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We introduce in this paper a novel strategy for efficiently approximating the Sinkhorn distance between two discrete measures. After identifying neglectable components of the dual solution of the regularized Sinkhorn problem, we propose to…

机器学习 · 统计学 2020-01-22 Mokhtar Z. Alaya , Maxime Bérar , Gilles Gasso , Alain Rakotomamonjy

We present a novel framework based on optimal transport for the challenging problem of comparing graphs. Specifically, we exploit the probabilistic distribution of smooth graph signals defined with respect to the graph topology. This allows…

机器学习 · 计算机科学 2019-12-09 Hermina Petric Maretic , Mireille EL Gheche , Giovanni Chierchia , Pascal Frossard

In the realm of computer vision and graphics, accurately establishing correspondences between geometric 3D shapes is pivotal for applications like object tracking, registration, texture transfer, and statistical shape analysis. Moving…

计算机视觉与模式识别 · 计算机科学 2024-03-05 Tung Le , Khai Nguyen , Shanlin Sun , Nhat Ho , Xiaohui Xie

A generalization of the Wasserstein metric, the integrated transportation distance, establishes a novel distance between probability kernels of Markov systems. This metric serves as the foundation for an efficient approximation technique,…

机器学习 · 计算机科学 2023-12-07 Zhengqi Lin , Andrzej Ruszczynski

Wasserstein GANs with Gradient Penalty (WGAN-GP) are a very popular method for training generative models to produce high quality synthetic data. While WGAN-GP were initially developed to calculate the Wasserstein 1 distance between…

机器学习 · 计算机科学 2022-07-01 Tristan Milne , Adrian Nachman

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

We define the quantum Wasserstein distance such that the optimization of the coupling is carried out over bipartite separable states rather than bipartite quantum states in general, and examine its properties. Surprisingly, we find that the…

量子物理 · 物理学 2023-10-17 Géza Tóth , József Pitrik

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

Kernel-based optimal transport (OT) estimators offer an alternative, functional estimation procedure to address OT problems from samples. Recent works suggest that these estimators are more statistically efficient than plug-in (linear…

机器学习 · 计算机科学 2024-02-01 Tianyi Lin , Marco Cuturi , Michael I. Jordan

In this paper, we introduce a variant of optimal transport adapted to the causal structure given by an underlying directed graph $G$. Different graph structures lead to different specifications of the optimal transport problem. For…

统计理论 · 数学 2024-07-08 Patrick Cheridito , Stephan Eckstein

Squared Wasserstein distance is a frequently used tool to measure discrepancy between probability distributions. This distance is typically computed between empirical measures of size $n$ from two underlying random samples. Unfortunately,…

机器学习 · 统计学 2026-05-20 Peter Matthew Jacobs , Jeff M. Phillips

Optimal transport tools (OTT-JAX) is a Python toolbox that can solve optimal transport problems between point clouds and histograms. The toolbox builds on various JAX features, such as automatic and custom reverse mode differentiation,…

机器学习 · 计算机科学 2022-01-31 Marco Cuturi , Laetitia Meng-Papaxanthos , Yingtao Tian , Charlotte Bunne , Geoff Davis , Olivier Teboul

Optimal Transport (OT) problems arise in a wide range of applications, from physics to economics. Getting numerical approximate solution of these problems is a challenging issue of practical importance. In this work, we investigate the…

Policy Optimization (PO) algorithms have been proven particularly suited to handle the high-dimensionality of real-world continuous control tasks. In this context, Trust Region Policy Optimization methods represent a popular approach to…

机器学习 · 计算机科学 2022-10-21 Antonio Terpin , Nicolas Lanzetti , Batuhan Yardim , Florian Dörfler , Giorgia Ramponi

Wasserstein 1 optimal transport maps provide a natural correspondence between points from two probability distributions, $\mu$ and $\nu$, which is useful in many applications. Available algorithms for computing these maps do not appear to…

最优化与控制 · 数学 2022-11-03 Tristan Milne , Étienne Bilocq , Adrian Nachman

We study multi-marginal optimal transport (MOT) problems where the underlying cost has a graphical structure. These graphical multi-marginal optimal transport problems have found applications in several domains including traffic flow…

最优化与控制 · 数学 2025-12-02 Jiaojiao Fan , Isabel Haasler , Qinsheng Zhang , Johan Karlsson , Yongxin Chen

The Wasserstein distance received a lot of attention recently in the community of machine learning, especially for its principled way of comparing distributions. It has found numerous applications in several hard problems, such as domain…

机器学习 · 统计学 2017-10-23 Nicolas Courty , Rémi Flamary , Mélanie Ducoffe

Optimal transport is widely used in pure and applied mathematics to find probabilistic solutions to hard combinatorial matching problems. We extend the Wasserstein metric and other elements of optimal transport from the matching of sets to…

最优化与控制 · 数学 2019-07-16 Evan Patterson

We study the optimal transport (OT) problem for measures supported on a graph metric space. Recently, Le et al. (2022) leverage the graph structure and propose a variant of OT, namely Sobolev transport (ST), which yields a closed-form…

机器学习 · 统计学 2024-05-30 Tam Le , Truyen Nguyen , Kenji Fukumizu

We study first-order optimality conditions for constrained optimization in the Wasserstein space, whereby one seeks to minimize a real-valued function over the space of probability measures endowed with the Wasserstein distance. Our…

最优化与控制 · 数学 2025-03-03 Nicolas Lanzetti , Saverio Bolognani , Florian Dörfler