Web: http://arxiv.org/abs/2206.07630

June 16, 2022, 1:12 a.m. | James Thornton, Marco Cuturi

stat.ML updates on arXiv.org arxiv.org

Computing an optimal transport (OT) coupling between distributions plays an
increasingly important role in machine learning. While OT problems can be
solved as linear programs, adding an entropic smoothing term is known to result
in solvers that are faster and more robust to outliers, differentiable and
easier to parallelize. The Sinkhorn fixed point algorithm is the cornerstone of
these approaches, and, as a result, multiple attempts have been made to shorten
its runtime using, for instance, annealing, momentum or acceleration. …

algorithm arxiv ml

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