The challenge of approximating functions in infinite-dimensional spaces from finite samples is widely regarded as formidable. In this study, we delve into the challenging problem of the numerical approximation of Sobolev-smooth functions defined on probability spaces. Our particular focus centers on the Wasserstein distance function, which serves as a relevant example. In contrast to the existing body of literature focused on approximating efficiently pointwise evaluations, we chart a new course to define functional approximants by adopting three machine learning-based approaches: 1. Solving a finite number of optimal transport problems and computing the corresponding Wasserstein potentials. 2. Employing empirical risk minimization with Tikhonov regularization in Wasserstein Sobolev spaces. 3. Addressing the problem through the saddle point formulation that characterizes the weak form of the Tikhonov functional's Euler-Lagrange equation. As a theoretical contribution, we furnish explicit and quantitative bounds on generalization errors for each of these solutions. In the proofs, we leverage the theory of metric Sobolev spaces and we combine it with techniques of optimal transport, variational calculus, and large deviation bounds. In our numerical implementation, we harness appropriately designed neural networks to serve as basis functions. These networks undergo training using diverse methodologies. This approach allows us to obtain approximating functions that can be rapidly evaluated after training. Consequently, our constructive solutions significantly enhance at equal accuracy the evaluation speed, surpassing that of state-of-the-art methods by several orders of magnitude.

在这项研究中，我们探讨了在概率空间上定义的Sobolev平滑函数的数值逼近的挑战性问题。我们采用三种基于机器学习的方法，通过求解有限个最优传输问题和计算相应的Wasserstein潜势，使用Wasserstein Sobolev空间中的经验风险最小化和Tikhonov正则化，以及通过表征Tikhonov泛函的Euler-Lagrange方程的弱形式来解决这个问题。作为理论贡献，我们对每种解决方法的泛化误差提供了明确且定量的界限。在数值实现中，我们利用适当设计的神经网络作为基函数，经过多种方法的训练，使我们能够在训练后快速评估逼近函数。因此，我们的构造性解决方案在相同准确性下显著提高了评估速度，超过了现有方法数个数量级。

Wasserstein空间上的逼近理论、计算与深度学习