On the potential of Optimal Transport in Geospatial Data Science

Prediction problems in geographic information science and transportation are frequently motivated by the possibility to enhance operational efficiency. Examples range from predicting car sharing demand for optimizing relocation to forecasting traffic congestion for navigation purposes. However, conventional accuracy metrics do not account for the spatial distribution of predictions errors, despite its relevance for operations. We put forward Optimal Transport (OT) as a spatial evaluation metric and loss function. The proposed OT metric assesses the utility of spatial prediction models in terms of the relocation costs caused by prediction errors. In experiments on real and synthetic data, we demonstrate that 1) the spatial distribution of the prediction errors is relevant in many applications and can be translated to real-world costs, 2) in contrast to other metrics, OT reflects these spatial costs, and 3) OT metrics improve comparability across spatial and temporal scales. Finally, we advocate for leveraging OT as a loss function in neural networks to improve the spatial correctness of predictions. This approach not only aligns evaluation in GeoAI with operational considerations, but also signifies a step forward in refining predictions within geospatial applications. To facilitate the adoption of OT in GIS, we provide code and tutorials at https://github.com/mie-lab/geospatialOT.

Disentangled Representation Learning through Geometry Preservation with the Gromov-Monge Gap

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

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

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

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

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.