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Score-based generative models are shown to achieve remarkable empirical performances in various applications such as image generation and audio synthesis. However, a theoretical understanding of score-based diffusion models is still…

机器学习 · 计算机科学 2022-12-14 Dohyun Kwon , Ying Fan , Kangwook Lee

Generative modelling is often cast as minimizing a similarity measure between a data distribution and a model distribution. Recently, a popular choice for the similarity measure has been the Wasserstein metric, which can be expressed in the…

机器学习 · 计算机科学 2019-10-10 Anton Mallasto , Guido Montúfar , Augusto Gerolin

Wasserstein distributionally robust optimization (\textsf{WDRO}) is a popular model to enhance the robustness of machine learning with ambiguous data. However, the complexity of \textsf{WDRO} can be prohibitive in practice since solving its…

机器学习 · 计算机科学 2023-05-10 Ruomin Huang , Jiawei Huang , Wenjie Liu , Hu Ding

Wasserstein Discriminant Analysis (WDA) is a new supervised method that can improve classification of high-dimensional data by computing a suitable linear map onto a lower dimensional subspace. Following the blueprint of classical Linear…

机器学习 · 统计学 2018-09-21 Rémi Flamary , Marco Cuturi , Nicolas Courty , Alain Rakotomamonjy

Wasserstein distributionally robust optimization estimators are obtained as solutions of min-max problems in which the statistician selects a parameter minimizing the worst-case loss among all probability models within a certain distance…

统计理论 · 数学 2021-03-04 Jose Blanchet , Karthyek Murthy , Nian Si

We consider a distributionally robust second-order stochastic dominance constrained optimization problem. We require the dominance constraints hold with respect to all probability distributions in a Wasserstein ball centered at the…

最优化与控制 · 数学 2021-10-20 Yu Mei , Jia Liu , Zhiping Chen

The Wasserstein distance is a distance between two probability distributions and has recently gained increasing popularity in statistics and machine learning, owing to its attractive properties. One important approach to extending this…

统计方法学 · 统计学 2022-02-14 Ryo Okano , Masaaki Imaizumi

Distributionally robust optimization (DRO) has become a powerful framework for estimation under uncertainty, offering strong out-of-sample performance and principled regularization. In this paper, we propose a DRO-based method for linear…

机器学习 · 统计学 2025-05-06 Liviu Aolaritei , Soroosh Shafiee , Florian Dörfler

Motivated by the statistical and computational challenges of computing Wasserstein distances in high-dimensional contexts, machine learning researchers have defined modified Wasserstein distances based on computing distances between…

概率论 · 数学 2022-06-02 Jiaqi Xi , Jonathan Niles-Weed

Wasserstein Policy Optimization (WPO) is a recently proposed reinforcement learning algorithm that leverages Wasserstein gradient flows to optimize stochastic policies in continuous action spaces. Despite its empirical success, the…

机器学习 · 计算机科学 2026-05-22 David Šiška , Yufei Zhang

We propose a distributionally robust classification model with a fairness constraint that encourages the classifier to be fair in view of the equality of opportunity criterion. We use a type-$\infty$ Wasserstein ambiguity set centered at…

机器学习 · 计算机科学 2021-07-13 Yijie Wang , Viet Anh Nguyen , Grani A. Hanasusanto

The sliced Wasserstein (SW) distance has been widely recognized as a statistically effective and computationally efficient metric between two probability measures. A key component of the SW distance is the slicing distribution. There are…

机器学习 · 统计学 2024-01-02 Khai Nguyen , Nhat Ho

We provide new convergence guarantees in Wasserstein distance for diffusion-based generative models, covering both stochastic (DDPM-like) and deterministic (DDIM-like) sampling methods. We introduce a simple framework to analyze…

机器学习 · 计算机科学 2025-11-14 Eliot Beyler , Francis Bach

This paper provides a simple procedure to fit generative networks to target distributions, with the goal of a small Wasserstein distance (or other optimal transport costs). The approach is based on two principles: (a) if the source…

机器学习 · 计算机科学 2019-06-12 Yucheng Chen , Matus Telgarsky , Chao Zhang , Bolton Bailey , Daniel Hsu , Jian Peng

Algorithmic Fairness is an established field in machine learning that aims to reduce biases in data. Recent advances have proposed various methods to ensure fairness in a univariate environment, where the goal is to de-bias a single task.…

机器学习 · 统计学 2024-01-17 François Hu , Philipp Ratz , Arthur Charpentier

The aim of this paper is to address the challenge of gradual domain adaptation within a class of manifold-constrained data distributions. In particular, we consider a sequence of $T\ge2$ data distributions $P_1,\ldots,P_T$ undergoing a…

This paper explores the problem of generative modeling, aiming to simulate diverse examples from an unknown distribution based on observed examples. While recent studies have focused on quantifying the statistical precision of popular…

统计理论 · 数学 2024-06-07 Elen Vardanyan , Sona Hunanyan , Tigran Galstyan , Arshak Minasyan , Arnak Dalalyan

We study the decentralized distributed computation of discrete approximations for the regularized Wasserstein barycenter of a finite set of continuous probability measures distributedly stored over a network. We assume there is a network of…

最优化与控制 · 数学 2020-02-21 Pavel Dvurechensky , Darina Dvinskikh , Alexander Gasnikov , César A. Uribe , Angelia Nedić

Distributionally robust supervised learning (DRSL) is emerging as a key paradigm for building reliable machine learning systems for real-world applications -- reflecting the need for classifiers and predictive models that are robust to the…

机器学习 · 计算机科学 2022-01-26 Yaodong Yu , Tianyi Lin , Eric Mazumdar , Michael I. Jordan

Modeling observations as random distributions embedded within Wasserstein spaces is becoming increasingly popular across scientific fields, as it captures the variability and geometric structure of the data more effectively. However, the…

统计理论 · 数学 2026-04-08 François Bachoc , Alberto González-Sanz , Jean-Michel Loubes , Yisha Yao