Monge, Bregman and Occam: Interpretable Optimal Transport in High-Dimensions with Feature-Sparse Maps

Marco Cuturi, Michal Klein, Pierre Ablin

Optimal transport (OT) theory focuses, among all maps $T:{\mathbb{R}}^d\to {\mathbb{R}}^d$ that can morph a probability measure onto another, on those that are the ``thriftiest…