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This article introduces a new notion of optimal transport (OT) between tensor fields, which are measures whose values are positive semidefinite (PSD) matrices. This "quantum" formulation of OT (Q-OT) corresponds to a relaxed version of the…

图形学 · 计算机科学 2017-07-25 Gabriel Peyré , Lenaïc Chizat , François-Xavier Vialard , Justin Solomon

We provide theoretical analyses for two algorithms that solve the regularized optimal transport (OT) problem between two discrete probability measures with at most $n$ atoms. We show that a greedy variant of the classical Sinkhorn…

数据结构与算法 · 计算机科学 2021-07-27 Tianyi Lin , Nhat Ho , Michael I. Jordan

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…

The mismatch capacity characterizes the highest information rate of the channel under a prescribed decoding metric and serves as a critical performance indicator in numerous practical communication scenarios. Compared to the commonly used…

信息论 · 计算机科学 2025-07-29 Shitong Wu , Wenhao Ye , Xinwei Li , Lingyi Chen , Wenyi Zhang , Huihui Wu , Hao Wu

We study distributionally robust optimization with Sinkhorn distance -- a variant of Wasserstein distance based on entropic regularization. We derive a convex programming dual reformulation for general nominal distributions, transport…

最优化与控制 · 数学 2025-03-27 Jie Wang , Rui Gao , Yao Xie

We study Sinkhorn's algorithm for solving the entropically regularized optimal transport problem. Its iterate $\pi_{t}$ is shown to satisfy $H(\pi_{t}|\pi_{*})+H(\pi_{*}|\pi_{t})=O(t^{-1})$ where $H$ denotes relative entropy and $\pi_{*}$…

最优化与控制 · 数学 2025-04-08 Promit Ghosal , Marcel Nutz

We introduce a new class of convex-regularized Optimal Transport losses, which generalizes the classical Entropy-regularization of Optimal Transport and Sinkhorn divergences, and propose a generalized Sinkhorn algorithm. Our framework…

最优化与控制 · 数学 2020-07-03 Simone Di Marino , Augusto Gerolin

In this work, we develop a collection of novel methods for the entropic-regularised optimal transport problem, which are inspired by existing mirror descent interpretations of the Sinkhorn algorithm used for solving this problem. These are…

最优化与控制 · 数学 2025-07-17 Vishwak Srinivasan , Qijia Jiang

We analyze two algorithms for approximating the general optimal transport (OT) distance between two discrete distributions of size $n$, up to accuracy $\varepsilon$. For the first algorithm, which is based on the celebrated Sinkhorn's…

数据结构与算法 · 计算机科学 2018-06-08 Pavel Dvurechensky , Alexander Gasnikov , Alexey Kroshnin

\emph{Optimal Transport} (OT) has emerged as an important computational tool in machine learning and computer vision, providing a geometrical framework for studying probability measures. OT unfortunately suffers from the curse of…

机器学习 · 计算机科学 2021-02-08 Anton Mallasto

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

We propose Acc-Sinkhorn, a simple accelerated variant of Sinkhorn for entropy-regularized optimal transport (EOT). The method is derived from a bilevel optimization view: Sinkhorn row scaling solves the inner variable $u$ exactly and…

最优化与控制 · 数学 2026-05-29 Zeyi Xu , Long Chen

Optimal transportation distances are a fundamental family of parameterized distances for histograms. Despite their appealing theoretical properties, excellent performance in retrieval tasks and intuitive formulation, their computation…

机器学习 · 统计学 2014-03-25 Marco Cuturi

The ability to compare two degenerate probability distributions (i.e. two probability distributions supported on two distinct low-dimensional manifolds living in a much higher-dimensional space) is a crucial problem arising in the…

机器学习 · 统计学 2017-10-23 Aude Genevay , Gabriel Peyré , Marco Cuturi

This paper presents consideration of the Semi-Relaxed Sinkhorn (SR-Sinkhorn) algorithm for the semi-relaxed optimal transport (SROT) problem, which relaxes one marginal constraint of the standard OT problem. For evaluation of how the…

机器学习 · 计算机科学 2022-05-30 Takumi Fukunaga , Hiroyuki Kasai

Correctly estimating the discrepancy between two data distributions has always been an important task in Machine Learning. Recently, Cuturi proposed the Sinkhorn distance which makes use of an approximate Optimal Transport cost between two…

计算机视觉与模式识别 · 计算机科学 2018-01-18 Ying Lu , Liming Chen , Alexandre Saidi , Xianfeng Gu

Many problems in machine learning can be formulated as solving entropy-regularized optimal transport on the space of probability measures. The canonical approach involves the Sinkhorn iterates, renowned for their rich mathematical…

机器学习 · 计算机科学 2023-11-29 Mohammad Reza Karimi , Ya-Ping Hsieh , Andreas Krause

We study the complexity of approximating the multimarginal optimal transport (MOT) distance, a generalization of the classical optimal transport distance, considered here between $m$ discrete probability distributions supported each on $n$…

机器学习 · 统计学 2022-02-23 Tianyi Lin , Nhat Ho , Marco Cuturi , Michael I. Jordan

Optimal Transport is a popular distance metric for measuring similarity between distributions. Exact algorithms for computing Optimal Transport can be slow, which has motivated the development of approximate numerical solvers (e.g. Sinkhorn…

机器学习 · 计算机科学 2022-03-09 Nathaniel Lahn , Sharath Raghvendra , Kaiyi Zhang

Computing optimal transport distances such as the earth mover's distance is a fundamental problem in machine learning, statistics, and computer vision. Despite the recent introduction of several algorithms with good empirical performance,…

数据结构与算法 · 计算机科学 2018-02-08 Jason Altschuler , Jonathan Weed , Philippe Rigollet