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Smooth and Sparse Optimal Transport

机译:平稳而稀疏的最佳运输

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Entropic regularization is quickly emerging as a new standard in optimal transport (OT). It enables to cast the OT computation as a differentiable and unconstrained convex optimization problem, which can be efficiently solved using the Sinkhorn algorithm. However, entropy keeps the transportation plan strictly positive and therefore completely dense, unlike unregularized OT. This lack of sparsity can be problematic in applications where the transportation plan itself is of interest. In this paper, we explore regularizing the primal and dual OT formulations with a strongly convex term, which corresponds to relaxing the dual and primal constraints with smooth approximations. We show how to incorporate squared $2$-norm and group lasso regularizations within that framework, leading to sparse and group-sparse transportation plans. On the theoretical side, we bound the approximation error introduced by regularizing the primal and dual formulations. Our results suggest that, for the regularized primal, the approximation error can often be smaller with squared $2$-norm than with entropic regularization. We showcase our proposed framework on the task of color transfer.
机译:熵正则化正迅速成为最佳运输(OT)的新标准。它可以将OT计算转换为可微且不受约束的凸优化问题,可以使用Sinkhorn算法有效地解决该问题。但是,与未规范的OT不同,熵使运输计划严格保持正值,因此完全稠密。稀疏性的缺乏在运输计划本身很受关注的应用中可能会成为问题。在本文中,我们探索使用强凸项对原始和对偶OT公式进行正则化,这对应于用平滑逼近来松弛对偶和原始约束。我们展示了如何在该框架内合并平方2元范数和组套索正则化,从而得出稀疏和组稀疏的运输计划。从理论上讲,我们限制了通过规范原始和对偶公式而引入的近似误差。我们的结果表明,对于正则化的原语,平方误差为2 $ -norm的近似误差通常可能比熵正则化为小。我们展示了我们提出的有关颜色转移任务的框架。

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