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Implementation of batched Sinkhorn iterations for entropy-regularized Wasserstein loss

Published 1 Jul 2019 in stat.ML and cs.LG | (1907.01729v2)

Abstract: In this report, we review the calculation of entropy-regularised Wasserstein loss introduced by Cuturi and document a practical implementation in PyTorch. Code is available at https://github.com/t-vi/pytorch-tvmisc/blob/master/wasserstein-distance/Pytorch_Wasserstein.ipynb

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