Fast Unbalanced Optimal Transport on a Tree

This study examines the time complexities of the unbalanced optimal transport problems from an algorithmic perspective for the first time. We reveal which problems in unbalanced optimal transport can/cannot be solved efficiently. Specifically, we prove that the Kantorovich Rubinstein distance and optimal partial transport in the Euclidean metric cannot be computed in strongly subquadratic time under the strong exponential time hypothesis. Then, we propose an algorithm that solves a more general unbalanced optimal transport problem exactly in quasi-linear time on a tree metric. The proposed algorithm processes a tree with one million nodes in less than one second. Our analysis forms a foundation for the theoretical study of unbalanced optimal transport algorithms and opens the door to the applications of unbalanced optimal transport to million-scale datasets.Comment: Accepted to NeurIPS 202

Tropical Optimal Transport and Wasserstein Distances

We study the problem of optimal transport in tropical geometry and define the Wasserstein-$p$ distances in the continuous metric measure space setting of the tropical projective torus. We specify the tropical metric -- a combinatorial metric that has been used to study of the tropical geometric space of phylogenetic trees -- as the ground metric and study the cases of $p=1,2$ in detail. The case of $p=1$ gives an efficient computation of geodesics on the tropical projective torus, while the case of $p=2$ gives a form for Fr\'{e}chet means and a general inner product structure. Our results also provide theoretical foundations for geometric insight a statistical framework in a tropical geometric setting. We construct explicit algorithms for the computation of the tropical Wasserstein-1 and 2 distances and prove their convergence. Our results provide the first study of the Wasserstein distances and optimal transport in tropical geometry. Several numerical examples are provided.Comment: 33 pages, 9 figures, 3 table