相关论文: Interpolating between Optimal Transport and KL reg…
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…
The goal of this paper is to settle the study of non-commutative optimal transport problems with convex regularization, in their static and finite-dimensional formulations. We consider both the balanced and unbalanced problem and show in…
Optimal transport (OT) is attracting increasing attention in machine learning. It aims to transport a source distribution to a target one at minimal cost. In its vanilla form, the source and target distributions are predetermined, which…
This paper proposes the use of the Hellinger--Kantorovich metric from unbalanced optimal transport (UOT) in a dimensionality reduction and learning (supervised and unsupervised) pipeline. The performance of UOT is compared to that of…
Recent advancements in data science have significantly elevated the importance of orthogonally constrained optimization problems. The Riemannian approach has become a popular technique for addressing these problems due to the advantageous…
We introduce the von Neumann entropy regularization of Unbalanced Non-commutative Optimal Transport, specifically Non-commutative Optimal Transport between semi-definite positive matrices (not necessarily with trace one). We prove the…
In the dynamic and uncertain environments where reinforcement learning (RL) operates, risk management becomes a crucial factor in ensuring reliable decision-making. Traditional RL approaches, while effective in reward optimization, often…
Many reinforcement learning algorithms can be seen as versions of approximate policy iteration (API). While standard API often performs poorly, it has been shown that learning can be stabilized by regularizing each policy update by the…
We investigate the problem of optimal transport in the so-called Beckmann form, i.e. given two Radon measures on a compact set, we seek an optimal flow field which is a vector valued Radon measure on the same set that describes a flow…
Optimal Transport (OT) problems arise in a wide range of applications, from physics to economics. Getting numerical approximate solution of these problems is a challenging issue of practical importance. In this work, we investigate the…
The matching principles behind optimal transport (OT) play an increasingly important role in machine learning, a trend which can be observed when OT is used to disambiguate datasets in applications (e.g. single-cell genomics) or used to…
In this paper, we propose a new framework named Communication Optimal Transport (CommOT) for computing the rate distortion (RD) function. This work is motivated by observing the fact that the transition law and the relative entropy in…
Optimal transport (OT) compares probability distributions by computing a meaningful alignment between their samples. CO-optimal transport (COOT) takes this comparison further by inferring an alignment between features as well. While this…
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…
We consider the statistical inverse problem to recover $f$ from noisy measurements $Y = Tf + \sigma \xi$ where $\xi$ is Gaussian white noise and $T$ a compact operator between Hilbert spaces. Considering general reconstruction methods of…
We study stability and sample complexity properties of divergence regularized optimal transport (DOT). First, we obtain quantitative stability results for optimizers of DOT measured in Wasserstein distance, which are applicable to a wide…
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 $\pi_{*}$…
Neural ordinary differential equations (ODEs) provide expressive representations of invertible transport maps that can be used to approximate complex probability distributions, e.g., for generative modeling, density estimation, and Bayesian…
Given samples from two joint distributions, we consider the problem of Optimal Transportation (OT) between them when conditioned on a common variable. We focus on the general setting where the conditioned variable may be continuous, and the…
Optimal Transport (OT) is a resource allocation problem with applications in biology, data science, economics and statistics, among others. In some of the applications, practitioners have access to samples which approximate the continuous…