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Revisiting Sinkhorn for Partial Optimal Transport: Efficient Gradient Methods and Infeasibility

Revisiting Sinkhorn for Partial Optimal Transport: Efficient Gradient Methods and Infeasibility

Optimal transport is a mathematical framework used to compare and match two probability distributions. It has gained significant attention in recent years due to its applications in various fields, including image registration, machine learning, and computer vision. This article provides a comprehensive overview of optimal transport, its history, concepts, and applications.

Section 1: What is Optimal Transport?

Optimal transport is a mathematical problem that aims to find the best way to move mass from one distribution to another while minimizing the total cost. It is like moving water from one reservoir to another while ensuring the least amount of spillage. The problem can be formalized as follows: given two probability distributions, find the optimal transport plan that aligns them with the minimum cost.

Section 2: History of Optimal Transport

Optimal transport has a rich history dating back to the 18th century when it was first introduced by Monge. Over the years, it has been used in various applications, including image registration, machine learning, and computer vision. The concept of optimal transport has evolved over time, with significant advancements in the field.

Section 3: Concepts of Optimal Transport

Optimal transport involves several concepts, including the cost function, the transport plan, and the distance metric. The cost function measures the distance between the two distributions, while the transport plan determines the optimal way to move mass from one distribution to another. The distance metric is used to measure the similarity between the two distributions.

Section 4: Applications of Optimal Transport

Optimal transport has numerous applications in various fields, including:

  1. Image registration: Optimal transport can be used to align images with different levels of noise or distortion.
  2. Machine learning: Optimal transport can be used as a regularization term in machine learning algorithms to enforce similarity between the training data and the model.
  3. Computer vision: Optimal transport can be used to match features between two images, such as edges or corners.
  4. Time-series analysis: Optimal transport can be used to align time-series data to identify patterns and trends.
  5. Generative models: Optimal transport can be used to train generative models that can generate new samples similar to the training data.

Conclusion

Optimal transport is a powerful mathematical framework used in various applications, including image registration, machine learning, and computer vision. It provides a way to compare and match two probability distributions while minimizing the total cost. Understanding optimal transport is essential for anyone working in these fields, as it can help demystify complex concepts and improve the accuracy of their models. By using everyday language and engaging metaphors or analogies, this summary aims to provide a concise and comprehensive overview of the article without oversimplifying the content.