Neural Optimal Transport with General Cost Functionals

Fuente: arXiv
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Autori principali: Asadulaev, Arip, Korotin, Alexander, Egiazarian, Vage, Mokrov, Petr, Burnaev, Evgeny
Natura: Preprint
Pubblicazione: 2022
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author Asadulaev, Arip
Korotin, Alexander
Egiazarian, Vage
Mokrov, Petr
Burnaev, Evgeny
author_facet Asadulaev, Arip
Korotin, Alexander
Egiazarian, Vage
Mokrov, Petr
Burnaev, Evgeny
contents We introduce a novel neural network-based algorithm to compute optimal transport (OT) plans for general cost functionals. In contrast to common Euclidean costs, i.e., $\ell^1$ or $\ell^2$, such functionals provide more flexibility and allow using auxiliary information, such as class labels, to construct the required transport map. Existing methods for general costs are discrete and have limitations in practice, i.e. they do not provide an out-of-sample estimation. We address the challenge of designing a continuous OT approach for general costs that generalizes to new data points in high-dimensional spaces, such as images. Additionally, we provide the theoretical error analysis for our recovered transport plans. As an application, we construct a cost functional to map data distributions while preserving the class-wise structure.
format Preprint
id arxiv_https___arxiv_org_abs_2205_15403
institution arXiv
publishDate 2022
record_format arxiv
spellingShingle Neural Optimal Transport with General Cost Functionals
Asadulaev, Arip
Korotin, Alexander
Egiazarian, Vage
Mokrov, Petr
Burnaev, Evgeny
Machine Learning
We introduce a novel neural network-based algorithm to compute optimal transport (OT) plans for general cost functionals. In contrast to common Euclidean costs, i.e., $\ell^1$ or $\ell^2$, such functionals provide more flexibility and allow using auxiliary information, such as class labels, to construct the required transport map. Existing methods for general costs are discrete and have limitations in practice, i.e. they do not provide an out-of-sample estimation. We address the challenge of designing a continuous OT approach for general costs that generalizes to new data points in high-dimensional spaces, such as images. Additionally, we provide the theoretical error analysis for our recovered transport plans. As an application, we construct a cost functional to map data distributions while preserving the class-wise structure.
title Neural Optimal Transport with General Cost Functionals
topic Machine Learning
url https://arxiv.org/abs/2205.15403