Optimal transport (OT) has profoundly impacted machine learning by providing theoretical and computational tools to realign datasets. In this context, given two large point clouds of sizes $n$ and $m$ in $\mathbb{R}^d$, entropic OT (EOT) solvers have emerged as the most reliable tool to either solve the Kantorovich problem and output a $n\times m$ coupling matrix, or to solve the Monge problem and learn a vector-valued push-forward map. While the robustness of EOT couplings/maps makes them a go-to choice in practical applications, EOT solvers remain difficult to tune because of a small but influential set of hyperparameters, notably the omnipresent entropic regularization strength $\varepsilon$. Setting $\varepsilon$ can be difficult, as it simultaneously impacts various performance metrics, such as compute speed, statistical performance, generalization, and bias. In this work, we propose a new class of EOT solvers (ProgOT), that can estimate both plans and transport maps. We take advantage of several opportunities to optimize the computation of EOT solutions by dividing mass displacement using a time discretization, borrowing inspiration from dynamic OT formulations, and conquering each of these steps using EOT with properly scheduled parameters. We provide experimental evidence demonstrating that ProgOT is a faster and more robust alternative to standard solvers when computing couplings at large scales, even outperforming neural network-based approaches. We also prove statistical consistency of our approach for estimating optimal transport maps.

提出了一种名为ProgOT的新类EOT求解器，它能够估计计划和传输映射，通过使用时间离散化分割质量位移、从动态OT公式获得启示并利用适当安排的参数使用EOT来征服这些步骤，我们提供了实验证据表明，在计算大规模耦合时，ProgOT是快速且更可靠的替代标准求解器，甚至优于基于神经网络的方法，并且还证明了我们的方法在估计最优传输映射时具有统计一致性。

渐进式熵最优输运求解器