Search Results for author: François-Xavier Vialard

Found 19 papers, 12 papers with code

Semi-Discrete Optimal Transport: Nearly Minimax Estimation With Stochastic Gradient Descent and Adaptive Entropic Regularization

no code implementations23 May 2024 Ferdinand Genans, Antoine Godichon-Baggioni, François-Xavier Vialard, Olivier Wintenberger

In this work, we answer positively to this question by (i) proving an $\mathcal{O}(t^{-1})$ lower bound rate for the OT map, using the similarity between Laguerre cells estimation and density support estimation, and (ii) proposing a Stochastic Gradient Descent (SGD) algorithm with adaptive entropic regularization and averaging acceleration.

Unbalanced Optimal Transport, from Theory to Numerics

no code implementations16 Nov 2022 Thibault Séjourné, Gabriel Peyré, François-Xavier Vialard

Optimal Transport (OT) has recently emerged as a central tool in data sciences to compare in a geometrically faithful way point clouds and more generally probability distributions.

Toric Geometry of Entropic Regularization

1 code implementation3 Feb 2022 Bernd Sturmfels, Simon Telen, François-Xavier Vialard, Max von Renesse

Entropic regularization is a method for large-scale linear programming.

Faster Unbalanced Optimal Transport: Translation invariant Sinkhorn and 1-D Frank-Wolfe

no code implementations3 Jan 2022 Thibault Séjourné, François-Xavier Vialard, Gabriel Peyré

In this work, we identify the cause for this deficiency, namely the lack of a global normalization of the iterates, which equivalently corresponds to a translation of the dual OT potentials.

Translation

Global convergence of ResNets: From finite to infinite width using linear parameterization

1 code implementation10 Dec 2021 Raphaël Barboni, Gabriel Peyré, François-Xavier Vialard

To bridge the gap between the lazy and mean field regimes, we study Residual Networks (ResNets) in which the residual block has linear parametrization while still being nonlinear.

Near-optimal estimation of smooth transport maps with kernel sums-of-squares

no code implementations3 Dec 2021 Boris Muzellec, Adrien Vacher, Francis Bach, François-Xavier Vialard, Alessandro Rudi

It was recently shown that under smoothness conditions, the squared Wasserstein distance between two distributions could be efficiently computed with appealing statistical error upper bounds.

A Shooting Formulation of Deep Learning

no code implementations NeurIPS 2020 François-Xavier Vialard, Roland Kwitt, Susan Wei, Marc Niethammer

Continuous-depth neural networks can be viewed as deep limits of discrete neural networks whose dynamics resemble a discretization of an ordinary differential equation (ODE).

Faster Wasserstein Distance Estimation with the Sinkhorn Divergence

no code implementations NeurIPS 2020 Lenaic Chizat, Pierre Roussillon, Flavien Léger, François-Xavier Vialard, Gabriel Peyré

We also propose and analyze an estimator based on Richardson extrapolation of the Sinkhorn divergence which enjoys improved statistical and computational efficiency guarantees, under a condition on the regularity of the approximation error, which is in particular satisfied for Gaussian densities.

Computational Efficiency

Sinkhorn Divergences for Unbalanced Optimal Transport

4 code implementations28 Oct 2019 Thibault Séjourné, Jean Feydy, François-Xavier Vialard, Alain Trouvé, Gabriel Peyré

Optimal transport induces the Earth Mover's (Wasserstein) distance between probability distributions, a geometric divergence that is relevant to a wide range of problems.

Interpolating between Optimal Transport and MMD using Sinkhorn Divergences

1 code implementation18 Oct 2018 Jean Feydy, Thibault Séjourné, François-Xavier Vialard, Shun-ichi Amari, Alain Trouvé, Gabriel Peyré

Comparing probability distributions is a fundamental problem in data sciences.

Statistics Theory Statistics Theory 62

Quantum Optimal Transport for Tensor Field Processing

1 code implementation20 Dec 2016 Gabriel Peyré, Lenaïc Chizat, François-Xavier Vialard, Justin Solomon

This "quantum" formulation of OT (Q-OT) corresponds to a relaxed version of the classical Kantorovich transport problem, where the fidelity between the input PSD-valued measures is captured using the geometry of the Von-Neumann quantum entropy.

Graphics

Scaling Algorithms for Unbalanced Transport Problems

3 code implementations20 Jul 2016 Lenaic Chizat, Gabriel Peyré, Bernhard Schmitzer, François-Xavier Vialard

This article introduces a new class of fast algorithms to approximate variational problems involving unbalanced optimal transport.

Optimization and Control 65K10

Unbalanced Optimal Transport: Geometry and Kantorovich Formulation

1 code implementation21 Aug 2015 Lenaic Chizat, Gabriel Peyré, Bernhard Schmitzer, François-Xavier Vialard

These distances are defined by two equivalent alternative formulations: (i) a "fluid dynamic" formulation defining the distance as a geodesic distance over the space of measures (ii) a static "Kantorovich" formulation where the distance is the minimum of an optimization program over pairs of couplings describing the transfer (transport, creation and destruction) of mass between two measures.

Optimization and Control

An Interpolating Distance between Optimal Transport and Fisher-Rao

1 code implementation22 Jun 2015 Lenaic Chizat, Bernhard Schmitzer, Gabriel Peyré, François-Xavier Vialard

This metric interpolates between the quadratic Wasserstein and the Fisher-Rao metrics and generalizes optimal transport to measures with different masses.

Analysis of PDEs

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