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相关论文: New Algorithmic Directions in Optimal Transport an…

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We consider the problem of finding an optimal transport plan between an absolutely continuous measure $\mu$ on $\mathcal{X} \subset \mathbb{R}^d$ and a finitely supported measure $\nu$ on $\mathbb{R}^d$ when the transport cost is the…

数值分析 · 数学 2018-10-08 Valentin Hartmann , Dominic Schuhmacher

We introduce a new class of objectives for optimal transport computations of datasets in high-dimensional Euclidean spaces. The new objectives are parametrized by $\rho \geq 1$, and provide a metric space $\mathcal{R}_{\rho}(\cdot, \cdot)$…

数据结构与算法 · 计算机科学 2023-07-20 Moses Charikar , Beidi Chen , Christopher Re , Erik Waingarten

Efficient computation of the optimal transport distance between two distributions serves as an algorithm subroutine that empowers various applications. This paper develops a scalable first-order optimization-based method that computes…

机器学习 · 计算机科学 2024-06-21 Gen Li , Yanxi Chen , Yu Huang , Yuejie Chi , H. Vincent Poor , Yuxin Chen

In this work, we provide faster algorithms for approximating the optimal transport distance, e.g. earth mover's distance, between two discrete probability distributions $\mu, \nu \in \Delta^n$. Given a cost function $C : [n] \times [n] \to…

数据结构与算法 · 计算机科学 2020-01-29 Jose Blanchet , Arun Jambulapati , Carson Kent , Aaron Sidford

We introduce a new second order stochastic algorithm to estimate the entropically regularized optimal transport cost between two probability measures. The source measure can be arbitrary chosen, either absolutely continuous or discrete,…

统计理论 · 数学 2022-03-03 Bernard Bercu , Jérémie Bigot , Sébastien Gadat , Emilia Siviero

Let $R$ and $B$ be two point sets in $\mathbb{R}^d$, with $|R|+ |B| = n$ and where $d$ is a constant. Next, let $\lambda : R \cup B \to \mathbb{N}$ such that $\sum_{r \in R } \lambda(r) = \sum_{b \in B} \lambda(b)$ be demand functions over…

数据结构与算法 · 计算机科学 2019-03-21 Pankaj K. Agarwal , Kyle Fox , Debmalya Panigrahi , Kasturi R. Varadarajan , Allen Xiao

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

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 machine learning and computer graphics, a fundamental task is the approximation of a probability density function through a well-dispersed collection of samples. Providing a formal metric for measuring the distance between probability…

图形学 · 计算机科学 2024-02-28 Baptiste Genest , Nicolas Courty , David Coeurjolly

Given a set of points $P = (P^+ \sqcup P^-) \subset \mathbb{R}^d$ for some constant $d$ and a supply function $\mu:P\to \mathbb{R}$ such that $\mu(p) > 0~\forall p \in P^+$, $\mu(p) < 0~\forall p \in P^-$, and $\sum_{p\in P}{\mu(p)} = 0$,…

计算几何 · 计算机科学 2023-09-29 Emily Fox , Jiashuai Lu

The geometric transportation problem takes as input a set of points $P$ in $d$-dimensional Euclidean space and a supply function $\mu : P \to \mathbb{R}$. The goal is to find a transportation map, a non-negative assignment $\tau : P \times…

计算几何 · 计算机科学 2022-05-03 Kyle Fox , Jiashuai Lu

In machine learning and computer vision, optimal transport has had significant success in learning generative models and defining metric distances between structured and stochastic data objects, that can be cast as probability measures. The…

机器学习 · 计算机科学 2020-10-20 Anton Mallasto , Markus Heinonen , Samuel Kaski

For probability measures on countable spaces we derive distributional limits for empirical entropic optimal transport quantities. More precisely, we show that the empirical optimal transport plan weakly converges to a centered Gaussian…

概率论 · 数学 2022-12-27 Shayan Hundrieser , Marcel Klatt , Axel Munk

It is well-known that plug-in statistical estimation of optimal transport suffers from the curse of dimensionality. Despite recent efforts to improve the rate of estimation with the smoothness of the problem, the computational complexity of…

Optimal Transport is a popular distance metric for measuring similarity between distributions. Exact algorithms for computing Optimal Transport can be slow, which has motivated the development of approximate numerical solvers (e.g. Sinkhorn…

机器学习 · 计算机科学 2022-03-09 Nathaniel Lahn , Sharath Raghvendra , Kaiyi Zhang

The main result of this paper is the existence of an optimal transport map $T$ between two given measures $\mu$ and $\nu$, for a cost which considers the maximal oscillation of $T$ at scale $\delta$, given by…

最优化与控制 · 数学 2021-04-14 Didier Lesesvre , Paul Pegon , Filippo Santambrogio

We propose a simple subsampling scheme for fast randomized approximate computation of optimal transport distances. This scheme operates on a random subset of the full data and can use any exact algorithm as a black-box back-end, including…

统计计算 · 统计学 2020-12-17 Max Sommerfeld , Jörn Schrieber , Yoav Zemel , Axel Munk

We consider the one-to-one Pickup and Delivery Problem (PDP) in Euclidean Space with arbitrary dimension $d$ where $n$ transportation requests are picked i.i.d. with a separate origin-destination pair for each object to be moved. First, we…

计算复杂性 · 计算机科学 2016-10-31 Martin Olsen

We establish the validity of asymptotic limits for the general transportation problem between random i.i.d. points and their common distribution, with respect to the squared Euclidean distance cost, in any dimension larger than three.…

概率论 · 数学 2025-02-18 Martin Huesmann , Michael Goldman , Dario Trevisan

We present an optimal transport framework for performing regression when both the covariate and the response are probability distributions on a compact Euclidean subset $\Omega\subset\mathbb{R}^d$, where $d>1$. Extending beyond compactly…

统计理论 · 数学 2024-03-05 Laya Ghodrati , Victor M. Panaretos
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