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Neural Estimation for Scaling Entropic Multimarginal Optimal Transport

31 May 2025
Dor Tsur
Ziv Goldfeld
Kristjan Greenewald
Haim Permuter
ArXiv (abs)PDFHTML
Main:11 Pages
10 Figures
Bibliography:3 Pages
3 Tables
Appendix:14 Pages
Abstract

Multimarginal optimal transport (MOT) is a powerful framework for modeling interactions between multiple distributions, yet its applicability is bottlenecked by a high computational overhead. Entropic regularization provides computational speedups via the multimarginal Sinkhorn algorithm, whose time complexity, for a dataset size nnn and kkk marginals, generally scales as O(nk)O(n^k)O(nk). However, this dependence on the dataset size nnn is computationally prohibitive for many machine learning problems. In this work, we propose a new computational framework for entropic MOT, dubbed Neural Entropic MOT (NEMOT), that enjoys significantly improved scalability. NEMOT employs neural networks trained using mini-batches, which transfers the computational complexity from the dataset size to the size of the mini-batch, leading to substantial gains. We provide formal guarantees on the accuracy of NEMOT via non-asymptotic error bounds. We supplement these with numerical results that demonstrate the performance gains of NEMOT over Sinkhorn's algorithm, as well as extensions to neural computation of multimarginal entropic Gromov-Wasserstein alignment. In particular, orders-of-magnitude speedups are observed relative to the state-of-the-art, with a notable increase in the feasible number of samples and marginals. NEMOT seamlessly integrates as a module in large-scale machine learning pipelines, and can serve to expand the practical applicability of entropic MOT for tasks involving multimarginal data.

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@article{tsur2025_2506.00573,
  title={ Neural Estimation for Scaling Entropic Multimarginal Optimal Transport },
  author={ Dor Tsur and Ziv Goldfeld and Kristjan Greenewald and Haim Permuter },
  journal={arXiv preprint arXiv:2506.00573},
  year={ 2025 }
}
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