2020
DOI: 10.1137/19m1261122
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Inverse Optimal Transport

Abstract: Discrete optimal transportation problems arise in various contexts in engineering, the sciences and the social sciences. Often the underlying cost criterion is unknown, or only partly known, and the observed optimal solutions are corrupted by noise. In this paper we propose a systematic approach to infer unknown costs from noisy observations of optimal transportation plans. The algorithm requires only the ability to solve the forward optimal transport problem, which is a linear program, and to generate random … Show more

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Cited by 10 publications
(7 citation statements)
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References 27 publications
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“…Studying the inverse problem and learning the conformational energy landscape: Ultimately, understanding the mechanisms explaining the dynamics between different conformational states can be cast as an inverse problem, aiming to recover the inner cost function associated with observed trajectories between two shapes/conformations. This inverse problem has been an active subject of research for the past few years, with some hypotheses made on the form of the cost function [ 34 - 36 ], and various methods, from deep learning [ 37 ] to Bayesian MCMC methods [ 38 ]. Those methods have in common that they heavily rely on the computation of many forward OT solutions, to learn the cost function.…”
Section: Discussionmentioning
confidence: 99%
“…Studying the inverse problem and learning the conformational energy landscape: Ultimately, understanding the mechanisms explaining the dynamics between different conformational states can be cast as an inverse problem, aiming to recover the inner cost function associated with observed trajectories between two shapes/conformations. This inverse problem has been an active subject of research for the past few years, with some hypotheses made on the form of the cost function [ 34 - 36 ], and various methods, from deep learning [ 37 ] to Bayesian MCMC methods [ 38 ]. Those methods have in common that they heavily rely on the computation of many forward OT solutions, to learn the cost function.…”
Section: Discussionmentioning
confidence: 99%
“…Here the MFG system describes the dynamics of agents, where we have observations about the motion and strategy adopted by the agents during the game. Our observation is time dependent, which is different from the static joint distribution in [30,37]. In addition, for MFG with interaction energy, MFG dynamics can not be formulated as a minimizer of linear programming.…”
Section: Related Workmentioning
confidence: 91%
“…[37] proposes a framework to learn the unknown ground costs from noisy observations during optimal transport. In particular, [30,37] focus on the linear programming formulation of inverse optimal transport problems. Compared to existing works, we focus on PDE formulations of MFGs.…”
Section: Related Workmentioning
confidence: 99%
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“…Implementation of inverse optimization have been applied in various fields , where it is used to measure operational variance in transit operators, to detect shifts in travel/traffic objectives in system security and risk management, to learn mechanism in autonomous vehicles and so forth. Andrew et al [24] present a systematic method to derive obscure costs from observations with noisy data of the optimal transportation plans. They implement a formulation of the problem based on graph theory, where nodes represent countries of graphs and assign nonzero weight on the edges between adjacent countries which have a common border.…”
Section: Introductionmentioning
confidence: 99%