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We provide a computational complexity analysis for the Sinkhorn algorithm that solves the entropic regularized Unbalanced Optimal Transport (UOT) problem between two measures of possibly different masses with at most $n$ components. We show…

计算复杂性 · 计算机科学 2020-11-20 Khiem Pham , Khang Le , Nhat Ho , Tung Pham , Hung Bui

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

An optimal transport (OT) problem seeks to find the cheapest mapping between two distributions with equal total density, given the cost of transporting density from one place to another. Unbalanced OT allows for different total density in…

最优化与控制 · 数学 2025-07-28 Jacob J. M. Francis , Colin J. Cotter , Marion P. Mittermaier

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

In optimal transport (OT), a Monge map is known as a mapping that transports a source distribution to a target distribution in the most cost-efficient way. Recently, multiple neural estimators for Monge maps have been developed and applied…

计算机视觉与模式识别 · 计算机科学 2024-03-12 Luca Eyring , Dominik Klein , Théo Uscidda , Giovanni Palla , Niki Kilbertus , Zeynep Akata , Fabian Theis

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

Optimal Transport (OT) has recently emerged as a central tool in data sciences to compare in a geometrically faithful way point clouds and more generally probability distributions. The wide adoption of OT into existing data analysis and…

机器学习 · 统计学 2023-01-18 Thibault Séjourné , Gabriel Peyré , François-Xavier Vialard

Entropic optimal transport (OT) and the Sinkhorn algorithm have made it practical for machine learning practitioners to perform the fundamental task of calculating transport distance between statistical distributions. In this work, we focus…

We study the Unbalanced Optimal Transport (UOT) between two measures of possibly different masses with at most $n$ components, where the marginal constraints of standard Optimal Transport (OT) are relaxed via Kullback-Leibler divergence…

最优化与控制 · 数学 2024-01-09 Quang Minh Nguyen , Hoang H. Nguyen , Yi Zhou , Lam M. Nguyen

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

Optimal transport (OT) is a powerful framework to compare probability measures, a fundamental task in many statistical and machine learning problems. Substantial advances have been made in designing OT variants which are either…

机器学习 · 计算机科学 2025-02-04 Clément Bonet , Kimia Nadjahi , Thibault Séjourné , Kilian Fatras , Nicolas Courty

We consider a Beckmann formulation of an unbalanced optimal transport (UOT) problem. The $\Gamma$-convergence of this formulation of UOT to the corresponding optimal transport (OT) problem is established as the balancing parameter $\alpha$…

数值分析 · 数学 2023-03-31 Zhe Xiong , Lei Li , Ya-Nan Zhu , Xiaoqun Zhang

The Unbalanced Optimal Transport (UOT) problem plays increasingly important roles in computational biology, computational imaging and deep learning. Scaling algorithm is widely used to solve UOT due to its convenience and good convergence…

最优化与控制 · 数学 2024-02-28 Xiang Chen , Faqiang Wang , Jun Liu , Li Cui

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

In this paper, we introduce a neural network-based method to address the high-dimensional dynamic unbalanced optimal transport (UOT) problem. Dynamic UOT focuses on the optimal transportation between two densities with unequal total mass,…

最优化与控制 · 数学 2024-09-23 Wei Wan , Jiangong Pan , Yuejin Zhang , Chenglong Bao , Zuoqiang Shi

This article introduces a new class of fast algorithms to approximate variational problems involving unbalanced optimal transport. While classical optimal transport considers only normalized probability distributions, it is important for…

最优化与控制 · 数学 2017-05-23 Lenaic Chizat , Gabriel Peyré , Bernhard Schmitzer , François-Xavier Vialard

This paper studies the Partial Optimal Transport (POT) problem between two unbalanced measures with at most $n$ supports and its applications in various AI tasks such as color transfer or domain adaptation. There is hence the need for fast…

机器学习 · 计算机科学 2023-12-25 Anh Duc Nguyen , Tuan Dung Nguyen , Quang Minh Nguyen , Hoang H. Nguyen , Lam M. Nguyen , Kim-Chuan Toh

Unbalanced optimal transport (UOT) has been widely used as a fundamental tool in many application domains, where it often dominates the application running time. While many researchers have proposed various optimizations for UOT, few have…

分布式、并行与集群计算 · 计算机科学 2024-12-17 Chengyu Sun , Jinyu Hu , Hong Jiang

We study the unbalanced optimal transport (UOT) problem, where the marginal constraints are enforced using Maximum Mean Discrepancy (MMD) regularization. Our work is motivated by the observation that the literature on UOT is focused on…

机器学习 · 计算机科学 2024-02-01 Piyushi Manupriya , J. Saketha Nath , Pratik Jawanpuria

While the optimal transport (OT) problem was originally formulated as a linear program, the addition of entropic regularization has proven beneficial both computationally and statistically, for many applications. The Sinkhorn fixed-point…

机器学习 · 统计学 2023-04-06 James Thornton , Marco Cuturi
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