Paper Info
Title
On Unbalanced Optimal Transport: An Analysis of Sinkhorn Algorithm
Abstract
We provide a computational complexity analysis for the Sinkhorn algorithm that solves the entropic regularized Unbalanced Optimal Transport (UOT) problem between two measures of possibly different masses with at most $n$ components. We show that the complexity of the Sinkhorn algorithm for finding an $\varepsilon$-approximate solution to the UOT problem is of order $\widetilde{\mathcal{O}}(n^2/ \varepsilon)$, which is near-linear time. To the best of our knowledge, this complexity is better than the complexity of the Sinkhorn algorithm for solving the Optimal Transport (OT) problem, which is of order $\widetilde{\mathcal{O}}(n^2/\varepsilon^2)$. Our proof technique is based on the geometric convergence of the Sinkhorn updates to the optimal dual solution of the entropic regularized UOT problem and some properties of the primal solution. It is also different from the proof for the complexity of the Sinkhorn algorithm for approximating the OT problem since the UOT solution does not have to meet the marginal constraints.
Year
Venue
DocType
2020
ICML
Conference
Citations 
PageRank 
References 
0
0.34
0
Authors
5
Name
Order
Citations
PageRank
Pham Khiem100.34
Le Khang200.34
Nhat Ho357.87
Tung N. Pham4115.36
Hung Hai Bui51188112.37