Computing high-dimensional optimal transport by flow neural networks

• URL: http://arxiv.org/abs/2305.11857v4
• Date: Sun, 4 Feb 2024 20:51:43 GMT
• Title: Computing high-dimensional optimal transport by flow neural networks
• Authors: Chen Xu, Xiuyuan Cheng, Yao Xie
• Abstract summary: 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.
• Score: 22.320632565424745
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: Flow-based models are widely used in generative tasks, including normalizing flow, where a neural network transports from a data distribution $P$ to a normal distribution. 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 model is trained to optimally find an invertible transport map between $P$ and $Q$ by minimizing the transport cost. The trained optimal transport flow subsequently allows for performing many downstream tasks, including infinitesimal density ratio estimation (DRE) and distribution interpolation in the latent space for generative models. The effectiveness of the proposed model on high-dimensional data is demonstrated by strong empirical performance on high-dimensional DRE, OT baselines, and image-to-image translation.

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