Universal Neural Optimal Transport
This addresses a bottleneck in computational efficiency for applications relying on Optimal Transport, offering a novel method with practical speed improvements.
The paper tackles the computational expense of solving Optimal Transport problems by proposing UNOT, a framework that accurately predicts OT distances and plans, achieving speedups of up to 7.4x when used as initialization for the Sinkhorn algorithm.
Optimal Transport (OT) problems are a cornerstone of many applications, but solving them is computationally expensive. To address this problem, we propose UNOT (Universal Neural Optimal Transport), a novel framework capable of accurately predicting (entropic) OT distances and plans between discrete measures for a given cost function. UNOT builds on Fourier Neural Operators, a universal class of neural networks that map between function spaces and that are discretization-invariant, which enables our network to process measures of variable resolutions. The network is trained adversarially using a second, generating network and a self-supervised bootstrapping loss. We ground UNOT in an extensive theoretical framework. Through experiments on Euclidean and non-Euclidean domains, we show that our network not only accurately predicts OT distances and plans across a wide range of datasets, but also captures the geometry of the Wasserstein space correctly. Furthermore, we show that our network can be used as a state-of-the-art initialization for the Sinkhorn algorithm with speedups of up to $7.4\times$, significantly outperforming existing approaches.