On the Private Estimation of Smooth Transport Maps

Abstract

Estimating optimal transport maps between two distributions from respective samples is an important element for many machine learning methods. To do so, rather than extending discrete transport maps, it has been shown that estimating the Brenier potential of the transport problem and obtaining a transport map through its gradient is near minimax optimal for smooth problems. In this paper, we investigate the private estimation of such potentials and transport maps with respect to the distribution samples.We propose a differentially private transport map estimator achieving an $L^2$ error of at most $n^{-1}\vee n^{-\frac{2\alpha }{2\alpha -2+d}}\vee (n\epsilon {)}^{-\frac{2\alpha }{2\alpha +d}}$ up to poly-logarithmic terms where $n$ is the sample size, $\epsilon$ is the desired level of privacy, $\alpha$ is the smoothness of the true transport map, and $d$ is the dimension of the feature space. We also provide a lower bound for the problem.