Error estimate for regularized optimal transport problems via Bregman divergence

Keiichi Morikuni; Koya Sakakibara; Asuka Takatsu

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arXiv · 2309.11666

Error estimate for regularized optimal transport problems via Bregman divergence

Keiichi Morikuni·Koya Sakakibara·Asuka Takatsu

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Abstract

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.

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Keiichi Morikuni, Koya Sakakibara, Asuka Takatsu. 2023-09-20. Error estimate for regularized optimal transport problems via Bregman divergence. https://arxiv.org/abs/2309.11666

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