Differentiable Cost-Parameterized Monge Map Estimators

Samuel Howard, George Deligiannidis, Patrick Rebeschini, James Thornton

Keywords: Optimal Transport

TL;DR: We learn adapted ground-costs and corresponding OT map estimators by optimizing a differentiable cost-parameterized Monge map estimator to be consistent with known prior information.

Abstract:

Within the field of optimal transport (OT), the choice of ground cost is crucial to ensuring that the optimality of a transport map corresponds to being useful in real-world applications.
It is therefore desirable to use known information to tailor cost functions and hence learn OT maps which are adapted to the problem at hand.
By considering a class of neural ground costs whose Monge maps have a known form, we construct a differentiable Monge map estimator which can be trained to exhibit desirable properties.
In doing so, we simultaneously learn both an OT map estimator and a corresponding adapted cost function.
Through suitable choices of loss function, our method provides a general approach for incorporating prior information about the Monge map itself when learning adapted OT maps and cost functions.

Submission Number: 33