FFT-OT: A Fast Algorithm for Optimal Transportation

Abstract

An optimal transportation map finds the most economical way to transport one probability measure to the other. It has been applied in a broad range of applications in vision, deep learning and medical images. By Brenier theory, computing the optimal transport map is equivalent to solving a Monge-Ampère equation. Due to the highly non-linear nature, the computation of optimal transportation maps in large scale is very challenging.This work proposes a simple but powerful method, the FFT-OT algorithm, to tackle this difficulty based on three key ideas. First, solving Monge-Ampère equation is converted to a fixed point problem; Second, the obliqueness property of optimal transportation maps are reformulated as Neumann boundary conditions on rectangular domains; Third, FFT is applied in each iteration to solve a Poisson equation in order to improve the efficiency.Experiments on surfaces captured from 3D scanning and reconstructed from medical imaging are conducted, and compared with other existing methods. Our experimental results show that the proposed FFT-OT algorithm is simple, general and scalable with high efficiency and accuracy.