Efficient Robust Optimal Transport with Application to Multi-Label Classification

@article{Jawanpuria2021EfficientRO,
  title={Efficient Robust Optimal Transport with Application to Multi-Label Classification},
  author={Pratik Jawanpuria and N T V Satyadev and Bamdev Mishra},
  journal={2021 60th IEEE Conference on Decision and Control (CDC)},
  year={2021},
  pages={1490-1495}
}
Optimal transport (OT) is a powerful geometric tool for comparing two distributions and has been employed in various machine learning applications. In this work, we propose a novel OT formulation that takes feature correlations into account while learning the transport plan between two distributions. We model the feature-feature relationship via a symmetric positive semi-definite Mahalanobis metric in the OT cost function. For a certain class of regularizers on the metric, we show that the… 

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