Computing Optimal Transport Maps and Wasserstein Barycenters Using Conditional Normalizing Flows

Fuente: arXiv
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Autori principali: Visentin, Gabriele, Cheridito, Patrick
Natura: Preprint
Pubblicazione: 2025
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author Visentin, Gabriele
Cheridito, Patrick
author_facet Visentin, Gabriele
Cheridito, Patrick
contents We present a novel method for efficiently computing optimal transport maps and Wasserstein barycenters in high-dimensional spaces. Our approach uses conditional normalizing flows to approximate the input distributions as invertible pushforward transformations from a common latent space. This makes it possible to directly solve the primal problem using gradient-based minimization of the transport cost, unlike previous methods that rely on dual formulations and complex adversarial optimization. We show how this approach can be extended to compute Wasserstein barycenters by solving a conditional variance minimization problem. A key advantage of our conditional architecture is that it enables the computation of barycenters for hundreds of input distributions, which was computationally infeasible with previous methods. Our numerical experiments illustrate that our approach yields accurate results across various high-dimensional tasks and compares favorably with previous state-of-the-art methods.
format Preprint
id arxiv_https___arxiv_org_abs_2505_22364
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Computing Optimal Transport Maps and Wasserstein Barycenters Using Conditional Normalizing Flows
Visentin, Gabriele
Cheridito, Patrick
Machine Learning
65K99 (Primary) 68T07, 68T99 (Secondary)
We present a novel method for efficiently computing optimal transport maps and Wasserstein barycenters in high-dimensional spaces. Our approach uses conditional normalizing flows to approximate the input distributions as invertible pushforward transformations from a common latent space. This makes it possible to directly solve the primal problem using gradient-based minimization of the transport cost, unlike previous methods that rely on dual formulations and complex adversarial optimization. We show how this approach can be extended to compute Wasserstein barycenters by solving a conditional variance minimization problem. A key advantage of our conditional architecture is that it enables the computation of barycenters for hundreds of input distributions, which was computationally infeasible with previous methods. Our numerical experiments illustrate that our approach yields accurate results across various high-dimensional tasks and compares favorably with previous state-of-the-art methods.
title Computing Optimal Transport Maps and Wasserstein Barycenters Using Conditional Normalizing Flows
topic Machine Learning
65K99 (Primary) 68T07, 68T99 (Secondary)
url https://arxiv.org/abs/2505.22364