论文标题

配对成本有效,精确的多边缘最佳运输

Efficient and Exact Multimarginal Optimal Transport with Pairwise Costs

论文作者

Zhou, Bohan, Parno, Matthew

论文摘要

在本文中,我们以成对成本解决了多边缘最佳运输(MMOT)的数值解决方案。 MMOT作为经典两界最佳运输的自然扩展,具有许多重要的应用,包括图像处理,密度功能理论和机器学习,但缺乏有效且精确的数值方法。流行的熵调查方法可能会遭受数值不稳定和模糊的问题。受到Jacobs和Léger引入的来回方法的启发,我们研究了成对成本的MMOT问题。首先,此类问题具有图形表示,我们证明具有树表示的等效MMOT问题。其次,我们引入了一种Noval算法来通过基于梯度的双重公式的方法在根树上求解MMOT。最后,我们获得了可用于无正规化应用程序的准确解决方案。

In this paper, we address the numerical solution to the multimarginal optimal transport (MMOT) with pairwise costs. MMOT, as a natural extension from the classical two-marginal optimal transport, has many important applications including image processing, density functional theory and machine learning, but yet lacks efficient and exact numerical methods. The popular entropy-regularized method may suffer numerical instability and blurring issues. Inspired by the back-and-forth method introduced by Jacobs and Léger, we investigate MMOT problems with pairwise costs. First, such problems have a graphical representation and we prove equivalent MMOT problems that have a tree representation. Second, we introduce a noval algorithm to solve MMOT on a rooted tree, by gradient based method on the dual formulation. Last, we obtain accurate solutions which can be used for the regularization-free applications.

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