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Poster
in
Workshop: Optimal Transport and Machine Learning

Fast and Accurate Cost-Scaling Algorithm for the Semi-Discrete Optimal Transport

Pankaj Agarwal · Sharath Raghvendra · Pouyan Shirzadian · Keegan Yao


Abstract: Given a continuous probability distribution μ and a discrete distribution ν in the d-dimensional space, the semi-discrete Optimal Transport (OT) problem asks for computing a minimum-cost plan to transport mass from μ to ν. In this paper, given a parameter ε>0, we present an approximation algorithm that computes a semi-discrete transport plan τ with cost \textcent(τ)\textcent(τ)+ε in nO(d)logCmaxε time; here, τ is the optimal transport plan, Cmax is the diameter of the supports of μ and ν, n is the number of points in the support of the discrete distribution, and we assume we have access to an oracle that outputs the mass of μ inside a constant-complexity region in O(1) time. Our algorithm works for several ground distances including the Lp-norm and the squared-Euclidean distance.

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