论文标题
在两个经验分布之间学习最佳运输,并归一流
Learning Optimal Transport Between two Empirical Distributions with Normalizing Flows
论文作者
论文摘要
最佳运输(OT)提供了比较和映射概率度量的有效工具。我们建议利用神经网络的灵活性学习近似的最佳传输图。更确切地说,我们提出了一种新的原始方法,以解决将有限的样本集与第一个基础未知分布相关的有限样本,向另一个未知分布中绘制的有限样本集有关。我们表明,可逆神经网络的特定实例,即标准化流,可用于近似一对经验分布之间的该ot问题的解决方案。为此,我们建议通过通过最小化相应的瓦斯坦距离来替换推送前向措施的相等性约束来放松OT的Monge公式。然后将要检索的推向运算符被限制为正常化的流,该流程通过优化产生的成本函数而受到训练。这种方法允许将传输图离散为功能的组成。这些功能中的每一个都与网络的一个子流相关联,其输出提供了原始测量和目标度量之间传输的中间步骤。这种离散化也产生了两种感兴趣措施之间的一组中间重点。在玩具示例上进行的实验以及无监督翻译的具有挑战性的任务证明了该方法的兴趣。最后,一些实验表明,所提出的方法导致了真实OT的良好近似。
Optimal transport (OT) provides effective tools for comparing and mapping probability measures. We propose to leverage the flexibility of neural networks to learn an approximate optimal transport map. More precisely, we present a new and original method to address the problem of transporting a finite set of samples associated with a first underlying unknown distribution towards another finite set of samples drawn from another unknown distribution. We show that a particular instance of invertible neural networks, namely the normalizing flows, can be used to approximate the solution of this OT problem between a pair of empirical distributions. To this aim, we propose to relax the Monge formulation of OT by replacing the equality constraint on the push-forward measure by the minimization of the corresponding Wasserstein distance. The push-forward operator to be retrieved is then restricted to be a normalizing flow which is trained by optimizing the resulting cost function. This approach allows the transport map to be discretized as a composition of functions. Each of these functions is associated to one sub-flow of the network, whose output provides intermediate steps of the transport between the original and target measures. This discretization yields also a set of intermediate barycenters between the two measures of interest. Experiments conducted on toy examples as well as a challenging task of unsupervised translation demonstrate the interest of the proposed method. Finally, some experiments show that the proposed approach leads to a good approximation of the true OT.