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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

We derive limit distributions for certain empirical regularized optimal transport distances between probability distributions supported on a finite metric space and show consistency of the (naive) bootstrap. In particular, we prove that the…

统计理论 · 数学 2019-05-02 Marcel Klatt , Carla Tameling , Axel Munk

We introduce an efficient framework for computing the distance between collider events using the tools of Linearized Optimal Transport (LOT). This preserves many of the advantages of the recently-introduced Energy Mover's Distance, which…

高能物理 - 唯象学 · 物理学 2021-01-04 Tianji Cai , Junyi Cheng , Katy Craig , Nathaniel Craig

Out-of-distribution (OOD) data poses serious challenges in deployed machine learning models, so methods of predicting a model's performance on OOD data without labels are important for machine learning safety. While a number of methods have…

In the field of optimal transport, two prominent subfields face each other: (i) unregularized optimal transport, "\`a-la-Kantorovich", which leads to extremely sparse plans but with algorithms that scale poorly, and (ii)…

机器学习 · 计算机科学 2024-02-19 Ehsan Amid , Frank Nielsen , Richard Nock , Manfred K. Warmuth

Learning to align multiple datasets is an important problem with many applications, and it is especially useful when we need to integrate multiple experiments or correct for confounding. Optimal transport (OT) is a principled approach to…

机器学习 · 计算机科学 2021-08-03 Ruishan Liu , Akshay Balsubramani , James Zou

The optimal transport (OT) problem is a classical optimization problem having the form of linear programming. Machine learning applications put forward new computational challenges in its solution. In particular, the OT problem defines a…

最优化与控制 · 数学 2022-10-25 Nazarii Tupitsa , Pavel Dvurechensky , Darina Dvinskikh , Alexander Gasnikov

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

The paper considers a linear system of Boltzmann transport equations modelling the evolution of three species of particles, photons, electrons and positrons. The system is coupled because of the collision term (an integral operator). The…

最优化与控制 · 数学 2017-02-02 Jouko Tervo , Petri Kokkonen

Optimal transport is a geometrically intuitive, robust and flexible metric for sample comparison in data analysis and machine learning. Its formal Riemannian structure allows for a local linearization via a tangent space approximation. This…

最优化与控制 · 数学 2024-06-07 Clément Sarrazin , Bernhard Schmitzer

Electronic transport properties for single-molecule junctions have been widely measured by several techniques, including mechanically controllable break junctions, electromigration break junctions or by means of scanning tunneling…

介观与纳米尺度物理 · 物理学 2020-07-22 Ferdinand Evers , Richard Korytár , Sumit Tewari , Jan M. van Ruitenbeek

Optimal transportation distances are valuable for comparing and analyzing probability distributions, but larger-scale computational techniques for the theoretically favorable quadratic case are limited to smooth domains or regularized…

其他计算机科学 · 计算机科学 2016-03-23 Justin Solomon , Raif Rustamov , Leonidas Guibas , Adrian Butscher

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

Sinkhorn algorithm is the de-facto standard approximation algorithm for optimal transport, which has been applied to a variety of applications, including image processing and natural language processing. In theory, the proof of its…

数据结构与算法 · 计算机科学 2025-01-14 Kazuki Watanabe , Noboru Isobe

We study the existing algorithms that solve the multidimensional martingale optimal transport. Then we provide a new algorithm based on entropic regularization and Newton's method. Then we provide theoretical convergence rate results and we…

概率论 · 数学 2018-12-31 Hadrien De March

Optimal transport theory, originally developed in the 18th century for civil engineering, has since become a powerful optimization framework across disciplines, from generative AI to cell biology. In physics, it has recently been shown to…

统计力学 · 物理学 2025-12-02 Shingo Oikawa , Yohei Nakayama , Sosuke Ito , Takahiro Sagawa , Shoichi Toyabe

We study nonequilibrium quantum dynamics of spin chains by employing principal component analysis (PCA) on data sets of wave function snapshots and examine how information propagates within these data sets. The quantities we employ are…

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) theory focuses, among all maps $T:\mathbb{R}^d\rightarrow \mathbb{R}^d$ that can morph a probability measure onto another, on those that are the ``thriftiest'', i.e. such that the averaged cost $c(x, T(x))$ between…

机器学习 · 统计学 2023-02-09 Marco Cuturi , Michal Klein , Pierre Ablin

We present a method to extract temporal hypergraphs from sequences of 2-dimensional functions obtained as solutions to Optimal Transport problems. We investigate optimality principles exhibited by these solutions from the point of view of…

离散数学 · 计算机科学 2023-01-10 Diego Baptista , Caterina De Bacco