Batch Greenkhorn Algorithm for Entropic-Regularized Multimarginal Optimal Transport: Linear Rate of Convergence and Iteration Complexity.
Vladimir R. KosticSaverio SalzoMassimiliano PontilPublished in: ICML (2022)
Keyphrases
- worst case
- iterative algorithms
- optimal solution
- objective function
- dynamic programming
- computational complexity
- preprocessing
- space complexity
- convergence rate
- linear complexity
- computational cost
- stochastic approximation
- globally optimal
- piecewise linear
- closed form
- detection algorithm
- optimization algorithm
- linear programming
- cost function
- matching algorithm
- regularized least squares
- probabilistic model
- solution path
- linear systems
- convergence property
- memory requirements
- regularization method
- optimal linear
- error tolerance
- faster convergence
- iterative process
- optimal path
- optimal parameters
- learning algorithm
- segmentation algorithm
- np hard
- search space
- similarity measure