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Sinkhorn's algorithm is a method of choice to solve large-scale optimal transport (OT) problems. In this context, it involves an inverse temperature parameter $\beta$ that determines the speed-accuracy trade-off. To improve this trade-off,…

机器学习 · 计算机科学 2024-08-22 Lénaïc Chizat

Screening and working set techniques are important approaches to reducing the size of an optimization problem. They have been widely used in accelerating first-order methods for solving large-scale sparse learning problems. In this paper,…

机器学习 · 统计学 2023-04-24 Jian Huang , Yuling Jiao , Lican Kang , Jin Liu , Yanyan Liu , Xiliang Lu , Yuanyuan Yang

This paper develops a computational framework for Multi-Period Martingale Optimal Transport (MMOT), addressing convergence rates, algorithmic efficiency, and financial calibration. Our contributions include: (1) Theoretical analysis: We…

计算金融 · 定量金融 2026-04-21 Sri Sairam Gautam B

Computing the empirical Wasserstein distance in the Wasserstein-distance-based independence test is an optimal transport (OT) problem with a special structure. This observation inspires us to study a special type of OT problem and propose a…

最优化与控制 · 数学 2023-03-02 Yiling Xie , Yiling Luo , Xiaoming Huo

We consider the numerical solution of the discrete multi-marginal optimal transport (MOT) by means of the Sinkhorn algorithm. In general, the Sinkhorn algorithm suffers from the curse of dimensionality with respect to the number of…

最优化与控制 · 数学 2023-02-22 Fatima Antarou Ba , Michael Quellmalz

Unbalanced Optimal Transport (UOT) has emerged as a robust relaxation of standard Optimal Transport, particularly effective for handling outliers and mass variations. However, scalable algorithms for UOT, specifically those based on…

最优化与控制 · 数学 2026-02-12 Ferdinand Genans

We present a numerical method to solve the optimal transport problem with a quadratic cost when the source and target measures are periodic probability densities. This method is based on a numerical resolution of the corresponding…

数值分析 · 数学 2011-03-02 Louis-Philippe Saumier , Martial Agueh , Boualem Khouider

We propose Mirror Descent Optimal Transport (MDOT), a novel method for solving discrete optimal transport (OT) problems with high precision, by unifying temperature annealing in entropic-regularized OT (EOT) with mirror descent techniques.…

机器学习 · 计算机科学 2025-06-04 Mete Kemertas , Allan D. Jepson , Amir-massoud Farahmand

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

Many machine learning problems involve data supported on curved spaces such as spheres, rotation groups, hyperbolic spaces, and general Riemannian manifolds, where Euclidean geometry can distort distances, averages, and the resulting…

机器学习 · 统计学 2026-05-07 Alessandro Micheli , Silvia Sapora , Anthea Monod , Samir Bhatt

Optimal transport (OT) has recently found widespread interest in machine learning. It allows to define novel distances between probability measures, which have shown promise in several applications. In this work, we discuss how to…

机器学习 · 计算机科学 2021-10-11 Bamdev Mishra , N T V Satyadev , Hiroyuki Kasai , Pratik Jawanpuria

The relevance of optimal transport methods to machine learning has long been hindered by two salient limitations. First, the $O(n^3)$ computational cost of standard sample-based solvers (when used on batches of $n$ samples) is prohibitive.…

机器学习 · 计算机科学 2023-06-01 Meyer Scetbon , Michal Klein , Giovanni Palla , Marco Cuturi

Superlinear convergence has been an elusive goal for black-box nonsmooth optimization. Even in the convex case, the subgradient method is very slow, and while some cutting plane algorithms, including traditional bundle methods, are popular…

最优化与控制 · 数学 2019-07-30 Adrian Lewis , Calvin Wylie

Optimal transport (OT) is a widely used technique for distribution alignment, with applications throughout the machine learning, graphics, and vision communities. Without any additional structural assumptions on trans-port, however, OT can…

机器学习 · 计算机科学 2021-07-20 Chi-Heng Lin , Mehdi Azabou , Eva L. Dyer

We introduce sliced optimal transport dataset distance (s-OTDD), a model-agnostic, embedding-agnostic approach for dataset comparison that requires no training, is robust to variations in the number of classes, and can handle disjoint label…

机器学习 · 计算机科学 2025-05-16 Khai Nguyen , Hai Nguyen , Tuan Pham , Nhat Ho

Deep Operator Network (DeepONet), a recently introduced deep learning operator network, approximates linear and nonlinear solution operators by taking parametric functions (infinite-dimensional objects) as inputs and mapping them to…

计算工程、金融与科学 · 计算机科学 2023-10-12 Junyan He , Shashank Kushwaha , Jaewan Park , Seid Koric , Diab Abueidda , Iwona Jasiuk

We address the convergence problem in learning the Optimal Transport (OT) map, where the OT Map refers to a map from one distribution to another while minimizing the transport cost. Semi-dual Neural OT, a widely used approach for learning…

机器学习 · 计算机科学 2026-02-03 Jaemoo Choi , Jaewoong Choi , Dohyun Kwon

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

We consider a bilevel program involving a linear lower level problem with left-hand-side perturbation. We then consider the Karush-Kuhn-Tucker reformulation of the problem and subsequently build a tractable optimization problem with linear…

最优化与控制 · 数学 2020-10-23 Floriane Mefo Kue , Thorsten Raasch , Alain B. Zemkoho

This paper studies the Partial Optimal Transport (POT) problem between two unbalanced measures with at most $n$ supports and its applications in various AI tasks such as color transfer or domain adaptation. There is hence the need for fast…

机器学习 · 计算机科学 2023-12-25 Anh Duc Nguyen , Tuan Dung Nguyen , Quang Minh Nguyen , Hoang H. Nguyen , Lam M. Nguyen , Kim-Chuan Toh