This type of data is commonly encountered in many fields, including economy (Bugni et al. (2009)), computational biology (Giacofci et al. (2013)) or environmental sciences (Bouveyron et al. (2021a)), to name a few. For an in-depth review of techniques and applications, we refer the interested readers to the books of Ferraty and Vieu (2006) and Ramsay and Silverman (2002, 2005). In many of these applications, such as electricity load, used for illustration here, we observe multiple curves corresponding to several individuals over a given time interval. As a result, one can expect a high heterogeneity of the data, both at the level of the studied individuals, that may correspond to different behavior or consumer profiles, but also on the time dimension where changes of power consumption regimes are likely to occur over the course of one year for instance. To consider a parametric model, homogeneous data is required, both at population and time levels.

In this paper, we present a novel method for co-clustering, an unsupervised learning approach that aims at discovering homogeneous groups of data instances and features by grouping them simultaneously. The proposed method uses the entropy regularized optimal transport between empirical measures defined on data instances and features in order to obtain an estimated joint probability density function represented by the optimal coupling matrix. This matrix is further factorized to obtain the induced row and columns partitions using multiscale representations approach. To justify our method theoretically, we show how the solution of the regularized optimal transport can be seen from the variational inference perspective thus motivating its use for co-clustering. The algorithm derived for the proposed method and its kernelized version based on the notion of Gromov-Wasserstein distance are fast, accurate and can determine automatically the number of both row and column clusters. These features are vividly demonstrated through extensive experimental evaluations.