The derivatives of sinkhorn-knopp converge

Edouard Pauwels; Samuel Vaiter

doi:10.1137/22M1512703

The derivatives of sinkhorn-knopp converge

Edouard Pauwels
, Samuel Vaiter

CNRS
Institut Universitaire de France
Université de Nice

Résultats de recherche: Contribution à un journal › Article › Revue par des pairs

3 Citations (Scopus)

Résumé

We show that the derivatives of the Sinkhorn-Knopp algorithm, or iterative proportional fitting procedure, converge towards the derivatives of the entropic regularization of the optimal transport problem with a locally uniform linear convergence rate.

langue originale	Anglais
Pages (de - à)	1494-1517
Nombre de pages	24
journal	SIAM Journal on Optimization
Volume	33
Numéro de publication	3
Les DOIs	https://doi.org/10.1137/22M1512703
état	Publié - 1 janv. 2023
Modification externe	Oui

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10.1137/22M1512703

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title = "The derivatives of sinkhorn-knopp converge",

abstract = "We show that the derivatives of the Sinkhorn-Knopp algorithm, or iterative proportional fitting procedure, converge towards the derivatives of the entropic regularization of the optimal transport problem with a locally uniform linear convergence rate.",

keywords = "Sinkhorn algorithm, algorithmic differentiation, optimal transport",

author = "Edouard Pauwels and Samuel Vaiter",

year = "2023",

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AU - Vaiter, Samuel

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AB - We show that the derivatives of the Sinkhorn-Knopp algorithm, or iterative proportional fitting procedure, converge towards the derivatives of the entropic regularization of the optimal transport problem with a locally uniform linear convergence rate.

KW - Sinkhorn algorithm

KW - algorithmic differentiation

KW - optimal transport

UR - https://www.scopus.com/pages/publications/85171542378

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DO - 10.1137/22M1512703

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The derivatives of sinkhorn-knopp converge

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