Computational optimal transport: With applications to data science

G Peyré, M Cuturi - Foundations and Trends® in Machine …, 2019 - nowpublishers.com
Optimal transport (OT) theory can be informally described using the words of the French
mathematician Gaspard Monge (1746–1818): A worker with a shovel in hand has to move a …

A smoothed dual approach for variational Wasserstein problems

M Cuturi, G Peyré - SIAM Journal on Imaging Sciences, 2016 - SIAM
Variational problems that involve Wasserstein distances have been recently proposed to
summarize and learn from probability measures. Despite being conceptually simple, such …

Fast dictionary learning with a smoothed Wasserstein loss

A Rolet, M Cuturi, G Peyré - Artificial intelligence and …, 2016 - proceedings.mlr.press
We consider in this paper the dictionary learning problem when the observations are
normalized histograms of features. This problem can be tackled using non-negative matrix …

Regularized optimal transport and the rot mover's distance

A Dessein, N Papadakis, JL Rouas - Journal of Machine Learning …, 2018 - jmlr.org
This paper presents a unified framework for smooth convex regularization of discrete optimal
transport problems. In this context, the regularized optimal transport turns out to be …

Semidual regularized optimal transport

M Cuturi, G Peyré - SIAM Review, 2018 - SIAM
Variational problems that involve Wasserstein distances and more generally optimal
transport (OT) theory are playing an increasingly important role in data sciences. Such …

Sparsistency for inverse optimal transport

F Andrade, G Peyré, C Poon - arxiv preprint arxiv:2310.05461, 2023 - arxiv.org
Optimal Transport is a useful metric to compare probability distributions and to compute a
pairing given a ground cost. Its entropic regularization variant (eOT) is crucial to have fast …

Optimal spectral transportation with application to music transcription

R Flamary, C Févotte, N Courty… - Advances in Neural …, 2016 - proceedings.neurips.cc
Many spectral unmixing methods rely on the non-negative decomposition of spectral data
onto a dictionary of spectral templates. In particular, state-of-the-art music transcription …

Ground metric learning on graphs

M Heitz, N Bonneel, D Coeurjolly, M Cuturi… - Journal of Mathematical …, 2021 - Springer
Optimal transport (OT) distances between probability distributions are parameterized by the
ground metric they use between observations. Their relevance for real-life applications …

Complexity of block coordinate descent with proximal regularization and applications to Wasserstein CP-dictionary learning

D Kwon, H Lyu - International Conference on Machine …, 2023 - proceedings.mlr.press
We consider the block coordinate descent methods of Gauss-Seidel type with proximal
regularization (BCD-PR), which is a classical method of minimizing general nonconvex …

TensorAnalyzer: identification of urban patterns in big cities using non-negative tensor factorization

J Silveira, G García, A Paiva, M Nery, S Adorno… - arxiv preprint arxiv …, 2022 - arxiv.org
Extracting relevant urban patterns from multiple data sources can be difficult using classical
clustering algorithms since we have to make a suitable setup of the hyperparameters of the …