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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

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

Optimal transport (OT) is a widely used tool in machine learning, but computing high-accuracy solutions for large instances remains costly. Entropic regularization and the Sinkhorn algorithm improve scalability; however, when the…

机器学习 · 计算机科学 2026-05-12 Di Wu , Ling Liang , Haizhao Yang

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

Optimal transport (OT) plays an essential role in various areas like machine learning and deep learning. However, computing discrete optimal transport plan for large scale problems with adequate accuracy and efficiency is still highly…

机器学习 · 计算机科学 2021-07-20 Dongsheng An , Na Lei , Xianfeng Gu

Optimal transport (OT) finds a least cost transport plan between two probability distributions using a cost matrix defined on pairs of points. Unlike standard OT, which infers unstructured pointwise mappings, low-rank optimal transport…

机器学习 · 计算机科学 2026-03-05 Henri Schmidt , Peter Halmos , Ben Raphael

Optimal transport (OT) provides effective tools for comparing and mapping probability measures. We propose to leverage the flexibility of neural networks to learn an approximate optimal transport map. More precisely, we present a new and…

机器学习 · 计算机科学 2022-07-06 Florentin Coeurdoux , Nicolas Dobigeon , Pierre Chainais

We study Neural Optimal Transport in infinite-dimensional Hilbert spaces. In non-regular settings, Semi-dual Neural OT often generates spurious solutions that fail to accurately capture target distributions. We analytically characterize…

机器学习 · 计算机科学 2026-02-17 Jae-Hwan Choi , Jiwoo Yoon , Dohyun Kwon , Jaewoong Choi

We establish numerical methods for solving the martingale optimal transport problem (MOT) - a version of the classical optimal transport with an additional martingale constraint on transport's dynamics. We prove that the MOT value can be…

概率论 · 数学 2019-04-08 Gaoyue Guo , Jan Obloj

Optimal transport (OT) naturally arises in a wide range of machine learning applications but may often become the computational bottleneck. Recently, one line of works propose to solve OT approximately by searching the \emph{transport plan}…

机器学习 · 计算机科学 2021-11-15 Weijie Liu , Chao Zhang , Nenggan Zheng , Hui Qian

Optimal transport (OT) is a powerful tool in mathematics and data science but faces severe computational and statistical challenges in high dimensions. We propose convex relaxation approaches based on marginal and cluster moment relaxations…

最优化与控制 · 数学 2025-11-25 Yuehaw Khoo , Tianyun Tang

An efficient method for computing solutions to the Optimal Transportation (OT) problem with a wide class of cost functions is presented. The standard linear programming (LP) discretization of the continuous problem becomes intractible for…

数值分析 · 数学 2015-09-15 Adam M. Oberman , Yuanlong Ruan

We provide a computational complexity analysis for the Sinkhorn algorithm that solves the entropic regularized Unbalanced Optimal Transport (UOT) problem between two measures of possibly different masses with at most $n$ components. We show…

计算复杂性 · 计算机科学 2020-11-20 Khiem Pham , Khang Le , Nhat Ho , Tung Pham , Hung Bui

Computing the optimal transport distance between statistical distributions is a fundamental task in machine learning. One remarkable recent advancement is entropic regularization and the Sinkhorn algorithm, which utilizes only matrix…

In this paper, we introduce a neural network-based method to address the high-dimensional dynamic unbalanced optimal transport (UOT) problem. Dynamic UOT focuses on the optimal transportation between two densities with unequal total mass,…

最优化与控制 · 数学 2024-09-23 Wei Wan , Jiangong Pan , Yuejin Zhang , Chenglong Bao , Zuoqiang Shi

Solving large scale Optimal Transport (OT) in machine learning typically relies on sampling measures to obtain a tractable discrete problem. While the discrete solver's accuracy is controllable, the rate of convergence of the discretization…

机器学习 · 统计学 2026-02-05 Ferdinand Genans , Olivier Wintenberger

In this paper, we propose new methods to efficiently solve convex optimization problems encountered in sparse estimation, which include a new quasi-Newton method that avoids computing the Hessian matrix and improves efficiency, and we prove…

最优化与控制 · 数学 2023-09-06 Ryosuke Shimmura , Joe Suzuki

Given a $d$-dimensional continuous (resp. discrete) probability distribution $\mu$ and a discrete distribution $\nu$, the semi-discrete (resp. discrete) Optimal Transport (OT) problem asks for computing a minimum-cost plan to transport mass…

计算几何 · 计算机科学 2023-11-07 Pankaj K. Agarwal , Sharath Raghvendra , Pouyan Shirzadian , Keegan Yao

In this paper, we present an accurate and robust scaling operator based on material optical thickness (OT) for the least-squares spherical harmonics (LSP$_N$) method for solving neutron transport problems. LSP$_N$ without proper scaling is…

计算物理 · 物理学 2017-05-17 Weixiong Zheng , Ryan G. McClarren

Adapted optimal transport (AOT) problems are optimal transport problems for distributions of a time series where couplings are constrained to have a temporal causal structure. In this paper, we develop computational tools for solving AOT…

概率论 · 数学 2023-04-26 Stephan Eckstein , Gudmund Pammer