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A Dimension-free Computational Upper-bound for Smooth Optimal Transport Estimation

  • Adrien Vacher
  • , Boris Muzellec
  • , Alessandro Rudi
  • , Francis Bach
  • , François Xavier Vialard
  • Inria Paris
  • Université Gustave Eiffel
  • Département d’informatique
  • PSL research University & IPSL
  • Université PSL

Research output: Contribution to journal › Conference article › peer-review

24 Citations (Scopus)

Abstract

It is well-known that plug-in statistical estimation of optimal transport suffers from the curse of dimensionality. Despite recent efforts to improve the rate of estimation with the smoothness of the problem, the computational complexity of these recently proposed methods still degrade exponentially with the dimension. In this paper, thanks to an infinite-dimensional sum-of-squares representation, we derive a statistical estimator of smooth optimal transport which achieves a precision ε from Õ(ε-2) independent and identically distributed samples from the distributions, for a computational cost of Õ(ε-4) when the smoothness increases, hence yielding dimension-free statistical and computational rates, with potentially exponentially dimension-dependent constants.

Original languageEnglish
Pages (from-to)4143-4173
Number of pages31
JournalProceedings of Machine Learning Research
Volume134
Publication statusPublished - 1 Jan 2021
Externally publishedYes
Event34th Conference on Learning Theory, COLT 2021 - Boulder, United States
Duration: 15 Aug 2021 → 19 Aug 2021

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