalanced problem and show in…

数学物理 · 物理学 2025-06-27 Emanuele Caputo , Augusto Gerolin , Nataliia Monina , Lorenzo Portinale

The objective of this paper is to develop a duality between a novel Entropy Martingale Optimal Transport problem (A) and an associated optimization problem (B). In (A) we follow the approach taken in the Entropy Optimal Transport (EOT)…

数理金融 · 定量金融 2021-09-30 Alessandro Doldi , Marco Frittelli

Unbalanced optimal transport (UOT) extends optimal transport (OT) to take into account mass variations to compare distributions. This is crucial to make OT successful in ML applications, making it robust to data normalization and outliers.…

最优化与控制 · 数学 2022-01-04 Thibault Séjourné , François-Xavier Vialard , Gabriel Peyré

Chaos arises in many complex dynamical systems, from weather to power grids, but is difficult to accurately model using data-driven emulators, including neural operator architectures. For chaotic systems, the inherent sensitivity to initial…

机器学习 · 统计学 2026-04-24 Gabriel Melo , Leonardo Santiago , Peter Y. Lu

Optimal transport (OT) is a framework that can be used to guide the optimal allocation of a limited amount of resources. The classical OT paradigm does not consider malicious attacks in its formulation and thus the designed transport plan…

系统与控制 · 电气工程与系统科学 2021-06-15 Jason Hughes , Juntao Chen

Deep learning classifiers are now known to have flaws in the representations of their class. Adversarial attacks can find a human-imperceptible perturbation for a given image that will mislead a trained model. The most effective methods to…

机器学习 · 计算机科学 2021-05-19 Quentin Bouniot , Romaric Audigier , Angélique Loesch

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

We study MinMax solution methods for a general class of optimization problems related to (and including) optimal transport. Theoretically, the focus is on fitting a large class of problems into a single MinMax framework and generalizing…

最优化与控制 · 数学 2020-10-23 Luca De Gennaro Aquino , Stephan Eckstein

Unbalanced optimal transport (UOT) is a natural extension of optimal transport (OT) allowing comparison between measures of different masses. It arises naturally in machine learning by offering a robustness against outliers. The aim of this…

最优化与控制 · 数学 2025-10-06 Luca Nenna , Paul Pegon , Louis Tocquec

We consider optimal transport based distributionally robust optimization (DRO) problems with locally strongly convex transport cost functions and affine decision rules. Under conventional convexity assumptions on the underlying loss…

最优化与控制 · 数学 2021-04-27 Jose Blanchet , Karthyek Murthy , Fan Zhang

We propose novel fast algorithms for optimal transport (OT) utilizing a cyclic symmetry structure of input data. Such OT with cyclic symmetry appears universally in various real-world examples: image processing, urban planning, and graph…

机器学习 · 计算机科学 2023-11-23 Shoichiro Takeda , Yasunori Akagi , Naoki Marumo , Kenta Niwa

Despite the growing prevalence of artificial neural networks in real-world applications, their vulnerability to adversarial attacks remains a significant concern, which motivates us to investigate the robustness of machine learning models.…

机器学习 · 计算机科学 2024-08-23 Jie Wang , Rui Gao , Yao Xie

Optimal transport (OT) based data analysis is often faced with the issue that the underlying cost function is (partially) unknown. This paper is concerned with the derivation of distributional limits for the empirical OT value when the cost…

We study the existing algorithms that solve the multidimensional martingale optimal transport. Then we provide a new algorithm based on entropic regularization and Newton's method. Then we provide theoretical convergence rate results and we…

概率论 · 数学 2018-12-31 Hadrien De March

Optimal Transport, a theory for optimal allocation of resources, is widely used in various fields such as astrophysics, machine learning, and imaging science. However, many applications impose elementwise constraints on the transport plan…

最优化与控制 · 数学 2022-06-28 Zixuan Cang , Qing Nie , Yanxiang Zhao

We rephrase Monge's optimal transportation (OT) problem with quadratic cost--via a Monge-Amp\`ere equation--as an infinite-dimensional optimization problem, which is in fact a convex problem when the target is a log-concave measure with…

数值分析 · 数学 2017-08-29 Michael Lindsey , Yanir A. Rubinstein

Recently, linear regression models incorporating an optimal transport (OT) loss have been explored for applications such as supervised unmixing of spectra, music transcription, and mass spectrometry. However, these task-specific approaches…

Adversarial training is a common approach to improving the robustness of deep neural networks against adversarial examples. In this work, we propose a novel regularization approach as an alternative. To derive the regularizer, we formulate…

机器学习 · 计算机科学 2021-02-09 Avery Ma , Fartash Faghri , Nicolas Papernot , Amir-massoud Farahmand

Entropically regularized optimal transport between probability measures supported on compact subsets of Euclidean space admits a representation as an information projection under moment inequality constraints. Exploiting this structure, I…

统计理论 · 数学 2026-01-15 Rami V. Tabri

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