Related papers: On the Efficiency of Entropic Regularized Algorith…
We provide theoretical analyses for two algorithms that solve the regularized optimal transport (OT) problem between two discrete probability measures with at most $n$ atoms. We show that a greedy variant of the classical Sinkhorn…
We analyze two algorithms for approximating the general optimal transport (OT) distance between two discrete distributions of size $n$, up to accuracy $\varepsilon$. For the first algorithm, which is based on the celebrated Sinkhorn's…
We provide a computational complexity analysis for the Sinkhorn algorithm that solves the entropic regularized Unbalanced Optimal Transport (UOT) problem between two measures of possibly different masses with at most $n$ components. We show…
This paper improves the state-of-the-art rate of a first-order algorithm for solving entropy regularized optimal transport. The resulting rate for approximating the optimal transport (OT) has been improved from…
A primal-dual accelerated stochastic gradient descent with variance reduction algorithm (PDASGD) is proposed to solve linear-constrained optimization problems. PDASGD could be applied to solve the discrete optimal transport (OT) problem and…
The Sinkhorn algorithm is a widely used method for solving the optimal transport problem, and the Greenkhorn algorithm is one of its variants. While there are modified versions of these two algorithms whose computational complexities are…
This paper studies the Partial Optimal Transport (POT) problem between two unbalanced measures with at most $n$ supports and its applications in various AI tasks such as color transfer or domain adaptation. There is hence the need for fast…
Entropic optimal transport (OT) and the Sinkhorn algorithm have made it practical for machine learning practitioners to perform the fundamental task of calculating transport distance between statistical distributions. In this work, we focus…
We propose Acc-Sinkhorn, a simple accelerated variant of Sinkhorn for entropy-regularized optimal transport (EOT). The method is derived from a bilevel optimization view: Sinkhorn row scaling solves the inner variable $u$ exactly and…
We provide theoretical complexity analysis for new algorithms to compute the optimal transport (OT) distance between two discrete probability distributions, and demonstrate their favorable practical performance over state-of-art primal-dual…
We study the complexity of approximating the multimarginal optimal transport (MOT) distance, a generalization of the classical optimal transport distance, considered here between $m$ discrete probability distributions supported each on $n$…
Optimal transport (OT) and Gromov-Wasserstein (GW) alignment are powerful frameworks for geometrically driven matching of probability distributions, yet their large-scale usage is hampered by high statistical and computational costs.…
In this paper, we are motivated by two important applications: entropy-regularized optimal transport problem and road or IP traffic demand matrix estimation by entropy model. Both of them include solving a special type of optimization…
Efficient computation of the optimal transport distance between two distributions serves as an algorithm subroutine that empowers various applications. This paper develops a scalable first-order optimization-based method that computes…
We study Sinkhorn's algorithm for solving the entropically regularized optimal transport problem. Its iterate $\pi_{t}$ is shown to satisfy $H(\pi_{t}|\pi_{*})+H(\pi_{*}|\pi_{t})=O(t^{-1})$ where $H$ denotes relative entropy and $\pi_{*}$…
Optimal transport (OT) distances are finding evermore applications in machine learning and computer vision, but their wide spread use in larger-scale problems is impeded by their high computational cost. In this work we develop a family of…
The optimal transport (OT) problem is a classical optimization problem having the form of linear programming. Machine learning applications put forward new computational challenges in its solution. In particular, the OT problem defines a…
Regularized optimal transport (OT) is now increasingly used as a loss or as a matching layer in neural networks. Entropy-regularized OT can be computed using the Sinkhorn algorithm but it leads to fully-dense transportation plans, meaning…
Sinkhorn algorithm is the de-facto standard approximation algorithm for optimal transport, which has been applied to a variety of applications, including image processing and natural language processing. In theory, the proof of its…
Entropic regularization is quickly emerging as a new standard in optimal transport (OT). It enables to cast the OT computation as a differentiable and unconstrained convex optimization problem, which can be efficiently solved using the…