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Numerically stable variants of overrelaxation for operator Sinkhorn iteration
Henrik Eisenmann, Tasuku Soma, Xun Tang +1
We consider accelerated versions of the operator Sinkhorn iteration (OSI) for solving scaling problems for completely positive maps. Based on the interpretation of OSI as alternati…
An efficient algorithm for entropic optimal transport under martingale-type constraints
Xun Tang, Michael Shavlovsky, Holakou Rahmanian +2
This work introduces novel computational methods for entropic optimal transport (OT) problems under martingale-type conditions. The considered problems include the discrete marting…
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…
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…