GradNetOT: Learning Optimal Transport Maps with GradNets

Abstract: Monotone gradient functions play a central role in solving the Monge formulation of the optimal transport problem, which arises in modern applications ranging from fluid dynamics to robot swarm control. When the transport cost is the squared Euclidean distance, Brenier's theorem guarantees that the unique optimal map is the gradient of a convex function, namely a monotone gradient map, and it satisfies a Monge-Amp`ere equation. In [arXiv:2301.10862] [arXiv:2404.07361], we proposed Monotone Gradient Networks (mGradNets), neural networks that directly parameterize the space of monotone gradient maps. In this work, we leverage mGradNets to directly learn the optimal transport mapping by minimizing a training loss function defined using the Monge-Amp`ere equation. We empirically show that the structural bias of mGradNets facilitates the learning of optimal transport maps and employ our method for a robot swarm control problem.