arXiv Machine Learning By Cl\'ement Bonet, Pierre-Cyril Aubin-Frankowski, Youssef Mroueh

Difference of Convex Programming in the Wasserstein Space with Applications to MMD Optimization

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arXiv:2606. 27767v1 Announce Type: new Abstract: Optimizing functionals over the space of probability measures is now ubiquitous in machine learning.

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arXiv Machine Learning
Jul 22

Linear convergence of proximal descent schemes on the Wasserstein space

arXiv:2411. 15067v2 Announce Type: replace-cross Abstract: We investigate proximal descent methods, inspired by the minimizing movement scheme introduced by Jordan, Kinderlehrer and Otto, for optimizing entropy-regularized functionals on the Wasserstein space.

By Razvan-Andrei Lascu, Mateusz B. Majka, David \v{S}i\v{s}ka, {\L}ukasz Szpruch
arXiv Machine Learning
Jun 30

Wasserstein Distributionally Robust Regret Optimization

arXiv:2504. 10796v4 Announce Type: replace-cross Abstract: Distributionally robust optimization (DRO) is widely used for decision-making under uncertainty, but its adversarial focus on worst-case loss can lead to overly conservative policies.

By Lukas-Benedikt Fiechtner, Jose Blanchet