Stochastic algorithms for entropy-regularized optimal transport problems.

Brahim Khalil Abid Robert M. Gower

Published in: AISTATS (2018)

Keyphrases

optimization problems
computational cost
orders of magnitude
estimation problems
computational problems
computationally efficient
related problems

test problems
stochastic approximation
run times
benchmark problems
worst case
computationally hard
dynamic programming

computational geometry
convex optimization problems
monte carlo methods
combinatorial optimization
approximate solutions
practical problems
learning algorithm

information theoretic
theoretical analysis
simulated annealing
least squares
multi objective
significant improvement
computational complexity