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Relaxation of optimal transport problem via strictly convex functions (2102.07336v2)
Published 15 Feb 2021 in math.OC and stat.ML
Abstract: An optimal transport problem on finite spaces is a linear program. Recently, a relaxation of the optimal transport problem via strictly convex functions, especially via the Kullback--Leibler divergence, sheds new light on data sciences. This paper provides the mathematical foundations and an iterative process based on a gradient descent for the relaxed optimal transport problem via Bregman divergences.
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