It was recently shown that under smoothness conditions, the squared Wasserstein distance between two distributions could be efficiently computed with appealing statistical error upper bounds. However, rather than the distance itself, the object of interest for applications such as generative modeling is the underlying optimal transport map. Hence, computational and statistical guarantees need to be obtained for the estimated maps themselves. In this paper, we propose the first tractable algorithm for which the statistical $L^2$ error on the maps nearly matches the existing minimax lower-bounds for smooth map estimation. Our method is based on solving the semi-dual formulation of optimal transport with an infinite-dimensional sum-of-squares reformulation, and leads to an algorithm which has dimension-free polynomial rates in the number of samples, with potentially exponentially dimension-dependent constants.
翻译:最近显示,在平滑条件下,两种分布之间的平方瓦塞斯坦距离可以用具有吸引力的统计错误高界来有效计算,但是,基因模型等应用的兴趣对象,不是距离本身,而是最理想的运输图。因此,需要为估计的地图本身获得计算和统计保证。在本文中,我们提出了第一个可移动算法,其中地图上的统计值差值2美元几乎与现有的微缩马克斯下限值接近,以便进行平稳的地图估计。我们的方法是解决以无限维和方位重订为最佳运输的半双式配方,并导致一种在样品数量上具有无维度多面速率的算法,并可能具有指数性多维常数。