Sample complexity for entropic optimal transport with radial cost

Abstract: We prove a new sample complexity result for entropy regularized optimal transport. Our bound holds for probability measures on $\mathbb R^d$ with exponential tail decay and for radial cost functions that satisfy a local Lipschitz condition. It is sharp up to logarithmic factors, and captures the intrinsic dimension of the marginal distributions through a generalized covering number of their supports. Examples that fit into our framework include subexponential and subgaussian distributions and radial cost functions $c(x,y)=|x-y|^p$ for $p\ge 2.$