ICML 2019Oral
On Efficient Optimal Transport: An Analysis of Greedy and Accelerated Mirror Descent Algorithms
Authors: Tianyi Lin, Nhat Ho, Michael Jordan
Abstract
We provide theoretical analyses for two algorithms that solve the regularized optimal transport (OT) problem between two discrete probability measures with at most $n$ atoms. We show that a greedy variant of the classical Sinkhorn algorithm, known as the