论文标题

辩护者当心:居中的正规运输图的陷阱

Debiaser Beware: Pitfalls of Centering Regularized Transport Maps

论文作者

Pooladian, Aram-Alexandre, Cuturi, Marco, Niles-Weed, Jonathan

论文摘要

估计两个措施$ p $和$ q $之间的最佳运输(OT)地图(又称Monge Maps)是充满计算和统计挑战的问题。一种有希望的方法在于使用在样本之间求解熵登记的OT问题$ p_n $和$ q_n $之间获得的双重电势函数,可用于恢复大约最佳的映射。然而,该计划中的原质惩罚引入了随着正规化强度而增长的估计偏差。 Debias的一种众所周知的补救措施,这种估计值在正规化的OT的实践者中广泛受欢迎,是通过减去涉及$ p_n $及其本身的辅助问题以及$ q_n $和本身,以中心为中心。我们确实证明,在$ p $和$ Q $的有利条件下,借鉴可以给Monge Map提供更好的近似值。但是,也许令人惊讶的是,我们提出了一些情况,在统计意义上,证据证明是有害的,尤其是当正则化强度很大或样品数量很少时。这些主张在综合和实际数据集上进行了实验验证,应重新开放有关使用熵最佳传输时是否需要进行辩护的辩论。

Estimating optimal transport (OT) maps (a.k.a. Monge maps) between two measures $P$ and $Q$ is a problem fraught with computational and statistical challenges. A promising approach lies in using the dual potential functions obtained when solving an entropy-regularized OT problem between samples $P_n$ and $Q_n$, which can be used to recover an approximately optimal map. The negentropy penalization in that scheme introduces, however, an estimation bias that grows with the regularization strength. A well-known remedy to debias such estimates, which has gained wide popularity among practitioners of regularized OT, is to center them, by subtracting auxiliary problems involving $P_n$ and itself, as well as $Q_n$ and itself. We do prove that, under favorable conditions on $P$ and $Q$, debiasing can yield better approximations to the Monge map. However, and perhaps surprisingly, we present a few cases in which debiasing is provably detrimental in a statistical sense, notably when the regularization strength is large or the number of samples is small. These claims are validated experimentally on synthetic and real datasets, and should reopen the debate on whether debiasing is needed when using entropic optimal transport.

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