Learning the Structure of Triangular Transport Maps

Morten Blørstad, Pekka Parviainen, Berent Ånund Strømnes Lunde

Triangular transport maps provide a flexible approach to sampling-based probabilistic modeling, including density estimation, generative modeling, and Bayesian inference. They transform an unknown target distribution into a simpler reference through a monotone triangular map. The map structure is defined by a variable ordering and sparsity pattern, which together encode a directed acyclic graph. Map quality can depend strongly on this structure, yet finding a good structure is computationally expensive because each candidate generally requires fitting a different map. A central challenge is therefore to learn density and structure jointly, while keeping computation manageable as dimension grows. We introduce Self-Structuring Transport Maps (SSTM), which learn the map, ordering, and sparsity jointly. We use SoftSort to learn the variable ordering and $L_0$ gates to learn the sparsity, while preserving a triangular structure. To keep the map scalable, we use a monotone BatchEnsemble that shares one weight matrix across all map components through rank-one adapters. Across synthetic and real data, jointly learning the structure and map gives better density estimates than estimating…