Sinkhorn EM: An Expectation-Maximization algorithm based on entropic optimal transport

30 Jun 2020Gonzalo MenaAmin NejatbakhshErdem VarolJonathan Niles-Weed

We study Sinkhorn EM (sEM), a variant of the expectation maximization (EM) algorithm for mixtures based on entropic optimal transport. sEM differs from the classic EM algorithm in the way responsibilities are computed during the expectation step: rather than assign data points to clusters independently, sEM uses optimal transport to compute responsibilities by incorporating prior information about mixing weights... (read more)

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