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相关论文: A Study of Performance of Optimal Transport

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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

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

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

Optimal Transport (OT) has established itself as a robust framework for quantifying differences between distributions, with applications that span fields such as machine learning, data science, and computer vision. This paper offers a…

数据结构与算法 · 计算机科学 2025-01-14 Sina Moradi

We develop a fast and reliable method for solving large-scale optimal transport (OT) problems at an unprecedented combination of speed and accuracy. Built on the celebrated Douglas-Rachford splitting technique, our method tackles the…

最优化与控制 · 数学 2021-10-25 Vien V. Mai , Jacob Lindbäck , Mikael Johansson

Optimal transport (OT) distances are finding evermore applications in machine learning and computer vision, but their wide spread use in larger-scale problems is impeded by their high computational cost. In this work we develop a family of…

机器学习 · 统计学 2018-03-06 Brahim Khalil Abid , Robert M. Gower

Optimal transport (OT) and unbalanced optimal transport (UOT) are central in many machine learning, statistics and engineering applications. 1D OT is easily solved, with complexity O(n log n), but no efficient algorithm was known for 1D…

性能 · 计算机科学 2024-02-15 Gabriel Gouvine

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

Optimal transportation distances are a fundamental family of parameterized distances for histograms. Despite their appealing theoretical properties, excellent performance in retrieval tasks and intuitive formulation, their computation…

机器学习 · 统计学 2014-03-25 Marco Cuturi

Optimal transport (OT) is a powerful tool for measuring the distance between two defined probability distributions. In this paper, we develop a new manifold named the coupling matrix manifold (CMM), where each point on CMM can be regarded…

机器学习 · 计算机科学 2019-11-26 Dai Shi , Junbin Gao , Xia Hong , S. T. Boris Choy , Zhiyong Wang

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

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

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

Optimal Transport (OT) problems are a cornerstone of many applications, but solving them is computationally expensive. To address this problem, we propose UNOT (Universal Neural Optimal Transport), a novel framework capable of accurately…

机器学习 · 计算机科学 2026-02-11 Jonathan Geuter , Gregor Kornhardt , Ingimar Tomasson , Vaios Laschos

Efficient computation of the optimal transport distance between two distributions serves as an algorithm subroutine that empowers various applications. This paper develops a scalable first-order optimization-based method that computes…

机器学习 · 计算机科学 2024-06-21 Gen Li , Yanxi Chen , Yu Huang , Yuejie Chi , H. Vincent Poor , Yuxin Chen

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…

Optimal transport (OT) naturally arises in a wide range of machine learning applications but may often become the computational bottleneck. Recently, one line of works propose to solve OT approximately by searching the \emph{transport plan}…

机器学习 · 计算机科学 2021-11-15 Weijie Liu , Chao Zhang , Nenggan Zheng , Hui Qian

Optimal Transport (OT) distances are now routinely used as loss functions in ML tasks. Yet, computing OT distances between arbitrary (i.e. not necessarily discrete) probability distributions remains an open problem. This paper introduces a…

最优化与控制 · 数学 2020-07-03 Arthur Mensch , Gabriel Peyré

Optimal transport (OT) is a powerful geometric and probabilistic tool for finding correspondences and measuring similarity between two distributions. Yet, its original formulation relies on the existence of a cost function between the…

机器学习 · 统计学 2020-11-09 Ievgen Redko , Titouan Vayer , Rémi Flamary , Nicolas Courty

We analyze two algorithms for approximating the general optimal transport (OT) distance between two discrete distributions of size $n$, up to accuracy $\varepsilon$. For the first algorithm, which is based on the celebrated Sinkhorn's…

数据结构与算法 · 计算机科学 2018-06-08 Pavel Dvurechensky , Alexander Gasnikov , Alexey Kroshnin
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