相关论文: Convergence of Batch Greenkhorn for Regularized Mu…
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…
Transportation cost is an attractive similarity measure between probability distributions due to its many useful theoretical properties. However, solving optimal transport exactly can be prohibitively expensive. Therefore, there has been…
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.…
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,…
This paper improves the state-of-the-art rate of a first-order algorithm for solving entropy regularized optimal transport. The resulting rate for approximating the optimal transport (OT) has been improved from…
In this paper we schedule the travel path of a set of drones across a graph where the nodes need to be visited multiple times at pre-defined points in time. This is an extension of the well-known multiple traveling salesman problem. The…
Multimarginal Optimal Transport (MOT) is the problem of linear programming over joint probability distributions with fixed marginals. A key issue in many applications is the complexity of solving MOT: the linear program has exponential size…
Branched Optimal Transport (BOT) is a generalization of optimal transport in which transportation costs along an edge are subadditive. This subadditivity models an increase in transport efficiency when shipping mass along the same route,…
We present a method based on optimal transport to remove arbitrage opportunities within a finite set of option prices. The method is notably intended for regulatory stress-tests, which require applying significant local distortions to…
We establish the uniform in time stability, w.r.t. the marginals, of the Iterative Proportional Fitting Procedure, also known as Sinkhorn algorithm, used to solve entropy-regularised Optimal Transport problems. Our result is quantitative…
Multimarginal Optimal Transport (MOT) has attracted significant interest due to applications in machine learning, statistics, and the sciences. However, in most applications, the success of MOT is severely limited by a lack of efficient…
In this work, we introduce two algorithmic frameworks, named Bregman extragradient method and Bregman extrapolation method, for solving saddle point problems. The proposed frameworks not only include the well-known extragradient and…
We consider a multimarginal optimal transport, which includes as a particular case the Wasserstein barycenter problem. In this problem one has to find an optimal coupling between $m$ probability measures, which amounts to finding a tensor…
Computationally solving multi-marginal optimal transport (MOT) with squared Euclidean costs for $N$ discrete probability measures has recently attracted considerable attention, in part because of the correspondence of its solutions with…
We derive nearly tight and non-asymptotic convergence bounds for solutions of entropic semi-discrete optimal transport. These bounds quantify the stability of the dual solutions of the regularized problem (sometimes called Sinkhorn…
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…
This paper proposes multiple extensions to the popular bicriterion transit routing approach -- Trip-Based Transit Routing (TBTR). Specifically, building on the premise of the HypRAPTOR algorithm, we first extend TBTR to its partitioning…
We show non-asymptotic exponential convergence of Sinkhorn iterates to the Schr\"odinger potentials, solutions of the quadratic Entropic Optimal Transport problem on $\mathbb{R}^ d$. Our results hold under mild assumptions on the marginal…
In many machine learning applications, it is necessary to meaningfully aggregate, through alignment, different but related datasets. Optimal transport (OT)-based approaches pose alignment as a divergence minimization problem: the aim is to…
Several recent applications of optimal transport (OT) theory to machine learning have relied on regularization, notably entropy and the Sinkhorn algorithm. Because matrix-vector products are pervasive in the Sinkhorn algorithm, several…