Related papers: Almost-sharp $O(k^{-1} \log k)$ convergence rate f…
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 $\pi_{*}$…
We show non-asymptotic exponential convergence of Sinkhorn iterates to the Schr\"odinger potentials, solutions of the quadratic Entropic Optimal Transport problem on $\mathbb{R}^ d$. Our results hold under mild assumptions on the marginal…
Recently, due to an increasing interest for transparency in artificial intelligence, several methods of explainable machine learning have been developed with the simultaneous goal of accuracy and interpretability by humans. In this paper,…
This paper presents consideration of the Semi-Relaxed Sinkhorn (SR-Sinkhorn) algorithm for the semi-relaxed optimal transport (SROT) problem, which relaxes one marginal constraint of the standard OT problem. For evaluation of how the…
We analyze online and mini-batch k-means variants. Both scale up the widely used Lloyd 's algorithm via stochastic approximation, and have become popular for large-scale clustering and unsupervised feature learning. We show, for the first…
We study the convergence rate of Sinkhorn's algorithm for solving entropy-regularized optimal transport problems when at least one of the probability measures, $\mu$, admits a density over $\mathbb{R}^d$. For a semi-concave cost function…
The Sinkhorn algorithm is the most popular method for solving the entropy minimization problem called the Schr\"odinger problem: in the non-degenerate cases, the latter admits a unique solution towards which the algorithm converges…
We present a new perspective on the celebrated Sinkhorn algorithm by showing that is a special case of incremental/stochastic mirror descent. In order to see this, one should simply plug Kullback-Leibler divergence in both mirror map and…
In 2013, Cuturi [Cut13] introduced the Sinkhorn algorithm for matrix scaling as a method to compute solutions to regularized optimal transport problems. In this paper, aiming at a better convergence rate for a high accuracy solution, we…
We consider the problem of explainable $k$-medians and $k$-means introduced by Dasgupta, Frost, Moshkovitz, and Rashtchian~(ICML 2020). In this problem, our goal is to find a threshold decision tree that partitions data into $k$ clusters…
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…
For sink-free orientations in graphs of minimum degree at least $3$, we show that there is a deterministic approximate counting algorithm that runs in time $O((n^{73}/\varepsilon^{72})\log(n/\varepsilon))$, a near-linear time sampling…
Adaptive sequential decision making is one of the central challenges in machine learning and artificial intelligence. In such problems, the goal is to design an interactive policy that plans for an action to take, from a finite set of $n$…
\emph{Optimal Transport} (OT) has emerged as an important computational tool in machine learning and computer vision, providing a geometrical framework for studying probability measures. OT unfortunately suffers from the curse of…
The $k$-Opt and Lin-Kernighan algorithm are two of the most important local search approaches for the Metric TSP. Both start with an arbitrary tour and make local improvements in each step to get a shorter tour. We show that for any fixed…
The LION (evoLved sIgn mOmeNtum) optimizer for deep neural network training was found by Google via program search, with the simple sign update yet showing impressive performance in training large scale networks. Although previous studies…
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 give a polynomial-time approximation algorithm for the (not necessarily metric) $k$-Median problem. The algorithm is an $\alpha$-size-approximation algorithm for $\alpha < 1 + 2 \ln(n/k)$. That is, it guarantees a solution having size at…
The $k$-means++ algorithm by Arthur and Vassilvitskii [SODA 2007] is a classical and time-tested algorithm for the $k$-means problem. While being very practical, the algorithm also has good theoretical guarantees: its solution is $O(\log…
The purpose of this work is to develop a framework to calibrate signed datasets so as to be consistent with specified marginals by suitably extending the Schr\"odinger-Fortet-Sinkhorn paradigm. Specifically, we seek to revise…