论文标题

一般功能空间中的最佳传输图估计

Optimal transport map estimation in general function spaces

论文作者

Divol, Vincent, Niles-Weed, Jonathan, Pooladian, Aram-Alexandre

论文摘要

我们研究了估计来自分销$ p $的独立样本以及从推送发行分销$ t_ \ sharp p $的独立样本的函数$ t $的问题。该设置是由科学中的应用程序激励的,其中$ t $代表物理系统随着时间的流逝的演变,在机器学习中,例如,$ t $可能代表由经过培训的生成建模任务的深神经网络学到的转换。为了确保可识别性,我们假设$ t = \nablaφ_0$是凸函数的梯度,在这种情况下,$ t $称为\ emph {optimal {最佳传输映射}。先前的工作已经研究了$ t $的估计,假设它在霍尔德类中,但缺乏一般理论。我们提出了一种统一的方法,用于获得一般功能空间中最佳运输图的估计率。我们的假设明显弱于文献中出现的假设:我们只要求源尺寸$ p $满足庞加莱的不平等,而最佳映射是平滑凸功能的梯度,该凸函数位于一个可以控制度量熵的空间中。作为特殊情况,我们收回了HölderTransport Maps的已知估计率,但在许多未涵盖的情况下,在许多情况下也获得了几乎锐利的结果。例如,当$ p $是正态分布,传输图由无限宽度浅神经网络给出时,我们提供了第一个统计估计率。

We study the problem of estimating a function $T$ given independent samples from a distribution $P$ and from the pushforward distribution $T_\sharp P$. This setting is motivated by applications in the sciences, where $T$ represents the evolution of a physical system over time, and in machine learning, where, for example, $T$ may represent a transformation learned by a deep neural network trained for a generative modeling task. To ensure identifiability, we assume that $T = \nabla φ_0$ is the gradient of a convex function, in which case $T$ is known as an \emph{optimal transport map}. Prior work has studied the estimation of $T$ under the assumption that it lies in a Hölder class, but general theory is lacking. We present a unified methodology for obtaining rates of estimation of optimal transport maps in general function spaces. Our assumptions are significantly weaker than those appearing in the literature: we require only that the source measure $P$ satisfy a Poincaré inequality and that the optimal map be the gradient of a smooth convex function that lies in a space whose metric entropy can be controlled. As a special case, we recover known estimation rates for Hölder transport maps, but also obtain nearly sharp results in many settings not covered by prior work. For example, we provide the first statistical rates of estimation when $P$ is the normal distribution and the transport map is given by an infinite-width shallow neural network.

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