Abstract Multimarginal Optimal Transport (MOT) has attracted significant interest due to applications in machine learning, statistics, and the sciences. However, in most applications …
NG Trillos, M Jacobs, J Kim - Journal of Machine Learning Research, 2023 - jmlr.org
We study a family of adversarial multiclass classification problems and provide equivalent reformulations in terms of: 1) a family of generalized barycenter problems introduced in the …
Abstract Multimarginal Optimal Transport (MOT) is the problem of linear programming over joint probability distributions with fixed marginals. A key issue in many applications is the …
Alternating minimization (AM) procedures are practically efficient in many applications for solving convex and non-convex optimization problems. On the other hand, Nesterov's …
First-order methods for solving convex optimization problems have been at the forefront of mathematical optimization in the last 20 years. The rapid development of this important class …
Multi-marginal optimal transport enables one to compare multiple probability measures, which increasingly finds application in multi-task learning problems. One practical limitation …
R Krawtschenko, CA Uribe, A Gasnikov… - arXiv preprint arXiv …, 2020 - arxiv.org
We study the problem of the decentralized computation of entropy-regularized semi-discrete Wasserstein barycenters over a network. Building upon recent primal-dual approaches, we …
We propose a numerical algorithm for computing approximately optimal solutions of the matching for teams problem. Our algorithm is efficient for problems involving a large number …
In this work we propose a batch multimarginal version of the Greenkhorn algorithm for the entropic-regularized optimal transport problem. This framework is general enough to cover …