Error estimate for regularized optimal transport problems via Bregman divergence

Regularization by the Shannon entropy enables us to efficiently and approximately solve optimal transport problems on a finite set. This paper is concerned with regularized optimal transport problems via Bregman divergence. We introduce the required properties for Bregman divergences, provide a non-...

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Bibliographic Details
Published in:arXiv.org 2023-09
Main Authors: Morikuni, Keiichi, Sakakibara, Koya, Takatsu, Asuka
Format: Article
Language:English
Subjects:
Entropy (Information theory)
Errors
Regularization
Online Access:Get full text
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Summary:Regularization by the Shannon entropy enables us to efficiently and approximately solve optimal transport problems on a finite set. This paper is concerned with regularized optimal transport problems via Bregman divergence. We introduce the required properties for Bregman divergences, provide a non-asymptotic error estimate for the regularized problem, and show that the error estimate becomes faster than exponentially.
ISSN:2331-8422