Poster
On Robust Optimal Transport: Computational Complexity and Barycenter Computation
Khang Le · Huy Nguyen · Quang M Nguyen · Tung Pham · Hung Bui · Nhat Ho
Keywords: [ Optimal Transport ] [ Optimization ] [ Robustness ]
Abstract:
We consider robust variants of the standard optimal transport, named robust optimal transport, where marginal constraints are relaxed via Kullback-Leibler divergence. We show that Sinkhorn-based algorithms can approximate the optimal cost of robust optimal transport in time, in which is the number of supports of the probability distributions and is the desired error. Furthermore, we investigate a fixed-support robust barycenter problem between discrete probability distributions with at most number of supports and develop an approximating algorithm based on iterative Bregman projections (IBP). For the specific case , we show that this algorithm can approximate the optimal barycenter value in time, thus being better than the previous complexity of the IBP algorithm for approximating the Wasserstein barycenter.
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