Gabriel Peyré

Wednesday 29th May 2019

Time:4.00pm

Ground Floor Seminar Room

25 Howland Street, London, W1T 4JG

Optimal Transport for Machine Learning

Optimal transport (OT) has become a fundamental mathematical tool at the interface between calculus of variations, partial differential equations and probability. It took however much more time for this notion to become mainstream in numerical applications. This situation is in large part due to the high computational cost of the underlying optimization problems. There is a recent wave of activity on the use of OT-related methods in fields as diverse as image processing, computer vision, computer graphics, statistical inference, machine learning. In this talk, I will review an emerging class of numerical approaches for the approximate resolution of OT-based optimization problems. This offers a new perspective for the application of OT in high dimension, to solve supervised (learning with transportation loss function) and unsupervised (generative network training) machine learning problems. More information and references can be found on the website of our book "Computational Optimal Transport" https://optimaltransport.github.io/

Gabriel Peyré is senior researcher at the Centre Nationale de Recherche Scientifique (CNRS) and professor at the Ecole Normale Supérieure, Paris. His research is focused on developing mathematical and numerical tools for imaging sciences and machine learning. Since 2005 Gabriel Peyré has co-authored 70 papers in international journals, 75 conference proceedings in top vision and image processing conferences, and two books. He is the creator of the "Numerical tour of data sciences" (www.numerical-tours.com), a popular online repository of Python/Matlab/Julia/R resources to teach mathematical data sciences. His research was supported by a ERC starting grant (SIGMA-Vision, 2010-2015) and is now supported by a ERC consolidator grant (NORIA 2017-2021). He is the 2017 recipient of the Blaise-Pascal prize from the French Academy of sciences, awarded each year to a young applied mathematician.