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Learning to Transport with Neural Networks (1908.01394v1)
Published 4 Aug 2019 in cs.LG and stat.ML
Abstract: We compare several approaches to learn an Optimal Map, represented as a neural network, between probability distributions. The approaches fall into two categories: ``Heuristics'' and approaches with a more sound mathematical justification, motivated by the dual of the Kantorovitch problem. Among the algorithms we consider a novel approach involving dynamic flows and reductions of Optimal Transport to supervised learning.