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Poster

Monge, Bregman and Occam: Interpretable Optimal Transport in High-Dimensions with Feature-Sparse Maps

Marco Cuturi · Michal Klein · Pierre Ablin

Exhibit Hall 1 #431

Abstract: Optimal transport (OT) theory focuses, among all maps T:RdRd that can morph a probability measure μ onto another ν, on those that are the thriftiest'', i.e. such that the average cost c(x,T(x)) between x and its image T(x) is as small as possible. Many computational approaches have been proposed to estimate such *Monge* maps when c is the squared-Euclidean distance, e.g., using entropic maps [Pooladian+2021], or input convex neural networks [Makkuva+2020, Korotin+2020]. We propose a new research direction, that leverages a specific translation invariant cost c(x,y):=h(xy) inspired by the elastic net. Here, h:=1222+τ(), where τ is a convex function. We highlight a surprising link tying together a generalized entropic map for h, *Bregman* centroids induced by h, and the proximal operator of τ. We show how setting τ to be a sparsity-inducing norm results in the first application of *Occam*'s razor to transport. These maps yield, mechanically, displacement vectors Δ(x):=T(x)x that are sparse, with sparsity patterns that vary depending on x. We showcase the ability of our method to estimate meaningful OT maps for high-dimensional single-cell transcription data. We use our methods in the 34000-d space of gene counts for cells, *without* using a prior dimensionality reduction, thus retaining the ability to interpret all displacements at the gene level.

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