4 papers
Newton Method for Fixed-Support Doubly Entropic Wasserstein Barycenter
Jianting Pan, Sirong Dai, Lei Yang +3
We study the fixed-support doubly regularized Wasserstein barycenter problem. Using the semi-dual formulation of entropic optimal transport, we reformulate the problem as a smooth,…
AdaGamma: State-Dependent Discounting for Temporal Adaptation in Reinforcement Learning
Yaomin Wang, Jianting Pan, Ran Tian +4
The discount factor in reinforcement learning controls both the effective planning horizon and the strength of bootstrapping, yet most deep RL methods use a single fixed value acro…
Inexact Bregman Sparse Newton Method for Efficient Optimal Transport
Jianting Pan, Ji'an Li, Ming Yan
Computing exact Optimal Transport (OT) distances for large-scale datasets is computationally prohibitive. While entropy-regularized alternatives offer speed, they sacrifice precisi…
Fast projection onto the top-k-sum constraint
Jianting Pan, Ming Yan
This paper develops an efficient algorithm for computing the Euclidean projection onto the top-k-sum constraint, a key operation in financial risk management and matrix optimizatio…