论文标题

最佳运输的学习成本功能

Learning Cost Functions for Optimal Transport

论文作者

Ma, Shaojun, Sun, Haodong, Ye, Xiaojing, Zha, Hongyuan, Zhou, Haomin

论文摘要

逆最佳运输(OT)是指从观察到的运输计划或其样品中学习OT成本函数的问题。在本文中,我们得出了反向OT问题的不受约束的凸优化公式,任何可自定义的正则化都可以进一步增强。我们提供了反ot的性质的全面表征,包括解决方案的唯一性。我们还开发了两种数值算法,一种是基于离散OT的sindhorn-knopp算法的快速矩阵缩放方法,另一个是一种基于学习的算法,该算法将成本函数参数化为连续OT的深神经网络。作品中提出的新框架避免了在每次迭代中反复求解一个正向ot,这对于现有的反ot方法中的双层优化是一种棘手的计算瓶颈。数值结果表明,与现有最新方法相比,所提出的算法的效率和准确性优势。

Inverse optimal transport (OT) refers to the problem of learning the cost function for OT from observed transport plan or its samples. In this paper, we derive an unconstrained convex optimization formulation of the inverse OT problem, which can be further augmented by any customizable regularization. We provide a comprehensive characterization of the properties of inverse OT, including uniqueness of solutions. We also develop two numerical algorithms, one is a fast matrix scaling method based on the Sinkhorn-Knopp algorithm for discrete OT, and the other one is a learning based algorithm that parameterizes the cost function as a deep neural network for continuous OT. The novel framework proposed in the work avoids repeatedly solving a forward OT in each iteration which has been a thorny computational bottleneck for the bi-level optimization in existing inverse OT approaches. Numerical results demonstrate promising efficiency and accuracy advantages of the proposed algorithms over existing state-of-the-art methods.

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