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A Sinkhorn-type Algorithm for Constrained Optimal Transport
Xun Tang, Holakou Rahmanian, Michael Shavlovsky +3
Entropic optimal transport (OT) and the Sinkhorn algorithm have made it practical for machine learning practitioners to perform the fundamental task of calculating transport distan…
math.OC2024
Accelerating Sinkhorn Algorithm with Sparse Newton Iterations
Xun Tang, Michael Shavlovsky, Holakou Rahmanian +4
Computing the optimal transport distance between statistical distributions is a fundamental task in machine learning. One remarkable recent advancement is entropic regularization a…