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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

This contribution presents substantial computational advancements to compare measures even with varying masses. Specifically, we utilize the nonequispaced fast Fourier transform to accelerate the radial kernel convolution in unbalanced…

最优化与控制 · 数学 2024-05-15 Rajmadan Lakshmanan , Alois Pichler

Optimal transport induces the Earth Mover's (Wasserstein) distance between probability distributions, a geometric divergence that is relevant to a wide range of problems. Over the last decade, two relaxations of optimal transport have been…

最优化与控制 · 数学 2023-01-18 Thibault Séjourné , Jean Feydy , François-Xavier Vialard , Alain Trouvé , Gabriel Peyré

Efficient computation of optimal transport distance between distributions is of growing importance in data science. Sinkhorn-based methods are currently the state-of-the-art for such computations, but require $O(n^2)$ computations. In…

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

Reduced order models (ROMs) are widely used in scientific computing to tackle high-dimensional systems. However, traditional ROM methods may only partially capture the intrinsic geometric characteristics of the data. These characteristics…

数值分析 · 数学 2025-01-13 Moaad Khamlich , Federico Pichi , Gianluigi Rozza

In this paper, we propose an accelerated version for the Sinkhorn algorithm, which is the reference method for computing the solution to Entropic Optimal Transport. Its main draw-back is the exponential slow-down of convergence as the…

数值分析 · 数学 2025-06-19 Reda Chhaibi , Serge Gratton , Samuel Vaiter

The Sinkhorn algorithm is a numerical method for the solution of optimal transport problems. Here, I give a brief survey of this algorithm, with a strong emphasis on its geometric origin: it is natural to view it as a discretization, by…

数值分析 · 数学 2025-08-12 Klas Modin

We consider the numerical solution of the discrete multi-marginal optimal transport (MOT) by means of the Sinkhorn algorithm. In general, the Sinkhorn algorithm suffers from the curse of dimensionality with respect to the number of…

最优化与控制 · 数学 2023-02-22 Fatima Antarou Ba , Michael Quellmalz

The optimal transport (OT) problem aims to find the most efficient mapping between two probability distributions under a given cost function, and has diverse applications in many fields such as machine learning, computer vision and computer…

计算机视觉与模式识别 · 计算机科学 2025-11-04 Yan Bin Ng , Xianfeng Gu

This survey has been written in occasion of the School and Workshop about Optimal Transport on Quantum Structures at Erd\"os Center in September 2022. We discuss some recent results on noncommutative entropic optimal transport problems and…

数学物理 · 物理学 2023-10-17 Lorenzo Portinale

In this paper, we propose the optimal production transport model, which is an extension of the classical optimal transport model. We observe in economics, the production of the factories can always be adjusted within a certain range, while…

最优化与控制 · 数学 2025-07-02 Jie Fan , Tianhao Wu , Hao Wu

We investigate the problem of efficiently computing optimal transport (OT) distances, which is equivalent to the node-capacitated minimum cost maximum flow problem in a bipartite graph. We compare runtimes in computing OT distances on data…

数据结构与算法 · 计算机科学 2020-07-07 Yihe Dong , Yu Gao , Richard Peng , Ilya Razenshteyn , Saurabh Sawlani

Optimal transportation distances are a fundamental family of parameterized distances for histograms. Despite their appealing theoretical properties, excellent performance in retrieval tasks and intuitive formulation, their computation…

机器学习 · 统计学 2014-03-25 Marco Cuturi

Optimal transport (OT) is a powerful tool for measuring the distance between two defined probability distributions. In this paper, we develop a new manifold named the coupling matrix manifold (CMM), where each point on CMM can be regarded…

机器学习 · 计算机科学 2019-11-26 Dai Shi , Junbin Gao , Xia Hong , S. T. Boris Choy , Zhiyong Wang

Sinkhorn algorithm is the de-facto standard approximation algorithm for optimal transport, which has been applied to a variety of applications, including image processing and natural language processing. In theory, the proof of its…

数据结构与算法 · 计算机科学 2025-01-14 Kazuki Watanabe , Noboru Isobe

The objective in statistical Optimal Transport (OT) is to consistently estimate the optimal transport plan/map solely using samples from the given source and target marginal distributions. This work takes the novel approach of posing…

机器学习 · 计算机科学 2020-11-11 J. Saketha Nath , Pratik Jawanpuria

The Sinkhorn algorithm has emerged as a powerful tool for solving optimal transport problems, finding applications in various domains such as machine learning, image processing, and computational biology. Despite its widespread use, the…

最优化与控制 · 数学 2024-05-28 Jose Rafael Espinosa Mena

Sinkhorn's algorithm is a method of choice to solve large-scale optimal transport (OT) problems. In this context, it involves an inverse temperature parameter $\beta$ that determines the speed-accuracy trade-off. To improve this trade-off,…

机器学习 · 计算机科学 2024-08-22 Lénaïc Chizat

Optimal transport (OT) has enjoyed great success in machine learning as a principled way to align datasets via a least-cost correspondence, driven in large part by the runtime efficiency of the Sinkhorn algorithm (Cuturi, 2013). However,…

机器学习 · 计算机科学 2025-08-19 Peter Halmos , Julian Gold , Xinhao Liu , Benjamin J. Raphael
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