论文标题

关于Gromov-Wasserstein问题的Monge Maps存在

On the existence of Monge maps for the Gromov-Wasserstein problem

论文作者

Dumont, Théo, Lacombe, Théo, Vialard, François-Xavier

论文摘要

Gromov - Warserstein问题是在两个空间支持的两个概率指标之间的运输计划中的非凸优化问题,每个问题都配备了成本函数,评估了点之间的相似性。类似于标准的最佳运输问题,自然要要求保证优化器上某些结构的条件,例如,如果这些结构是由(monge)映射引起的。当成本函数由(i)内部产品或(ii)平方距离(文献中的两个标准选择)给出时,我们在欧几里得空间中研究了这个问题。在(i)和最佳的2映射(两个地图图的结合)的情况下,我们在(ii)中建立了最佳映射的存在,均在源度量的绝对连续性条件下。此外,在(ii)和维度一个方面,我们在数值上设计了Gromov的优化者 - Wonserstein问题是2映射,但不是地图。这表明我们的结果总体上不能以这笔费用得到改善。我们仍然处于维度上,我们还在某些条件下在措施上建立了单调图的最佳性,从而深入了解了为什么在数值实验中似乎通常看起来是最佳的。

The Gromov--Wasserstein problem is a non-convex optimization problem over the polytope of transportation plans between two probability measures supported on two spaces, each equipped with a cost function evaluating similarities between points. Akin to the standard optimal transportation problem, it is natural to ask for conditions guaranteeing some structure on the optimizers, for instance if these are induced by a (Monge) map. We study this question in Euclidean spaces when the cost functions are either given by (i) inner products or (ii) squared distances, two standard choices in the literature. We establish the existence of an optimal map in case (i) and of an optimal 2-map (the union of the graphs of two maps) in case (ii), both under an absolute continuity condition on the source measure. Additionally, in case (ii) and in dimension one, we numerically design situations where optimizers of the Gromov--Wasserstein problem are 2-maps but are not maps. This suggests that our result cannot be improved in general for this cost. Still in dimension one, we additionally establish the optimality of monotone maps under some conditions on the measures, thereby giving insight on why such maps often appear to be optimal in numerical experiments.

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