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Optimal transport (OT) is a powerful geometric tool for comparing two distributions and has been employed in various machine learning applications. In this work, we propose a novel OT formulation that takes feature correlations into account…

机器学习 · 计算机科学 2021-10-08 Pratik Jawanpuria , N T V Satyadev , Bamdev Mishra

Optimal Transport (OT) has recently emerged as a powerful framework for learning minimal-displacement maps between distributions. The predominant approach involves a neural parametrization of the Monge formulation of OT, typically assuming…

机器学习 · 计算机科学 2024-07-23 Athina Sotiropoulou , David Alvarez-Melis

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…

When predicting observations across space and time, the spatial layout of errors impacts a model's real-world utility. For instance, in bike sharing demand prediction, error patterns translate to relocation costs. However, commonly used…

机器学习 · 计算机科学 2025-04-15 Nina Wiedemann , Théo Uscidda , Martin Raubal

This work introduces novel computational methods for entropic optimal transport (OT) problems under martingale-type conditions. The considered problems include the discrete martingale optimal transport (MOT) problem. Moreover, as the…

最优化与控制 · 数学 2025-08-26 Xun Tang , Michael Shavlovsky , Holakou Rahmanian , Tesi Xiao , Lexing Ying

Optimal transport (OT) has gained popularity due to its various applications in fields such as machine learning, statistics, and signal processing. However, the balanced mass requirement limits its performance in practical problems. To…

机器学习 · 计算机科学 2024-04-24 Yikun Bai , Ivan Medri , Rocio Diaz Martin , Rana Muhammad Shahroz Khan , Soheil Kolouri

We consider the optimization problem of minimizing an objective functional, which admits a variational form and is defined over probability distributions on the constrained domain, which poses challenges to both theoretical analysis and…

最优化与控制 · 数学 2023-07-11 Dai Hai Nguyen , Tetsuya Sakurai

This work establishes a framework for solving inverse boundary problems with the geodesic based quadratic Wasserstein distance ($W_{2}$). A general form of the Fr\'echet gradient is systematically derived by optimal transportation (OT)…

数值分析 · 数学 2022-10-31 Gang Bao , Yixuan Zhang

Motivated by applications to geometric inequalities, Gozlan, Roberto, Samson, and Tetali introduced a transport problem for `weak' cost functionals. Basic results of optimal transport theory can be extended to this setup in remarkable…

概率论 · 数学 2020-03-12 Julio Daniel Backhoff-Veraguas , Gudmund Pammer

This paper proposes an efficient HOT algorithm for solving the optimal transport (OT) problems with finite supports. We particularly focus on an efficient implementation of the HOT algorithm for the case where the supports are in…

最优化与控制 · 数学 2025-04-17 Guojun Zhang , Zhexuan Gu , Yancheng Yuan , Defeng Sun

Weak optimal transport has been recently introduced by Gozlan et al. The original motivation stems from the theory of geometric inequalities; further applications concern numerics of martingale optimal transport and stability in…

概率论 · 数学 2019-02-18 Julio Backhoff-Veraguas , Mathias Beiglböck , Gudmund Pammer

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

Multimarginal optimal transport (MOT) has gained increasing attention in recent years, notably due to its relevance in machine learning and statistics, where one seeks to jointly compare and align multiple probability distributions. This…

最优化与控制 · 数学 2026-01-27 Yehya Cheryala , Mokhtar Z. Alaya , Salim Bouzebda

Many problems in geometric optics or convex geometry can be recast as optimal transport problems: this includes the far-field reflector problem, Alexandrov's curvature prescription problem, etc. A popular way to solve these problems…

数值分析 · 数学 2017-03-08 Jun Kitagawa , Quentin Mérigot , Boris Thibert

We introduce weak barycenters of a family of probability distributions, based on the recently developed notion of optimal weak transport of mass by Gozlanet al. (2017) and Backhoff-Veraguas et al. (2020). We provide a theoretical analysis…

机器学习 · 统计学 2023-03-13 Elsa Cazelles , Felipe Tobar , Joaquín Fontbona

Recovering the dynamics from a few snapshots of a high-dimensional system is a challenging task in statistical physics and machine learning, with important applications in computational biology. Many algorithms have been developed to tackle…

机器学习 · 计算机科学 2025-10-28 Yuhao Sun , Zhenyi Zhang , Zihan Wang , Tiejun Li , Peijie Zhou

In recent years, two prominent paradigms have shaped distributionally robust optimization (DRO), modeling distributional ambiguity through $\phi$-divergences and Wasserstein distances, respectively. While the former focuses on ambiguity in…

最优化与控制 · 数学 2025-12-22 Jose Blanchet , Daniel Kuhn , Jiajin Li , Bahar Taskesen

Optimal Transport (OT) is being widely used in various fields such as machine learning and computer vision, as it is a powerful tool for measuring the similarity between probability distributions and histograms. In previous studies, OT has…

机器学习 · 统计学 2020-06-17 Yasunori Akagi , Yusuke Tanaka , Tomoharu Iwata , Takeshi Kurashima , Hiroyuki Toda

Optimal Transport (OT) problem aims to find a transport plan that bridges two distributions while minimizing a given cost function. OT theory has been widely utilized in generative modeling. In the beginning, OT distance has been used as a…

机器学习 · 计算机科学 2024-03-08 Jaemoo Choi , Jaewoong Choi , Myungjoo Kang

Optimal transport (OT)-based methods have a wide range of applications and have attracted a tremendous amount of attention in recent years. However, most of the computational approaches of OT do not learn the underlying transport map.…

机器学习 · 统计学 2019-06-20 Andrés Hoyos-Idrobo