arXiv Machine Learning By Wenzhou Xia, Qiaoqiao Ding, Jingwei Liang, Xiaoqun Zhang

Dual-guided Hierarchical Edge Localization for Large-scale Optimal Transport Across Dimensions

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The paper introduces HELLO, a hierarchical solver for large‑scale discrete optimal transport that reduces the problem to edge localization guided by dual potentials. HELLO uses a coarse‑to‑fine initialization across a recursive subsampling hierarchy and a refinement step that inserts the largest dual violators until a KKT residual tolerance is met, achieving linear memory usage. Experiments show that HELLO outperforms strong baselines by an order of magnitude in runtime while attaining lower transport objectives, and it scales to over a million samples in high‑dimensional settings, supporting various OT variants.

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