Uscidda, Théo
On the potential of Optimal Transport in Geospatial Data Science
Wiedemann, Nina, Uscidda, Théo, Raubal, Martin
Prediction problems in geographic information science and transportation are often motivated by the possibility to enhance operational efficiency and thereby reduce emissions. Examples range from predicting car sharing demand for relocation planning to forecasting traffic congestion for navigation purposes. However, conventional accuracy metrics ignore the spatial distribution of the errors, despite its relevance for operations. Here, we put forward a spatially aware evaluation metric and loss function based on Optimal Transport (OT). Our framework leverages partial OT and can minimize relocation costs in any spatial prediction problem. We showcase the advantages of OT-based evaluation over conventional metrics and further demonstrate the application of an OT loss function for improving forecasts of bike sharing demand and charging station occupancy.
Disentangled Representation Learning through Geometry Preservation with the Gromov-Monge Gap
Uscidda, Théo, Eyring, Luca, Roth, Karsten, Theis, Fabian, Akata, Zeynep, Cuturi, Marco
Learning disentangled representations in an unsupervised manner is a fundamental challenge in machine learning. Solving it may unlock other problems, such as generalization, interpretability, or fairness. While remarkably difficult to solve in general, recent works have shown that disentanglement is provably achievable under additional assumptions that can leverage geometrical constraints, such as local isometry. To use these insights, we propose a novel perspective on disentangled representation learning built on quadratic optimal transport. Specifically, we formulate the problem in the Gromov-Monge setting, which seeks isometric mappings between distributions supported on different spaces. We propose the Gromov-Monge-Gap (GMG), a regularizer that quantifies the geometry-preservation of an arbitrary push-forward map between two distributions supported on different spaces. We demonstrate the effectiveness of GMG regularization for disentanglement on four standard benchmarks. Moreover, we show that geometry preservation can even encourage unsupervised disentanglement without the standard reconstruction objective - making the underlying model decoder-free, and promising a more practically viable and scalable perspective on unsupervised disentanglement.
Mirror and Preconditioned Gradient Descent in Wasserstein Space
Bonet, Clément, Uscidda, Théo, David, Adam, Aubin-Frankowski, Pierre-Cyril, Korba, Anna
As the problem of minimizing functionals on the Wasserstein space encompasses many applications in machine learning, different optimization algorithms on $\mathbb{R}^d$ have received their counterpart analog on the Wasserstein space. We focus here on lifting two explicit algorithms: mirror descent and preconditioned gradient descent. These algorithms have been introduced to better capture the geometry of the function to minimize and are provably convergent under appropriate (namely relative) smoothness and convexity conditions. Adapting these notions to the Wasserstein space, we prove guarantees of convergence of some Wasserstein-gradient-based discrete-time schemes for new pairings of objective functionals and regularizers. The difficulty here is to carefully select along which curves the functionals should be smooth and convex. We illustrate the advantages of adapting the geometry induced by the regularizer on ill-conditioned optimization tasks, and showcase the improvement of choosing different discrepancies and geometries in a computational biology task of aligning single-cells.
Unbalancedness in Neural Monge Maps Improves Unpaired Domain Translation
Eyring, Luca, Klein, Dominik, Uscidda, Théo, Palla, Giovanni, Kilbertus, Niki, Akata, Zeynep, Theis, Fabian
In optimal transport (OT), a Monge map is known as a mapping that transports a source distribution to a target distribution in the most cost-efficient way. Recently, multiple neural estimators for Monge maps have been developed and applied in diverse unpaired domain translation tasks, e.g. in single-cell biology and computer vision. However, the classic OT framework enforces mass conservation, which makes it prone to outliers and limits its applicability in real-world scenarios. The latter can be particularly harmful in OT domain translation tasks, where the relative position of a sample within a distribution is explicitly taken into account. While unbalanced OT tackles this challenge in the discrete setting, its integration into neural Monge map estimators has received limited attention. We propose a theoretically grounded method to incorporate unbalancedness into any Monge map estimator. We improve existing estimators to model cell trajectories over time and to predict cellular responses to perturbations. Moreover, our approach seamlessly integrates with the OT flow matching (OT-FM) framework. While we show that OT-FM performs competitively in image translation, we further improve performance by incorporating unbalancedness (UOT-FM), which better preserves relevant features. We hence establish UOT-FM as a principled method for unpaired image translation.
Generative Entropic Neural Optimal Transport To Map Within and Across Spaces
Klein, Dominik, Uscidda, Théo, Theis, Fabian, Cuturi, Marco
Learning measure-to-measure mappings is a crucial task in machine learning, featured prominently in generative modeling. Recent years have witnessed a surge of techniques that draw inspiration from optimal transport (OT) theory. Combined with neural network models, these methods collectively known as \textit{Neural OT} use optimal transport as an inductive bias: such mappings should be optimal w.r.t. a given cost function, in the sense that they are able to move points in a thrifty way, within (by minimizing displacements) or across spaces (by being isometric). This principle, while intuitive, is often confronted with several practical challenges that require adapting the OT toolbox: cost functions other than the squared-Euclidean cost can be challenging to handle, the deterministic formulation of Monge maps leaves little flexibility, mapping across incomparable spaces raises multiple challenges, while the mass conservation constraint inherent to OT can provide too much credit to outliers. While each of these mismatches between practice and theory has been addressed independently in various works, we propose in this work an elegant framework to unify them, called \textit{generative entropic neural optimal transport} (GENOT). GENOT can accommodate any cost function; handles randomness using conditional generative models; can map points across incomparable spaces, and can be used as an \textit{unbalanced} solver. We evaluate our approach through experiments conducted on various synthetic datasets and demonstrate its practicality in single-cell biology. In this domain, GENOT proves to be valuable for tasks such as modeling cell development, predicting cellular responses to drugs, and translating between different data modalities of cells.
The Monge Gap: A Regularizer to Learn All Transport Maps
Uscidda, Théo, Cuturi, Marco
Optimal transport (OT) theory has been been used in machine learning to study and characterize maps that can push-forward efficiently a probability measure onto another. Recent works have drawn inspiration from Brenier's theorem, which states that when the ground cost is the squared-Euclidean distance, the ``best'' map to morph a continuous measure in $\mathcal{P}(\Rd)$ into another must be the gradient of a convex function. To exploit that result, [Makkuva+ 2020, Korotin+2020] consider maps $T=\nabla f_\theta$, where $f_\theta$ is an input convex neural network (ICNN), as defined by Amos+2017, and fit $\theta$ with SGD using samples. Despite their mathematical elegance, fitting OT maps with ICNNs raises many challenges, due notably to the many constraints imposed on $\theta$; the need to approximate the conjugate of $f_\theta$; or the limitation that they only work for the squared-Euclidean cost. More generally, we question the relevance of using Brenier's result, which only applies to densities, to constrain the architecture of candidate maps fitted on samples. Motivated by these limitations, we propose a radically different approach to estimating OT maps: Given a cost $c$ and a reference measure $\rho$, we introduce a regularizer, the Monge gap $\mathcal{M}^c_{\rho}(T)$ of a map $T$. That gap quantifies how far a map $T$ deviates from the ideal properties we expect from a $c$-OT map. In practice, we drop all architecture requirements for $T$ and simply minimize a distance (e.g., the Sinkhorn divergence) between $T\sharp\mu$ and $\nu$, regularized by $\mathcal{M}^c_\rho(T)$. We study $\mathcal{M}^c_{\rho}$, and show how our simple pipeline outperforms significantly other baselines in practice.