4 citations · 5 across the 3 of their papers we have counts for
Showing math.OCShow all
3 papers · 1 filter
math.OC2022★ 1 cited
Mirror Descent with Relative Smoothness in Measure Spaces, with application to Sinkhorn and EM
Pierre-Cyril Aubin-Frankowski, Anna Korba, Flavien Léger
Many problems in machine learning can be formulated as optimizing a convex functional over a vector space of measures. This paper studies the convergence of the mirror descent algo…
math.OC2020
A gradient descent perspective on Sinkhorn
Flavien Léger
We present a new perspective on the popular Sinkhorn algorithm, showing that it can be seen as a Bregman gradient descent (mirror descent) of a relative entropy (Kullback-Leibler d…
math.OC2019
A fast approach to optimal transport: The back-and-forth method
Matt Jacobs, Flavien Léger
We present an iterative method to efficiently solve the optimal transportation problem for a class of strictly convex costs which includes quadratic and p-power costs. Given two pr…