On the Linear Convergence of the Multimarginal Sinkhorn Algorithm.
Guillaume CarlierPublished in: SIAM J. Optim. (2022)
Keyphrases
- experimental evaluation
- preprocessing
- times faster
- cost function
- worst case
- iterative algorithms
- improved algorithm
- recognition algorithm
- convergence rate
- k means
- np hard
- dynamic programming
- clustering method
- piecewise linear
- closed form
- detection algorithm
- high accuracy
- stochastic approximation
- convergence property
- objective function
- linear systems
- faster convergence
- weight update
- convergence proof
- expectation maximization
- decision trees
- linear programming
- simulated annealing
- significant improvement
- search space
- computational complexity
- reinforcement learning