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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

Regularized discrete optimal transport (OT) is a powerful tool to measure the distance between two discrete distributions that have been constructed from data samples on two different domains. While it has a wide range of applications in…

机器学习 · 计算机科学 2023-03-15 Yasutoshi Ida , Sekitoshi Kanai , Kazuki Adachi , Atsutoshi Kumagai , Yasuhiro Fujiwara

Optimal transport (OT) compares probability distributions by computing a meaningful alignment between their samples. CO-optimal transport (COOT) takes this comparison further by inferring an alignment between features as well. While this…

Optimal transport (OT) provides powerful tools for comparing probability measures in various types. The Wasserstein distance which arises naturally from the idea of OT is widely used in many machine learning applications. Unfortunately,…

最优化与控制 · 数学 2021-06-03 Shu Liu , Haodong Sun , Hongyuan Zha

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) 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) is attracting increasing attention in machine learning. It aims to transport a source distribution to a target one at minimal cost. In its vanilla form, the source and target distributions are predetermined, which…

机器学习 · 计算机科学 2024-01-23 Liangliang Shi , Zhaoqi Shen , Junchi Yan

We propose a novel neural algorithm for the fundamental problem of computing the entropic optimal transport (EOT) plan between continuous probability distributions which are accessible by samples. Our algorithm is based on the saddle point…

机器学习 · 计算机科学 2023-11-02 Nikita Gushchin , Alexander Kolesov , Alexander Korotin , Dmitry Vetrov , Evgeny Burnaev

In 2013, Cuturi [Cut13] introduced the Sinkhorn algorithm for matrix scaling as a method to compute solutions to regularized optimal transport problems. In this paper, aiming at a better convergence rate for a high accuracy solution, we…

数据结构与算法 · 计算机科学 2023-04-06 Jingbang Chen , Li Chen , Yang P. Liu , Richard Peng , Arvind Ramaswami

We develop a statistical inference method for an optimal transport map between distributions on real numbers with uniform confidence bands. The concept of optimal transport (OT) is used to measure distances between distributions, and OT…

统计理论 · 数学 2024-02-16 Donlapark Ponnoprat , Ryo Okano , Masaaki Imaizumi

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 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

Optimal transport (OT) theory provides powerful tools to compare probability measures. However, OT is limited to nonnegative measures having the same mass, and suffers serious drawbacks about its computation and statistics. This leads to…

机器学习 · 统计学 2021-01-26 Tam Le , Truyen Nguyen

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

In this work, we propose a novel machine learning approach to compute the optimal transport map between two continuous distributions from their unpaired samples, based on the DeepParticle methods. The proposed method leads to a min-min…

机器学习 · 统计学 2025-07-01 Yingyuan Li , Aokun Wang , Zhongjian Wang

Optimal transport (OT) formalizes the problem of finding an optimal coupling between probability measures given a cost matrix. The inverse problem of inferring the cost given a coupling is Inverse Optimal Transport (IOT). IOT is less well…

机器学习 · 统计学 2022-06-22 Wei-Ting Chiu , Pei Wang , Patrick Shafto

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) is a framework that can be used to guide the optimal allocation of a limited amount of resources. The classical OT paradigm does not consider malicious attacks in its formulation and thus the designed transport plan…

系统与控制 · 电气工程与系统科学 2021-06-15 Jason Hughes , Juntao Chen

Regularising the primal formulation of optimal transport (OT) with a strictly convex term leads to enhanced numerical complexity and a denser transport plan. Many formulations impose a global constraint on the transport plan, for instance…

机器学习 · 计算机科学 2023-10-05 Hugues Van Assel , Titouan Vayer , Remi Flamary , Nicolas Courty

We introduce optimal transport (OT) as a physics-based intermediate event representation for weakly supervised anomaly detection. With only $0.5\%$ injection of resonant signals in the LHC Olympics benchmark datasets, the OT-augmented…

高能物理 - 唯象学 · 物理学 2026-03-20 Tianji Cai , Aditya Bhargava , Benjamin Nachman