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Computational Optimal Transport - A Mini Tutorial

Offered By: Society for Industrial and Applied Mathematics via YouTube

Tags

Optimal Transport Courses Mathematics Courses Data Science Courses Neural Networks Courses Convex Optimization Courses Automatic Differentiation Courses

Course Description

Overview

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Explore a comprehensive mini-tutorial on computational optimal transport, blending recent techniques to solve complex problems. Begin with the fundamentals of Monge and Kantorovich problems before delving into advanced methods such as convex optimization, automatic differentiation, and neural networks. Learn how these approaches can be applied to approximate optimal transport at scale, handle various cost structures, and operate in high-dimensional regimes. Gain insights from Marco Cuturi of Apple, Inc., who presented this talk at the 2022 SIAM Conference on Mathematics of Data Science in San Diego, California.

Syllabus

Computational Optimal Transport


Taught by

Society for Industrial and Applied Mathematics

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