25 research outputs found

    Minimax estimation of smooth optimal transport maps

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    Brenier's theorem is a cornerstone of optimal transport that guarantees the existence of an optimal transport map TT between two probability distributions PP and QQ over Rd\mathbb{R}^d under certain regularity conditions. The main goal of this work is to establish the minimax estimation rates for such a transport map from data sampled from PP and QQ under additional smoothness assumptions on TT. To achieve this goal, we develop an estimator based on the minimization of an empirical version of the semi-dual optimal transport problem, restricted to truncated wavelet expansions. This estimator is shown to achieve near minimax optimality using new stability arguments for the semi-dual and a complementary minimax lower bound. Furthermore, we provide numerical experiments on synthetic data supporting our theoretical findings and highlighting the practical benefits of smoothness regularization. These are the first minimax estimation rates for transport maps in general dimension.Comment: 53 pages, 6 figure

    Fully Probabilistic Design for Optimal Transport

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    The goal of this paper is to introduce a new theoretical framework for Optimal Transport (OT), using the terminology and techniques of Fully Probabilistic Design (FPD). Optimal Transport is the canonical method for comparing probability measures and has been successfully applied in a wide range of areas (computer vision Rubner et al. [2004], computer graphics Solomon et al. [2015], natural language processing Kusner et al. [2015], etc.). However, we argue that the current OT framework suffers from two shortcomings: first, it is hard to induce generic constraints and probabilistic knowledge in the OT problem; second, the current formalism does not address the question of uncertainty in the marginals, lacking therefore the mechanisms to design robust solutions. By viewing the OT problem as the optimal design of a probability density function with marginal constraints, we prove that OT is an instance of the more generic FPD framework. In this new setting, we can furnish the OT framework with the necessary mechanisms for processing probabilistic constraints and deriving uncertainty quantifiers, hence establishing a new extended framework, called FPD-OT. Our main contribution in this paper is to establish the connection between OT and FPD, providing new theoretical insights for both. This will lay the foundations for the application of FPD-OT in a subsequent work, notably in processing more sophisticated knowledge constraints, as well as in designing robust solutions in the case of uncertain marginals.Comment: Keywords: Optimal Transport, Fully Probabilistic Design, Convex optimizatio

    Optimal Transport vs Many-to-many assignment for Graph Matching

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    National audienceGraph matching for shape comparison or network analysis is a challenging issue in machine learning and computer vision. Gener-ally, this problem is formulated as an assignment task, where we seek the optimal matching between the vertices that minimizes the differencebetween the graphs. We compare a standard approach to perform graph matching, to a slightly-adapted version of regularized optimal transport,initially conceived to obtain the Gromov-Wassersein distance between structured objects (e.g. graphs) with probability masses associated to thenodes. We adapt the latter formulation to undirected and unlabeled graphs of different dimensions, by adding dummy vertices to cast the probleminto an assignment framework. The experiments are performed on randomly generated graphs onto which different spatial transformations areapplied. The results are compared with respect to the matching cost and execution time, showcasing the different limitations and/or advantagesof using these techniques for the comparison of graph networks

    InfoOT: Information Maximizing Optimal Transport

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    Optimal transport aligns samples across distributions by minimizing the transportation cost between them, e.g., the geometric distances. Yet, it ignores coherence structure in the data such as clusters, does not handle outliers well, and cannot integrate new data points. To address these drawbacks, we propose InfoOT, an information-theoretic extension of optimal transport that maximizes the mutual information between domains while minimizing geometric distances. The resulting objective can still be formulated as a (generalized) optimal transport problem, and can be efficiently solved by projected gradient descent. This formulation yields a new projection method that is robust to outliers and generalizes to unseen samples. Empirically, InfoOT improves the quality of alignments across benchmarks in domain adaptation, cross-domain retrieval, and single-cell alignment
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