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May, 2022
关于带边际约束和OT距离差的半松弛Sinkhorn算法的收敛性
On the Convergence of Semi-Relaxed Sinkhorn with Marginal Constraint and OT Distance Gaps
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Takumi Fukunaga, Hiroyuki Kasai
TL;DR
提出了Semi-Relaxed Sinkhorn算法用于求解半松弛最优输运问题,并对算法的收敛性进行了全面分析,得到了功能价值差、边际约束差和OT距离等多个指标的收敛上限,是该领域内的首个理论收敛分析。
Abstract
This paper presents consideration of the
semi-relaxed sinkhorn
(SR-Sinkhorn) algorithm for the semi-relaxed
optimal transport
(SROT) problem, which relaxes one
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