Thus, (14) is an equality, and u attains the maximum in (5), i.e., it is an optimal dual potential.Proof of Proposition 2. Proof of Proposition 3. We split the proof into 4 parts. Assume the contrary, i.e., that there exist m = m Thus, this case is not possible. Thus, the second case is also not possible. Proof of Proposition 4. We compute W In this section, we provide the details of the training of the OT solvers that we consider. In the images case, the batch size is 32.

Neural network based Optimal Transport (OT) is a recent and fruitful direction in the generative modeling community. It finds its applications in various fields such as domain translation, image super-resolution, computational biology and others. Among the existing approaches to OT, of considerable interest are adversarial minimax solvers based on semi-dual formulations of OT problems. While promising, these methods lack theoretical investigation from a statistical learning perspective. Our work fills this gap by establishing upper bounds on the generalization error of an approximate OT map recovered by the minimax quadratic OT solver. Importantly, the bounds we derive depend solely on some standard statistical and mathematical properties of the considered functional classes (neural networks). While our analysis focuses on the quadratic OT, we believe that similar bounds could be derived for more general OT formulations, paving the promising direction for future research.

Predicting single-cell perturbation responses requires mapping between two unpaired single-cell data distributions. Optimal transport (OT) theory provides a principled framework for constructing such mappings by minimizing transport cost. Recently, Wasserstein-2 ($W_2$) neural optimal transport solvers (\textit{e.g.}, CellOT) have been employed for this prediction task. However, $W_2$ OT relies on the general Kantorovich dual formulation, which involves optimizing over two conjugate functions, leading to a complex min-max optimization problem that converges slowly. To address these challenges, we propose a novel solver based on the Wasserstein-1 ($W_1$) dual formulation. Unlike $W_2$, the $W_1$ dual simplifies the optimization to a maximization problem over a single 1-Lipschitz function, thus eliminating the need for time-consuming min-max optimization. While solving the $W_1$ dual only reveals the transport direction and does not directly provide a unique optimal transport map, we incorporate an additional step using adversarial training to determine an appropriate transport step size, effectively recovering the transport map. Our experiments demonstrate that the proposed $W_1$ neural optimal transport solver can mimic the $W_2$ OT solvers in finding a unique and ``monotonic" map on 2D datasets. Moreover, the $W_1$ OT solver achieves performance on par with or surpasses $W_2$ OT solvers on real single-cell perturbation datasets. Furthermore, we show that $W_1$ OT solver achieves $25 \sim 45\times$ speedup, scales better on high dimensional transportation task, and can be directly applied on single-cell RNA-seq dataset with highly variable genes. Our implementation and experiments are open-sourced at \url{https://github.com/poseidonchan/w1ot}.

Wasserstein Generative Adversarial Networks (WGANs) are the popular generative models built on the theory of Optimal Transport (OT) and the Kantorovich duality. Despite the success of WGANs, it is still unclear how well the underlying OT dual solvers approximate the OT cost (Wasserstein-1 distance, $\mathbb{W}_{1}$) and the OT gradient needed to update the generator. In this paper, we address these questions. We construct 1-Lipschitz functions and use them to build ray monotone transport plans. This strategy yields pairs of continuous benchmark distributions with the analytically known OT plan, OT cost and OT gradient in high-dimensional spaces such as spaces of images. We thoroughly evaluate popular WGAN dual form solvers (gradient penalty, spectral normalization, entropic regularization, etc.) using these benchmark pairs. Even though these solvers perform well in WGANs, none of them faithfully compute $\mathbb{W}_{1}$ in high dimensions. Nevertheless, many provide a meaningful approximation of the OT gradient. These observations suggest that these solvers should not be treated as good estimators of $\mathbb{W}_{1}$, but to some extent they indeed can be used in variational problems requiring the minimization of $\mathbb{W}_{1}$.