Entropic optimal transport (EOT) in continuous spaces with quadratic cost is a classical tool for solving the domain translation problem. In practice, recent approaches optimize a weak dual EOT objective depending on a single potential, but doing so is computationally not efficient due to the intractable log-partition term. Existing methods typically resolve this obstacle in one of two ways: by significantly restricting the transport family to obtain closed-form normalization (via Gaussian-mixture parameterizations), or by using general neural parameterizations that require simulation-based training procedures. We propose Variational Entropic Optimal Transport (VarEOT), based on an exact variational reformulation of the log-partition $\log \mathbb{E}[\exp(\cdot)]$ as a tractable minimization over an auxiliary log-normalizer. This yields a differentiable learning objective optimized with stochastic gradients and avoids the necessity of MCMC simulations during the training. We provide theoretical guarantees, including finite-sample generalization bounds and approximation results under universal function approximation. Experiments on synthetic data and unpaired image-to-image translation demonstrate competitive or improved translation quality, while comparisons within the solvers that use the same weak dual EOT objective support the benefit of the proposed optimization principle. The code for our solver can be found at https://github.com/DrEternity/VarEOT .
An improved central limit theorem and fast convergence rates for entropic transportation costs
IMUVA, Universidad de Valladolid(巴利亚多利德大学IMUVA数学研究所);IMT, Université de Toulouse(图卢兹大学图卢兹数学研究所);Center for Data Science, New York University(纽约大学数据科学中心)
Extending Mean-Field Variational Inference via Entropic Regularization: Theory and Computation
Department of Statistics Columbia University(统计系 哥伦比亚大学);Department of Computer Science and Department of Statistics Columbia University(计算机科学系和统计系 哥伦比亚大学)
Statistical bounds for entropic optimal transport: sample complexity and the central limit theorem
Harvard University(哈佛大学);Massachusetts Institute of Technology(麻省理工学院)
我们证明了几个基本的统计界熵OT的平方欧几里德成本之间的亚高斯概率测度在任意维。首先,通过一个新的样本复杂度的结果,我们建立了收敛速率的熵OT的经验措施。我们的分析在Genevay et al.(2019)的边界上呈指数级改进,并将他们的工作扩展到无界测量。其次,我们基于Del Barrio和Loubes(2019)开发的技术建立了熵OT的中心极限定理。以前,这样的结果只在有限度量空间中才知道。作为我们的结果的应用,我们开发和分析了一种新的技术,用于估计被高斯噪声破坏的随机变量的熵。
Gaussian entropic optimal transport: Schrödinger bridges and the Sinkhorn algorithm
Department of Mathematics, Imperial College London, UK;Centre de Recherche Inria Bordeaux Sud-Ouest, Talence, France;Department of Signal Theory \& Communications, Universidad Carlos III de Madrid, Spain
Decentralized Entropic Optimal Transport for Distributed Distribution Comparison
School of Computer Science and Technology, East China Normal University(华东师范大学计算机科学与技术学院);Gaoling School of Artificial Intelligence, Renmin University of China(中国人民大学高瓴人工智能学院)
Conditional simulation via entropic optimal transport: Toward non-parametric estimation of conditional Brenier maps
CalTech(加州理工学院);Center for Data Science, New York University(纽约大学数据科学中心);Massachusets Institute of Technology(麻省理工学院);Courant Institute of Mathematical Sciences, New York University(纽约大学柯朗数学科学研究所)
INRIA (PreMeDICaL & HeKA)(INRIA(PreMeDICaL与HeKA));CNRS and ENS, PSL Université(CNRS与ENS,PSL大学);Mathematics Institute, University of Warwick(数学研究所,沃里克大学)
Inverse Entropic Optimal Transport Solves Semi-supervised Learning via Data Likelihood Maximization
Institute for Advanced Study(高级研究院);National Research Council Canada(加拿大国家研究理事会);University of Toronto(多伦多大学);St. Petersburg State University(圣彼得格勒国立大学);Skolkovo Institute of Science and Technology(斯克罗夫诺技术研究所);Kazan Federal University(卡兹兰卡联邦大学)
FlashSinkhorn: IO-Aware Entropic Optimal Transport on GPU
Department of Mathematics \& Statistics, University at Albany, Albany, NY, USA;Department of Mathematics;Statistics, University of North Carolina at Charlotte, Charlotte, NC, USA;Department of Computer Science, University at Albany, Albany, NY, USA;IBM T.\ J.\ Watson Research Center, Yorktown Heights, NY, USA
Recursive Entropic Variational Inference for Nonlinear State-Space Models
Amsterdam Machine Learning Lab(阿姆斯特丹机器学习实验室);University of Amsterdam(阿姆斯特丹大学);Information Processing and Telecommunications Center(信息处理与电信中心);Universidad Politécnica de Madrid(马德里理工大学);ELLIS Institute Finland(芬兰埃利斯研究所);Department of Electrical Engineering and Automation(自动化电子工程系);Aalto University(阿尔托大学)