Many problems in machine learning can be formulated as solving entropy-regularized optimal transport on the space of probability measures. The canonical approach involves the Sinkhorn iterates, renowned for their rich mathematical properties. Recently, the Sinkhorn algorithm has been recast within the mirror descent framework, thus benefiting from classical optimization theory insights. Here, we build upon this result by introducing a continuous-time analogue of the Sinkhorn algorithm. This perspective allows us to derive novel variants of Sinkhorn schemes that are robust to noise and bias. Moreover, our continuous-time dynamics not only generalize but also offer a unified perspective on several recently discovered dynamics in machine learning and mathematics, such as the "Wasserstein mirror flow" of (Deb et al. 2023) or the "mean-field Schr\"odinger equation" of (Claisse et al. 2023).

机器学习中的熵正则最优传输问题可以通过Sinkhorn算法进行求解，而该研究介绍了Sinkhorn算法的连续时间模拟以及其在噪声和偏差容忍性方面的改进，同时与机器学习和数学领域中其他动态方法提供了统一的视角。

Sinkhorn Flow: Sinkhorn算法的连续时间框架解读与推广