Sinkhorn Distances: Lightspeed Computation of Optimal Transport
@inproceedings{Cuturi2013SinkhornDL, title={Sinkhorn Distances: Lightspeed Computation of Optimal Transport}, author={Marco Cuturi}, booktitle={NIPS}, year={2013} }
Optimal transport distances are a fundamental family of distances for probability measures and histograms of features. Despite their appealing theoretical properties, excellent performance in retrieval tasks and intuitive formulation, their computation involves the resolution of a linear program whose cost can quickly become prohibitive whenever the size of the support of these measures or the histograms' dimension exceeds a few hundred. We propose in this work a new family of optimal transport…
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