Entropy regularization in optimal transport (OT) has been the driver of many recent interests for Wasserstein metrics and barycenters in machine learning. It allows to keep the appealing geometrical properties of the unregularized Wasserstein distance while having a significantly lower complexity thanks to Sinkhorn's algorithm. However, entropy brings some inherent smoothing bias, resulting for example in blurred barycenters. This side effect has prompted an increasing temptation in the community to settle for a slower algorithm such as log-domain stabilized Sinkhorn which breaks the parallel structure that can be leveraged on GPUs, or even go back to unregularized OT. Here we show how this bias is tightly linked to the reference measure that defines the entropy regularizer and propose debiased Wasserstein barycenters that preserve the best of both worlds: fast Sinkhorn-like iterations without entropy smoothing. Theoretically, we prove that the entropic OT barycenter of univariate Gaussians is a Gaussian and quantify its variance bias. This result is obtained by extending the differentiability and convexity of entropic OT to sub-Gaussian measures with unbounded supports. Empirically, we illustrate the reduced blurring and the computational advantage on various applications.

本文研究优化输运中的熵正则化对Wasserstein度量和重心的影响，提出了一种去偏差的Wasserstein重心方法，能够在保持快速的Sinkhorn迭代的同时避免了熵平滑。理论上证明了单峰高斯函数的熵输运重心是高斯函数，并量化了其方差偏差。同时通过实验验证了该方法的优越性。

无偏Sinkhorn重心