中文

Fixed-Point Neural Optimal Transport without Implicit Differentiation

最优化与控制 2026-05-12 v1 机器学习

摘要

We propose an implicit neural formulation of optimal transport that eliminates adversarial min--max optimization and multi-network architectures commonly used in existing approaches. Our key idea is to parameterize a single potential in the Kantorovich dual and reformulate the associated c-transform as a proximal fixed-point problem. This yields a stable single-network framework in which dual feasibility is enforced exactly through proximal optimality conditions rather than adversarial training. Despite the inner fixed-point computation, gradients can be computed without differentiating through the fixed-point iterations, enabling efficient training without requiring implicit differentiation. We further establish convergence of stochastic gradient descent. The resulting framework is efficient, scalable, and broadly applicable: it simultaneously recovers forward and backward transport maps and naturally extends to class-conditional settings. Experiments on high-dimensional Gaussian benchmarks, physical datasets, and image translation tasks demonstrate strong transport accuracy together with improved training stability and favorable computational and memory efficiency.

关键词

引用

@article{arxiv.2605.10792,
  title  = {Fixed-Point Neural Optimal Transport without Implicit Differentiation},
  author = {Yesom Park and Eric Gelphman and Stanley Osher and Samy Wu Fung},
  journal= {arXiv preprint arXiv:2605.10792},
  year   = {2026}
}

备注

37 pages, submitted to SIAM Journal on Mathematical Data Science (currently under review)