## Abstract

Estimating optimal transport (OT) maps (a.k.a. Monge maps) between two measures P and Q is a problem fraught with computational and statistical challenges. A promising approach lies in using the dual potential functions obtained when solving an entropy-regularized OT problem between samples P_{n} and Q_{n}, which can be used to recover an approximately optimal map. The negentropy penalization in that scheme introduces, however, an estimation bias that grows with the regularization strength. A well-known remedy to debias such estimates, which has gained wide popularity among practitioners of regularized OT, is to center them, by subtracting auxiliary problems involving P_{n} and itself, as well as Q_{n} and itself. We do prove that, under favorable conditions on P and Q, debiasing can yield better approximations to the Monge map. However, and perhaps surprisingly, we present a few cases in which debiasing is provably detrimental in a statistical sense, notably when the regularization strength is large or the number of samples is small. These claims are validated experimentally on synthetic and real datasets, and should reopen the debate on whether debiasing is needed when using entropic OT.

Original language | English (US) |
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Pages (from-to) | 17830-17847 |

Number of pages | 18 |

Journal | Proceedings of Machine Learning Research |

Volume | 162 |

State | Published - 2022 |

Event | 39th International Conference on Machine Learning, ICML 2022 - Baltimore, United States Duration: Jul 17 2022 → Jul 23 2022 |

## ASJC Scopus subject areas

- Artificial Intelligence
- Software
- Control and Systems Engineering
- Statistics and Probability