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 language | English |
|---|---|
| Pages (from-to) | 4143-4173 |
| Number of pages | 31 |
| Journal | Proceedings of Machine Learning Research |
| Volume | 134 |
| Publication status | Published - 1 Jan 2021 |
| Externally published | Yes |
| Event | 34th Conference on Learning Theory, COLT 2021 - Boulder, United States Duration: 15 Aug 2021 → 19 Aug 2021 |
Fingerprint
Dive into the research topics of 'A Dimension-free Computational Upper-bound for Smooth Optimal Transport Estimation'. Together they form a unique fingerprint.Cite this
- APA
- Author
- BIBTEX
- Harvard
- Standard
- RIS
- Vancouver