A gradient descent perspective on Sinkhorn
| Autor: | Léger, Flavien |
|---|---|
| Rok vydání: | 2020 |
| Předmět: | |
| Druh dokumentu: | Working Paper |
| Popis: | We present a new perspective on the popular Sinkhorn algorithm, showing that it can be seen as a Bregman gradient descent (mirror descent) of a relative entropy (Kullback-Leibler divergence). This viewpoint implies a new sublinear convergence rate with a robust constant. |
| Databáze: | arXiv |
| Externí odkaz: |
|