Simplifying Optimal Transport through Schatten-p Regularization
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Abstract (arXiv)
We propose a new general framework for recovering low-rank structure in optimal transport using Schatten-p norm regularization. Our approach extends existing methods that promote sparse and interpretable transport maps or plans, while providing a unified and principled family of convex programs that encourage low-dimensional structure. The convexity of our formulation enables direct theoretical analysis: we derive optimality conditions and prove recovery guarantees for low-rank couplings and barycentric maps in simplified settings. To efficiently solve the proposed program, we develop a mirror descent algorithm with convergence guarantees for p ≥ 1. Experiments on synthetic and real data demonstrate the method's efficiency, scalability, and ability to recover low-rank transport structures.
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References · 33
- 2013Sinkhorn Distances: Lightspeed Computation of Optimal Transportation Distancescited by 2,316
- 2023Sparse Autoencoders Find Highly Interpretable Features in Language Modelscited by 1,420
- 2016CVXPY: A Python-Embedded Modeling Language for Convex Optimizationcited by 641
- 2014Convex Optimization: Algorithms and Complexitycited by 575
- 2015Optimal Transport for Domain Adaptationcited by 463
- 2017Near-linear time approximation algorithms for optimal transport via Sinkhorn iterationcited by 223
- 2020Learning Diverse and Discriminative Representations via the Principle of Maximal Coding Rate Reductioncited by 142
- 2019Subspace Robust Wasserstein Distancescited by 90
- 2017Smooth and Sparse Optimal Transportcited by 83
- 2023White-Box Transformers via Sparse Rate Reductioncited by 80
- 2021Low-Rank Sinkhorn Factorizationcited by 67
- 2013Regularized Discrete Optimal Transportcited by 54
21 more
- 2024Statistical optimal transportcited by 47
- 2018Statistical Optimal Transport via Factored Couplingscited by 38
- 2019Scalable Semidefinite Programmingcited by 36
- 2018Subgradient methods for sharp weakly convex functionscited by 33
- 2018Towards Optimal Transport with Global Invariancescited by 33
- 2015Weighted Schatten p-Norm Minimization for Image Denoising and Background Subtractioncited by 29
- 2023Scalable Optimal Transport Methods in Machine Learning: A Contemporary Surveycited by 27
- 2015Nonconvex Nonsmooth Low-Rank Minimization via Iteratively Reweighted Nuclear Normcited by 23
- 2017A Well-Tempered Landscape for Non-convex Robust Subspace Recoverycited by 18
- 2020Making transport more robust and interpretable by moving data through a small number of anchor pointscited by 18
- 2023Monge, Bregman and Occam: Interpretable Optimal Transport in High-Dimensions with Feature-Sparse Mapscited by 16
- 2019Quadratically regularized optimal transportcited by 15
- 2019Factor Group-Sparse Regularization for Efficient Low-Rank Matrix Recoverycited by 15
- 2024Nuclear Norm Regularization for Deep Learningcited by 11
- 2025Hierarchical Refinement: Optimal Transport to Infinity and Beyondcited by 9
- 2023Structured Transforms Across Spaces with Cost-Regularized Optimal Transportcited by 8
- 2023Efficient and Accurate Optimal Transport with Mirror Descent and Conjugate Gradientscited by 7
- 2024Low-Rank Optimal Transport through Factor Relaxation with Latent Couplingcited by 7
- 2023Learning Elastic Costs to Shape Monge Displacementscited by 6
- 2024Sparsity of Quadratically Regularized Optimal Transport: Scalar Casecited by 4
- 2025Displacement-Sparse Neural Optimal Transportcited by 1
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