Coupling matrix manifolds assisted optimization for optimal transport problems
نویسندگان
چکیده
Optimal transport (OT) is a powerful tool for measuring the distance between two probability distributions. In this paper, we introduce new manifold named as coupling matrix (CMM), where each point on novel can be regarded transportation plan of optimal problem. We firstly explore Riemannian geometry CMM with metric expressed by Fisher information. These geometrical features exploited in many essential optimization methods framework solving all types OT problems via incorporating numerical algorithms such gradient descent and trust region manifold. The proposed approach validated using several comparison recent state-of-the-art related works. For classic problem its entropy regularized variant, it shown that our method comparable linear programming Sinkhorn algorithms. other non-entropy problems, has superior performance to works, whereby geometric information feasible space was not incorporated within.
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ژورنال
عنوان ژورنال: Machine Learning
سال: 2021
ISSN: ['0885-6125', '1573-0565']
DOI: https://doi.org/10.1007/s10994-020-05931-2