Cyclical monotonicity enforces efficient adversarial transport in robust learning

Authors show that optimal adversarial transport maps must be cyclically monotone, and propose two methods to enforce this property, outperforming standard adversarial training.

Big Tech

EPFL · Apple

Research Digest··3 min read
The authors reformulate distributionally robust optimization (DRO) as a problem over transport maps and prove that optimal maps are cyclically monotone.

The authors study a penalized Wasserstein DRO formulation where an adversary may choose any distribution but incurs a penalty for deviating from the empirical distribution.

Why this paper

From Apple and EPFL

In one line

Adversarial training violates optimal transport geometry; enforcing cyclical monotonicity via MPA or ICNN improves robustness.

What we could check

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  • ✓Limitations stated by the authors
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