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math.OC2022★ 2 cited
Displacement smoothness of entropic optimal transport
Guillaume Carlier, Lénaïc Chizat, Maxime Laborde
The function that maps a family of probability measures to the solution of the dual entropic optimal transport problem is known as the Schrödinger map. We prove that when the cost…
math.OC2019★ 6 cited
Nesterov's method with decreasing learning rate leads to accelerated stochastic gradient descent
Maxime Laborde, Adam M. Oberman
We present a coupled system of ODEs which, when discretized with a constant time step/learning rate, recovers Nesterov's accelerated gradient descent algorithm. The same ODEs, when…