In this paper, we present a novel and principled approach to learn the optimal transport between two distributions, from samples. Guided by the optimal transport theory, we learn the optimal Kantorovich potential which induces the optimal transport map. This involves learning two convex functions, by solving a novel minimax optimization. Building upon recent advances in the field of input convex neural networks, we propose a new framework where the gradient of one convex function represents the optimal transport mapping. Numerical experiments confirm that we learn the optimal transport mapping. This approach ensures that the transport mapping we find is optimal independent of how we initialize the neural networks. Further, target distributions from a discontinuous support can be easily captured, as gradient of a convex function naturally models a {\em discontinuous} transport mapping.

本文提出了一种新的、原则性的方法来从样本中学习两个分布之间的最优传输，学习方法基于最优传输理论并涉及解决一个新的极小极大优化问题，通过最优Kantorovich势量级诱导最优传输映射，借鉴最近在输入凸型神经网络领域的进展，提出了一个新的框架，其中一个凸函数的梯度表示最优传输映射。数值实验表明，我们学习到了最优传输映射，这一方法确保我们发现的传输映射独立于神经网络的初始化方式。而且，由于凸函数的梯度自然地模拟了不连续的传输映射，因此可以轻松捕捉具有不连续支持的目标分布。

通过输入凸神经网络实现最优传输映射