We study the sample complexity of entropic optimal transport in high dimensions using computationally efficient plug-in estimators. We significantly advance the state of the art by establishing dimension-free, parametric rates for estimating various quantities of interest, including the entropic regression function which is a natural analog to the optimal transport map. As an application, we propose a practical model for transfer learning based on entropic optimal transport and establish parametric rates of convergence for nonparametric regression and classification.
翻译:我们利用计算效率高的插头测算器,研究高尺寸最优化载运的样本复杂性。我们通过为估计各种利息量,包括作为最佳载运图自然模拟的回归函数,制定无尺寸参数率,大大推进了最新技术水平。作为一个应用,我们提出了一个基于最优化载运的转让学习实用模型,并为非参数回归和分类设定了非参数回归和分类的参数趋同率。