Statistical optimal transport posed as learning kernel mean embedding

Nath, J S and Jawanpuria, P. (2020) Statistical optimal transport posed as learning kernel mean embedding. In: 34th Conference on Neural Information Processing Systems, NeurIPS 2020,, 6 - 12 December 2020, Virtual, Online.

Full text not available from this repository. (Request a copy)

Abstract

The objective in statistical Optimal Transport (OT) is to consistently estimate the optimal transport plan/map solely using samples from the given source and target marginal distributions. This work takes the novel approach of posing statistical OT as that of learning the transport planâ��s kernel mean embedding from sample based estimates of marginal embeddings. The proposed estimator controls overfitting by employing maximum mean discrepancy based regularization, which is complementary to f-divergence (entropy) based regularization popularly employed in existing estimators. A key result is that, under very mild conditions, e-optimal recovery of the transport plan as well as the Barycentric-projection based transport map is possible with a sample complexity that is completely dimension-free. Moreover, the implicit smoothing in the kernel mean embeddings enables out-of-sample estimation. An appropriate representer theorem is proved leading to a kernelized convex formulation for the estimator, which can then be potentially used to perform OT even in non-standard domains. Empirical results illustrate the efficacy of the proposed approach. Â© 2020 Neural information processing systems foundation. All rights reserved.

[error in script]

IITH Creators: