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math.OC2022
The derivatives of Sinkhorn-Knopp converge
Edouard Pauwels, Samuel Vaiter
We show that the derivatives of the Sinkhorn-Knopp algorithm, or iterative proportional fitting procedure, converge towards the derivatives of the entropic regularization of the op…
math.OC2022★ 2 cited
Automatic differentiation of nonsmooth iterative algorithms
Jérôme Bolte, Edouard Pauwels, Samuel Vaiter
Differentiation along algorithms, i.e., piggyback propagation of derivatives, is now routinely used to differentiate iterative solvers in differentiable programming. Asymptotics is…