The Sinkhorn-Knopp derivatives converge with linear rate.
arXiv research
A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Trend · papers per month
The Sinkhorn-Knopp algorithm converges quickly but the number of iterations is poorly understood.
This paper speeds up WMD computation for multiple queries efficiently.
Paper solves inverse optimal transport problem with convex optimization and neural network.
We consider the entropic regularization of discretized optimal transport and propose to solve its optimality conditions via a logarithmic Newton iteration. We show a quadratic convergence rate and validate numerically that the method compares favorably with the more commonly used Sinkhorn--Knopp algorithm for small reg…
Accelerates Birkhoff projection for manifold-constrained hyper-connections with high accuracy and speed.
Paper proves convergence of bi-stochastically normalized graph Laplacian to manifold Laplacian and robustness to outlier noise.
Optimal transportation distances are a fundamental family of parameterized distances for histograms. Despite their appealing theoretical properties, excellent performance in retrieval tasks and intuitive formulation, their computation involves the resolution of a linear program whose cost is prohibitive whenever the hi…
This paper presents a unified framework for smooth convex regularization of discrete optimal transport problems. In this context, the regularized optimal transport turns out to be equivalent to a matrix nearness problem with respect to Bregman divergences. Our framework thus naturally generalizes a previously proposed …