论文标题

通过深度学习应用来确定Wasserstein 1最佳运输图的新方法

A new method for determining Wasserstein 1 optimal transport maps from Kantorovich potentials, with deep learning applications

论文作者

Milne, Tristan, Bilocq, Étienne, Nachman, Adrian

论文摘要

Wasserstein 1最佳传输图提供了两个概率分布($μ$和$ν$)之间的自然对应关系,这在许多应用中很有用。用于计算这些地图的可用算法似乎无法很好地扩展到高维度。在深度学习应用中,已经开发了有效的算法,用于近似使用神经网络(例如[Gulrajani et al。,2017])。重要的是,这种算法在高维度上很好地工作。在本文中,我们提出了一种仅依赖坎托维奇电位的计算瓦斯坦1的最佳传输图的方法。通常,Wasserstein 1的最佳传输图不是唯一的,并且不可能单独进行计算。我们的主要结果是证明,如果$μ$具有密度,并且$ν$至少在2个编辑子手上支持2,那么最佳传输图是独一无二的,并且可以明确地写成潜力。这些假设在许多图像处理环境和其他应用中是自然的。当仅知道坎托维奇电位时,我们的结果就会激发迭代过程,其中数据以最佳方向移动并以正确的平均位移移动。由于这提供了将一个分布转换为另一种分布的方法,因此可以用作各种运输问题的多功能算法。我们通过几项概念证明实验证明,该算法成功执行了各种成像任务,例如denoing,生成,翻译和脱毛,通常需要专门的技术。

Wasserstein 1 optimal transport maps provide a natural correspondence between points from two probability distributions, $μ$ and $ν$, which is useful in many applications. Available algorithms for computing these maps do not appear to scale well to high dimensions. In deep learning applications, efficient algorithms have been developed for approximating solutions of the dual problem, known as Kantorovich potentials, using neural networks (e.g. [Gulrajani et al., 2017]). Importantly, such algorithms work well in high dimensions. In this paper we present an approach towards computing Wasserstein 1 optimal transport maps that relies only on Kantorovich potentials. In general, a Wasserstein 1 optimal transport map is not unique and is not computable from a potential alone. Our main result is to prove that if $μ$ has a density and $ν$ is supported on a submanifold of codimension at least 2, an optimal transport map is unique and can be written explicitly in terms of a potential. These assumptions are natural in many image processing contexts and other applications. When the Kantorovich potential is only known approximately, our result motivates an iterative procedure wherein data is moved in optimal directions and with the correct average displacement. Since this provides an approach for transforming one distribution to another, it can be used as a multipurpose algorithm for various transport problems; we demonstrate through several proof of concept experiments that this algorithm successfully performs various imaging tasks, such as denoising, generation, translation and deblurring, which normally require specialized techniques.

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