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 regularization based on the Boltzmann-Shannon entropy related to the
Kullback-Leibler divergence, and solved with the Sinkhorn-Knopp algorithm. We
call the regularized optimal transport distance the rot mover's distance in
reference to the classical earth mover's distance. We develop two generic
schemes that we respectively call the alternate scaling algorithm and the
non-negative alternate scaling algorithm, to compute efficiently the
regularized optimal plans depending on whether the domain of the regularizer
lies within the non-negative orthant or not. These schemes are based on
Dykstra's algorithm with alternate Bregman projections, and further exploit the
Newton-Raphson method when applied to separable divergences. We enhance the
separable case with a sparse extension to deal with high data dimensions. We
also instantiate our proposed framework and discuss the inherent specificities
for well-known regularizers and statistical divergences in the machine learning
and information geometry communities. Finally, we demonstrate the merits of our
methods with experiments using synthetic data to illustrate the effect of
different regularizers and penalties on the solutions, as well as real-world
data for a pattern recognition application to audio scene classification.

本文提出了一种针对离散最优输运问题的平滑凸正则化统一框架，并基于 Bregman 差异将正则化最优输运等效于矩阵相似问题，其中的算法包括基于 Sinkhorn-Knopp 以及 Dykstra 的交替投影算法，以及基于牛顿 - 拉夫逊法的扩展算法。此外，还将该框架应用到了机器学习和信息几何等领域，并通过实验进行了验证。