Sinkhorn Distances: Lightspeed Computation of Optimal Transportation Distances

NeurIPS 2013 Marco Cuturi

Optimal transportation distances are a fundamental family of parameterized distances for histograms. Despite their appealing theoretical properties, excellent performance in retrieval tasks and intuitive formulation, their computation involves the resolution of a linear program whose cost is prohibitive whenever the histograms' dimension exceeds a few hundreds... (read more)

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