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Biconvex Optimization
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biconvex-optimization-5f988e9d·1 events·first seen 15d agoAliases: Biconvex Optimization
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differentiable convex optimizationdistributed optimizationPrivate Stochastic Convex OptimizationBayesian OptimizationConvexTokProximal Policy OptimizationBayesian Multiobjective OptimizationBoundary SharpeningMondrian Conformal PredictionFrank-Wolfe OptimizationVector Policy OptimizationFastConformer-Large
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Optimal Mixture Transport (OMT): Biconvex Formulation for Scalable, Stable Optimal Transport
This paper introduces Optimal Mixture Transport (OMT), a framework that reformulates optimal transport between probability distributions as a strictly biconvex optimization problem with a provably unique global minimizer. By operating at the level of mixture components (modeled as exponential-family distributions) rather than individual samples, OMT decouples computational complexity from sample size. The authors provide theoretical stability guarantees showing bounded perturbations yield bounded changes in transport plans, and validate the approach on image data and large-scale single-cell RNA sequencing datasets.