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Entropic optimal transport (OT) and the Sinkhorn algorithm have made it practical for machine learning practitioners to perform the fundamental task of calculating transport distance between statistical distributions. In this work, we focus…

Optimal transport (OT) serves as a natural framework for comparing probability measures, with applications in statistics, machine learning, and applied mathematics. Alas, statistical estimation and exact computation of the OT distances…

统计理论 · 数学 2024-05-14 Tao Wang , Ziv Goldfeld

The current best practice for computing optimal transport (OT) is via entropy regularization and Sinkhorn iterations. This algorithm runs in quadratic time as it requires the full pairwise cost matrix, which is prohibitively expensive for…

机器学习 · 计算机科学 2022-04-06 Johannes Gasteiger , Marten Lienen , Stephan Günnemann

The ability to align points across two related yet incomparable point clouds (e.g. living in different spaces) plays an important role in machine learning. The Gromov-Wasserstein (GW) framework provides an increasingly popular answer to…

机器学习 · 计算机科学 2023-02-07 Meyer Scetbon , Gabriel Peyré , Marco Cuturi

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

Optimal transport (OT) and Gromov-Wasserstein (GW) alignment provide interpretable geometric frameworks for comparing, transforming, and aggregating heterogeneous datasets -- tasks ubiquitous in data science and machine learning. Because…

Entropic optimal transport (EOT) presents an effective and computationally viable alternative to unregularized optimal transport (OT), offering diverse applications for large-scale data analysis. In this work, we derive novel statistical…

统计理论 · 数学 2025-05-26 Michel Groppe , Shayan Hundrieser

The assignment problem, a cornerstone of operations research, seeks an optimal one-to-one mapping between agents and tasks to minimize total cost. This work traces its evolution from classical formulations and algorithms to modern optimal…

最优化与控制 · 数学 2025-09-05 Iman Seyedi , Antonio Candelieri , Enza Messina , Francesco Archetti

The Gromov-Wasserstein (GW) distance quantifies discrepancy between metric measure spaces and provides a natural framework for aligning heterogeneous datasets. Alas, as exact computation of GW alignment is NP hard, entropic regularization…

最优化与控制 · 数学 2024-01-11 Gabriel Rioux , Ziv Goldfeld , Kengo Kato

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

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

Entropic regularization is quickly emerging as a new standard in optimal transport (OT). It enables to cast the OT computation as a differentiable and unconstrained convex optimization problem, which can be efficiently solved using the…

机器学习 · 统计学 2018-02-21 Mathieu Blondel , Vivien Seguy , Antoine Rolet

An optimal transport (OT) problem seeks to find the cheapest mapping between two distributions with equal total density, given the cost of transporting density from one place to another. Unbalanced OT allows for different total density in…

最优化与控制 · 数学 2025-07-28 Jacob J. M. Francis , Colin J. Cotter , Marion P. Mittermaier

Optimal Transport (OT) has recently emerged as a central tool in data sciences to compare in a geometrically faithful way point clouds and more generally probability distributions. The wide adoption of OT into existing data analysis and…

机器学习 · 统计学 2023-01-18 Thibault Séjourné , Gabriel Peyré , François-Xavier Vialard

Multimarginal optimal transport (MOT) is a powerful framework for modeling interactions between multiple distributions, yet its applicability is bottlenecked by a high computational overhead. Entropic regularization provides computational…

机器学习 · 计算机科学 2025-06-03 Dor Tsur , Ziv Goldfeld , Kristjan Greenewald , Haim Permuter

Optimal transport (OT) defines a powerful framework to compare probability distributions in a geometrically faithful way. However, the practical impact of OT is still limited because of its computational burden. We propose a new class of…

最优化与控制 · 数学 2016-05-30 Genevay Aude , Marco Cuturi , Gabriel Peyré , Francis Bach

Although Sinkhorn divergences are now routinely used in data sciences to compare probability distributions, the computational effort required to compute them remains expensive, growing in general quadratically in the size $n$ of the support…

机器学习 · 统计学 2020-10-27 Meyer Scetbon , Marco Cuturi

Regularized optimal transport (OT) is now increasingly used as a loss or as a matching layer in neural networks. Entropy-regularized OT can be computed using the Sinkhorn algorithm but it leads to fully-dense transportation plans, meaning…

机器学习 · 统计学 2023-04-17 Tianlin Liu , Joan Puigcerver , Mathieu Blondel

The Gromov-Wasserstein (GW) distance, rooted in optimal transport (OT) theory, quantifies dissimilarity between metric measure spaces and provides a framework for aligning heterogeneous datasets. While computational aspects of the GW…

统计理论 · 数学 2023-10-02 Zhengxin Zhang , Ziv Goldfeld , Youssef Mroueh , Bharath K. Sriperumbudur

Several recent applications of optimal transport (OT) theory to machine learning have relied on regularization, notably entropy and the Sinkhorn algorithm. Because matrix-vector products are pervasive in the Sinkhorn algorithm, several…

机器学习 · 统计学 2021-03-09 Meyer Scetbon , Marco Cuturi , Gabriel Peyré
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