Making transport more robust and interpretable by moving data through a small number of anchor points (2012.11589v3)

Abstract: Optimal transport (OT) is a widely used technique for distribution alignment, with applications throughout the machine learning, graphics, and vision communities. Without any additional structural assumptions on trans-port, however, OT can be fragile to outliers or noise, especially in high dimensions. Here, we introduce a new form of structured OT that simultaneously learns low-dimensional structure in data while leveraging this structure to solve the alignment task. Compared with OT, the resulting transport plan has better structural interpretability, highlighting the connections between individual data points and local geometry, and is more robust to noise and sampling. We apply the method to synthetic as well as real datasets, where we show that our method can facilitate alignment in noisy settings and can be used to both correct and interpret domain shift.