arXiv:2512.09499stat.MLcs.LG2025-12NeurIPS被引 1

提出新度量评估随机传输映射,实现高效且稳健的映射估计。

Estimation of Stochastic Optimal Transport Maps

论文配图:Estimation of Stochastic Optimal Transport Maps
图 1 · 摘自论文原文
  • 引入新度量评估随机传输映射质量,放宽传统假设限制。
  • 在弱假设下实现近最优有限样本误差界,计算高效。
  • 可抵御对抗样本干扰,适用于现实世界中固有随机性的场景。

最优传输(OT)映射是高维概率分布间几何驱动的变换,广泛应用于统计、应用概率和机器学习。然而现有统计理论受限于Brenier定理(二次代价、绝对连续源分布),仅在严格条件下保证确定性映射的存在与唯一性,并依赖额外正则性假设获得量化误差界。许多实际问题中这些条件不成立或无法验证,此时需通过可分拆质量的随机映射实现最优传输。为此,本文提出一种新型度量以评估随机映射的传输质量,在该度量下构建了计算高效的映射估计器,满足易于验证的最小假设下的近最优有限样本风险界。分析还兼容常见对抗样本污染形式,得到具有鲁棒性保证的估计器。实验验证了理论有效性,并展示了该框架在现有理论失效场景中的实用性。这些贡献构成首个通用的映射估计理论,适用于大量存在内在随机性的现实应用。

原文摘要 · Abstract (English)

The optimal transport (OT) map is a geometry-driven transformation between high-dimensional probability distributions which underpins a wide range of tasks in statistics, applied probability, and machine learning. However, existing statistical theory for OT map estimation is quite restricted, hinging on Brenier's theorem (quadratic cost, absolutely continuous source) to guarantee existence and uniqueness of a deterministic OT map, on which various additional regularity assumptions are imposed to obtain quantitative error bounds. In many real-world problems these conditions fail or cannot be certified, in which case optimal transportation is possible only via stochastic maps that can split mass. To broaden the scope of map estimation theory to such settings, this work introduces a novel metric for evaluating the transportation quality of stochastic maps. Under this metric, we develop computationally efficient map estimators with near-optimal finite-sample risk bounds, subject to easy-to-verify minimal assumptions. Our analysis further accommodates common forms of adversarial sample contamination, yielding estimators with robust estimation guarantees. Empirical experiments are provided which validate our theory and demonstrate the utility of the proposed framework in settings where existing theory fails. These contributions constitute the first general-purpose theory for map estimation, compatible with a wide spectrum of real-world applications where optimal transport may be intrinsically stochastic.

最优传输随机映射鲁棒估计

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