Neural Optimal Transport
- URL: http://arxiv.org/abs/2201.12220v1
- Date: Fri, 28 Jan 2022 16:24:13 GMT
- Title: Neural Optimal Transport
- Authors: Alexander Korotin, Daniil Selikhanovych, Evgeny Burnaev
- Abstract summary: We present a novel neural-networks-based algorithm to compute optimal transport maps and plans for strong and weak transport costs.
We prove that neural networks are universal approximators of transport plans between probability distributions.
- Score: 82.2689844201373
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: We present a novel neural-networks-based algorithm to compute optimal
transport maps and plans for strong and weak transport costs. To justify the
usage of neural networks, we prove that they are universal approximators of
transport plans between probability distributions. We evaluate the performance
of our optimal transport algorithm on toy examples and on the unpaired
image-to-image style translation task.
Related papers
- Improving Neural Optimal Transport via Displacement Interpolation [16.474572112062535]
Optimal Transport (OT) theory investigates the cost-minimizing transport map that moves a source distribution to a target distribution.
We propose a novel method to improve stability and achieve a better approximation of the OT Map by exploiting displacement.
We demonstrate that DIOTM outperforms existing OT-based models on image-to-image translation tasks.
arXiv Detail & Related papers (2024-10-03T16:42:23Z) - Efficient Neural Network Approaches for Conditional Optimal Transport with Applications in Bayesian Inference [1.740133468405535]
We present two neural network approaches that approximate the solutions of static and conditional optimal transport (COT) problems.
We demonstrate both algorithms, comparing them with competing state-the-art approaches, using benchmark datasets and simulation-based inverse problems.
arXiv Detail & Related papers (2023-10-25T20:20:09Z) - Computing high-dimensional optimal transport by flow neural networks [22.320632565424745]
This work develops a flow-based model that transports from $P$ to an arbitrary $Q$ where both distributions are only accessible via finite samples.
We propose to learn the dynamic optimal transport between $P$ and $Q$ by training a flow neural network.
The trained optimal transport flow subsequently allows for performing many downstream tasks, including infinitesimal density estimation (DRE) and distribution in the latent space for generative models.
arXiv Detail & Related papers (2023-05-19T17:48:21Z) - Neural Optimal Transport with General Cost Functionals [66.41953045707172]
We introduce a novel neural network-based algorithm to compute optimal transport plans for general cost functionals.
As an application, we construct a cost functional to map data distributions while preserving the class-wise structure.
arXiv Detail & Related papers (2022-05-30T20:00:19Z) - Kernel Neural Optimal Transport [82.2689844201373]
We study the Neural Optimal Transport (NOT) algorithm which uses the general optimal transport formulation and learns transport plans.
We show that NOT with the weak quadratic cost might learn fake plans which are not optimal.
We show that they provide improved theoretical guarantees and practical performance.
arXiv Detail & Related papers (2022-05-30T17:26:06Z) - GAN Estimation of Lipschitz Optimal Transport Maps [0.0]
This paper introduces the first statistically consistent estimator of the optimal transport map between two probability distributions, based on neural networks.
We demonstrate that, under regularity assumptions, the obtained generator converges uniformly to the optimal transport map as the sample size increases to infinity.
In contrast to previous work tackling either statistical guarantees or practicality, we provide an expressive and feasible estimator which paves way for optimal transport applications.
arXiv Detail & Related papers (2022-02-16T10:15:56Z) - Score-based Generative Neural Networks for Large-Scale Optimal Transport [15.666205208594565]
In certain cases, the optimal transport plan takes the form of a one-to-one mapping from the source support to the target support.
We study instead the Sinkhorn problem, a regularized form of optimal transport whose solutions are couplings between the source and the target distribution.
We introduce a novel framework for learning the Sinkhorn coupling between two distributions in the form of a score-based generative model.
arXiv Detail & Related papers (2021-10-07T07:45:39Z) - Optimal transport in multilayer networks [68.8204255655161]
We propose a model where optimal flows on different layers contribute differently to the total cost to be minimized.
As an application, we consider transportation networks, where each layer is associated to a different transportation system.
We show an example of this result on the real 2-layer network of the city of Bordeaux with bus and tram, where in certain regimes the presence of the tram network significantly unburdens the traffic on the road network.
arXiv Detail & Related papers (2021-06-14T07:33:09Z) - The Hidden Convex Optimization Landscape of Two-Layer ReLU Neural
Networks: an Exact Characterization of the Optimal Solutions [51.60996023961886]
We prove that finding all globally optimal two-layer ReLU neural networks can be performed by solving a convex optimization program with cone constraints.
Our analysis is novel, characterizes all optimal solutions, and does not leverage duality-based analysis which was recently used to lift neural network training into convex spaces.
arXiv Detail & Related papers (2020-06-10T15:38:30Z) - Feature Robust Optimal Transport for High-dimensional Data [125.04654605998618]
We propose feature-robust optimal transport (FROT) for high-dimensional data, which solves high-dimensional OT problems using feature selection to avoid the curse of dimensionality.
We show that the FROT algorithm achieves state-of-the-art performance in real-world semantic correspondence datasets.
arXiv Detail & Related papers (2020-05-25T14:07:16Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.